Sharp inequalities between centered moments.
Simple fractions and linear decomposition of some convolutions of measures
Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain that convolutions...
Small deviation probabilities for a class of distributions with a polynomial decreasing at zero.
Sojourn time in ℤ+ for the Bernoulli random walk on ℤ
Let (Sk)k≥1 be the classical Bernoulli random walk on the integer line with jump parameters p ∈ (0,1) and q = 1 − p. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed time is well-known, but its expression is not simple. By modifying slightly this sojourn time through a particular counting process of the zeros of the walk as done by Chung & Feller [Proc. Nat. Acad. Sci. USA 35 (1949) 605–608], simpler representations may be obtained...
Sojourn time in ℤ+ for the Bernoulli random walk on ℤ
Let (Sk)k≥1 be the classical Bernoulli random walk on the integer line with jump parameters p ∈ (0,1) and q = 1 − p. The probability distribution of the sojourn time of the walk in the set of non-negative integers up to a fixed time is well-known, but its expression is not simple. By modifying slightly this sojourn time through a particular counting process of the zeros of the walk as done by Chung & Feller [Proc. Nat. Acad. Sci....
Some applications of probability generating function based methods to statistical estimation
After recalling previous work on probability generating functions for real valued random variables we extend to these random variables uniform laws of large numbers and functional limit theorem for the empirical probability generating function. We present an application to the study of continuous laws, namely, estimation of parameters of Gaussian, gamma and uniform laws by means of a minimum contrast estimator that uses the empirical probability generating function of the sample. We test the procedure...
Some results envolving the concepts of moment generating function and affinity between distribution functions. Extension for r k-dimensional normal distribution functions.
We present a function ρ (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ρ (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.
Stable laws and domains of attraction in free probability theory.
Stochastic Structure of Some Completely Monotone Functions
Sums of a Random Number of Random Variables and their Approximations with ν- Accompanying Infinitely Divisible Laws
* Research supported by NATO GRANT CRG 900 798 and by Humboldt Award for U.S. Scientists.In this paper a general theory of a random number of random variables is constructed. A description of all random variables ν admitting an analog of the Gaussian distribution under ν-summation, that is, the summation of a random number ν of random terms, is given. The v-infinitely divisible distributions are described for these ν-summations and finite estimates of the approximation of ν-sum distributions with...
Supercritical super-brownian motion with a general branching mechanism and travelling waves
We offer a probabilistic treatment of the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism. Whilst we are strongly guided by the reasoning in Kyprianou (Ann. Inst. Henri Poincaré Probab. Stat.40 (2004) 53–72) for branching Brownian motion, the current paper offers a number of new insights. Our analysis incorporates the role...
Sur certaines variables aléatoires associées au réarrangement croissant d'un échantillon
Sur la loi de Polya régissant les faits corrélatifs. I
Sur la loi de Polya régissant les faits corrélatifs. II
Symmetric partitions and pairings
The lattice of partitions and the sublattice of non-crossing partitions of a finite set are important objects in combinatorics. In this paper another sublattice of the partitions is investigated, which is formed by the symmetric partitions. The measure whose nth moment is given by the number of non-crossing symmetric partitions of n elements is determined explicitly to be the "symmetric" analogue of the free Poisson law.
Symmetrization of Bernoulli.
Symmetrization of probability measures, pushforward of order 2 and the Boolean convolution
We study relations between the Boolean convolution and the symmetrization and the pushforward of order 2. In particular we prove that if μ₁,μ₂ are probability measures on [0,∞) then and if ν₁,ν₂ are symmetric then . Finally we investigate necessary and sufficient conditions under which the latter equality holds.