White noise distribution theory and its application

Yoshihito Shimada

Displaying similar documents to “White noise distribution theory and its application”

Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias (2013)

Discussiones Mathematicae Probability and Statistics

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A generalized form of the usual Lognormal distribution, denoted with $_{γ}$ , is introduced through the γ-order Normal distribution $_{γ}$ , with its p.d.f. defined into (0,+∞). The study of the c.d.f. of $_{γ}$ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.

The right tail exponent of the Tracy–Widom $β$ distribution

Laure Dumaz, Bálint Virág (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The Tracy–Widom $β$ distribution is the large dimensional limit of the top eigenvalue of $β$ random matrix ensembles. We use the stochastic Airy operator representation to show that as $a \to \infty$ the tail of the Tracy–Widom distribution satisfies $P ({𝑇𝑊}_{β} g t; a) = a^{- (3 / 4) β + o (1)} exp (- \frac{2}{3} β a^{3 / 2}) .$

Uniformly convex spiral functions and uniformly spirallike functions associated with Pascal distribution series

Gangadharan Murugusundaramoorthy, Basem Aref Frasin, Tariq Al-Hawary (2022)

Mathematica Bohemica

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The aim of this paper is to find the necessary and sufficient conditions and inclusion relations for Pascal distribution series to be in the classes ${𝒮𝒫}_{p} (α, β)$ and ${𝒰𝒞𝒱}_{p} (α, β)$ of uniformly spirallike functions. Further, we consider an integral operator related to Pascal distribution series. Several corollaries and consequences of the main results are also considered.

On the computation of moments of the partial non-central $χ$ -square distribution function

Gil, Amparo, Segura, Javier, Temme, Nico C.

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Properties satisfied by the moments of the partial non-central $χ$ -square distribution function, also known as Nuttall Q-functions, and methods for computing these moments are discussed in this paper. The Nuttall Q-function is involved in the study of a variety of problems in different fields, as for example digital communications.

On asymmetric distributions of copula related random variables which includes the skew-normal ones

Ayyub Sheikhi, Fereshteh Arad, Radko Mesiar (2022)

Kybernetika

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Assuming that $C_{X, Y}$ is the copula function of $X$ and $Y$ with marginal distribution functions $F_{X} (x)$ and $F_{Y} (y)$ , in this work we study the selection distribution $Z \overset{d}{=} (X | Y \in T)$ . We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution. Some properties such as moments and moment generating function are investigated. Also, some numerical analysis is presented for illustration.

On the distribution of prime numbers which are of the form $x^{2} + y^{2} + 1$

Yoichi Motohashi (1970)

Acta Arithmetica

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Gap universality of generalized Wigner and $β$ -ensembles

László Erdős, Horng-Tzer Yau (2015)

Journal of the European Mathematical Society

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We consider generalized Wigner ensembles and general $β$ -ensembles with analytic potentials for any $β \geq 1$ . The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian $β$ -ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal....

On the limit distribution of the well-distribution measure of random binary sequences

Christoph Aistleitner (2013)

Journal de Théorie des Nombres de Bordeaux

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We prove the existence of a limit distribution of the normalized well-distribution measure $W (E_{N}) / \sqrt{N}$ (as $N \to \infty$ ) for random binary sequences $E_{N}$ , by this means solving a problem posed by Alon, Kohayakawa, Mauduit, Moreira and Rödl.

Local equivalence of some maximally symmetric $(2, 3, 5)$ -distributions II

Matthew Randall (2025)

Archivum Mathematicum

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We show the change of coordinates that maps the maximally symmetric $(2, 3, 5)$ -distribution given by solutions to the $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy equation to the flat Cartan distribution. This establishes the local equivalence between the maximally symmetric $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy distribution and the flat Cartan or Hilbert-Cartan distribution. We give the set of vector fields parametrised by solutions to the $k = \frac{2}{3}$ and $k = \frac{3}{2}$ generalised Chazy equation and the corresponding Ricci-flat conformal scale...

