On small deviation probabilities of positive random variables.
Rozovskij, L.V. (2004)
Zapiski Nauchnykh Seminarov POMI
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Rozovskij, L.V. (2004)
Zapiski Nauchnykh Seminarov POMI
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Marek Bożejko, Hiroaki Yoshida (2006)
Banach Center Publications
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We produce generalized q-Gaussian random variables which have two parameters of deformation. One of them is, of course, q as for the usual q-deformation. We also investigate the corresponding Wick formulas, which will be described by some joint statistics on pair partitions.
Vladimirov, Igor, Thompson, Bevan (2006)
Journal of Applied Mathematics and Stochastic Analysis
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Rio Emmanuel (1997)
ESAIM: Probability and Statistics
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Kurt Johansson (2012)
Annales de l'I.H.P. Probabilités et statistiques
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We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a Wigner matrix. We prove that Tracy–Widom universality holds at the edge in this class of random matrices under the optimal moment condition that there is a uniform bound on the fourth moment of the matrix elements. Furthermore, we show that universality...
Sudakov, V.N. (2005)
Zapiski Nauchnykh Seminarov POMI
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Marcin Lis (2012)
Bulletin of the Polish Academy of Sciences. Mathematics
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We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.
T. Byczkowski (1976)
Studia Mathematica
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Duheille-Bienvenüe, Frédérique, Guillotin-Plantard, Nadine (2003)
Electronic Communications in Probability [electronic only]
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Giacomo Della Riccia, Takeyuki Hida (1966)
Annales de l'I.H.P. Physique théorique
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Alexander E. Litvak, Omar Rivasplata (2012)
Studia Mathematica
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We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances from below. This allows us to consider matrices with null entries or, more generally, with entries having small variances. Our results do not assume identical distribution of the entries of a random matrix and help to clarify the role of the variances...
Diamond, Phil, Kloeden, Peter, Vladimirov, Igor (2003)
Journal of Applied Mathematics and Stochastic Analysis
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Jacques Istas, Serge Cohen (2012)
ESAIM: Probability and Statistics
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L. Pastur (1991-1992)
Séminaire Équations aux dérivées partielles (Polytechnique)
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Mridula Garg, Sangeeta Choudhary, Saralees Nadarajah (2009)
Applicationes Mathematicae
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We derive the probability density function (pdf) for the product of three independent triangular random variables. It involves consideration of various cases and subcases. We obtain the pdf for one subcase and present the remaining cases in tabular form. We also indicate how to calculate the pdf for the product of n triangular random variables.
T. Byczkowski (1979)
Studia Mathematica
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