Premium evaluation for different loss distributions using utility theory

Harman Preet Singh Kapoor, Kanchan Jain (2011)

Discussiones Mathematicae Probability and Statistics

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For any insurance contract to be mutually advantageous to the insurer and the insured, premium setting is an important task for an actuary. The maximum premium ( $P_{m a x})$ that an insured is willing to pay can be determined using utility theory. The main focus of this paper is to determine $P_{m a x}$ by considering different forms of the utility function. The loss random variable is assumed to follow different Statistical distributions viz Gamma, Beta, Exponential, Pareto, Weibull, Lognormal and Burr....

Integral Representation of States on a $C^{*}$ -Algebra

David Ruelle (1973)

Recherche Coopérative sur Programme n°25

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Integral Representation of States on a $C^{*}$ -Algebra

David Ruelle (1969)

Recherche Coopérative sur Programme n°25

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Stationary distributions for jump processes with memory

K. Burdzy, T. Kulczycki, R. L. Schilling (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We analyze a jump processes $Z$ with a jump measure determined by a “memory” process $S$ . The state space of $(Z, S)$ is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of $(Z, S)$ is the product of the uniform probability measure and a Gaussian distribution.

A representation theorem for $(X_{1} - 1) (X_{2} - 1) . . . (X_{n} - 1)$ and its applications

D. Ž. Djoković (1969)

Annales Polonici Mathematici

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Concerning the energy class $_{p}$ for 0 < p < 1

Per Åhag, Rafał Czyż, Pham Hoàng Hiêp (2007)

Annales Polonici Mathematici

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The energy class $_{p}$ is studied for 0 < p < 1. A characterization of certain bounded plurisubharmonic functions in terms of $ℱ_{p}$ and its pluricomplex p-energy is proved.

Note on the variance of the sum of Gaussian functionals

Marek Beśka (2010)

Applicationes Mathematicae

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Let $(X_{i}, i = 1, 2, . . .)$ be a Gaussian sequence with $X_{i} \in N (0, 1)$ for each i and suppose its correlation matrix $R = {(ρ_{i j})}_{i, j \geq 1}$ is the matrix of some linear operator R:l₂→ l₂. Then for $f_{i} \in L ² (μ)$ , i=1,2,..., where μ is the standard normal distribution, we estimate the variation of the sum of the Gaussian functionals $f_{i} (X_{i})$ , i=1,2,... .

A characterization of the Riemann extension in terms of harmonicity

Cornelia-Livia Bejan, Şemsi Eken (2017)

Czechoslovak Mathematical Journal

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If $(M, \nabla)$ is a manifold with a symmetric linear connection, then $T^{*} M$ can be endowed with the natural Riemann extension $\bar{g}$ (O. Kowalski and M. Sekizawa (2011), M. Sekizawa (1987)). Here we continue to study the harmonicity with respect to $\bar{g}$ initiated by C. L. Bejan and O. Kowalski (2015). More precisely, we first construct a canonical almost para-complex structure $𝒫$ on $(T^{*} M, \bar{g})$ and prove that $𝒫$ is harmonic (in the sense of E. García-Río, L. Vanhecke and M. E. Vázquez-Abal (1997)) if and only if $\bar{g}$ reduces...

The Killing Tensors on an $n$ -dimensional Manifold with $S L (n,)$ -structure

Sergey E. Stepanov, Irina I. Tsyganok, Marina B. Khripunova (2016)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

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In this paper we solve the problem of finding integrals of equations determining the Killing tensors on an $n$ -dimensional differentiable manifold $M$ endowed with an equiaffine $S L (n,)$ -structure and discuss possible applications of obtained results in Riemannian geometry.

Subalgebra of $L_{1} (G)$ associated with Laplacian on a Lie group

A. Hulanicki (1974)

Colloquium Mathematicae

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Universal rates for estimating the residual waiting time in an intermittent way

Gusztáv Morvai, Benjamin Weiss (2020)

Kybernetika

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A simple renewal process is a stochastic process ${X_{n}}$ taking values in ${0, 1}$ where the lengths of the runs of $1$ ’s between successive zeros are independent and identically distributed. After observing $X_{0}, X_{1}, ... X_{n}$ one would like to estimate the time remaining until the next occurrence of a zero, and the problem of universal estimators is to do so without prior knowledge of the distribution of the process. We give some universal estimates with rates for the expected time to renewal as well as for the conditional...