On the neutrix composition of the distributions x −s ln m |x| and x r

Let F be a distribution and let f be a locally summable function. The distribution F(f) is defined as the neutrix limit of the sequence {F _n (f)}, where F _n (x) = F(x) * δ _n (x) and {δ _n (x)} is a certain sequence of infinitely differentiable functions converging to the Dirac delta-function δ(x). The composition of the distributions x ^?s ln ^m |x| and x ^r is proved to exist and be equal to r ^m x ^?rs ln ^m |x| for r, s, m = 2, 3….     

A note on the non-commutative neutrix product of distributions

The distributionF(x ₊, −r) Inx₊ andF(x ₋, −s) corresponding to the functionsx ₊ ^−r lnx₊ andx ₋ ^−s respectively are defined by the equations

A Comparison on the Commutative Neutrix Convolution of Distributions and the Exchange Formula

Let , be ultradistributions in and let and where is a sequence in which converges to the Dirac-delta function . Then the neutrix product is defined on the space of ultradistributions as the neutrix limit of the sequence provided the limit exist in the sense that

A result on the weight distributions of binary quadratic residue codes

Truong et al. [7]proved that the weight distribution of a binary quadratic residue code C with length congruent to −1 modulo 8 can be determined by the weight distribution of a certain subcode of C containing only one-eighth of the codewords of C. In this paper, we prove that the same conclusion holds for any binary quadratic residue codes.     

Generalizations of Non-Commutative Neutrix Convolution Products of Functions

The non-commutative neutrix convolution product of the functions x ^r cos_–(x) and x ^s cos₊(x) is evaluated. Further similar non-commutative neutrix convolution products are evaluated and deduced.     

An asymptotic result on principal points for univariate distributions

We give an asymptotic result for principal points of univariate distributions, as defined in Flury (1990). Principal points are a generalization of the mean and provide a natural way to approximate a continuous distribution. We show that for a given density $si:f$esi:it is asymptotically optimal to take the quantiles of the density proportional to$si:f$esi:i^1/3 as principal points.     

A space of generalized distributions

In this paper we use a duality method to introduce a new space of generalized distributions. This method is exactly the same introduced by Schwartz for the distribution theory. Our space of generalized distributions contains all the Schwartz distributions and all the multipole series of physicists and is, in a certain sense, the smallest space containing all these series. To The Memory of Laurent Schwartz     

On powers of the Heaviside function for negative integers

The distributions and were defined as the neutrix limit of the sequences and respectively for , see [J.D. Nicholos, B. Fisher, The distribution composition , J. Math. Anal. Appl. 258 (2001) 131-145; B. Fisher, On defining the distribution , Univ. u Novom Sadu Zb. Rad. Prirod. Mat. Fak. Ser. Mat. 15 (1985) 119-129]. We here consider these distributions when r=0. In other words, we define the sth powers of the Heaviside function H(x) in the distributional sense for negative integers. Further compositions are also considered.     

Conditional limit results for type I polar distributions

Let (S ₁,S ₂) = (R cos(Θ), R sin(Θ)) be a bivariate random vector with associated random radius R which has distribution function F being further independent of the random angle Θ. In this paper we investigate the asymptotic behaviour of the conditional survivor probability when u approaches the upper endpoint of F. On the density function of Θ we impose a certain local asymptotic behaviour at 0, whereas for F we require that it belongs to the Gumbel max-domain of attraction. The main result of this contribution is an asymptotic expansion of , which is then utilised to construct two estimators for the conditional distribution function . Furthermore, we allow Θ to depend on u.      

A characterization of spherical distributions

It is shown that when the random vector X in Rⁿ has a mean and when the conditional expectation E(u′X|v′X) = 0 for all vectors u, v Rⁿ which satisfy u′v = 0, then the distribution of X is orthogonally invariant. A version of this characterization is also established when X does not have a mean vector.     

Generalized vector valued almost periodic and ergodic distributions

Schwartz's almost periodic distributions are generalized to the case of Banach space valued distributions , and furthermore for a given arbitrary class A to for φ∈ test functions D(R,C)}. It is shown that this extension process is iteration complete, i.e. . Moreover the T from are characterized in various ways, also tempered distributions with P={X-valued functions of polynomial growth} are shown. Under suitable assumptions , , where for all h>0}, is defined with the corresponding extension of Mh. With an extension of the indefinite integral from to D^′(R,X) a distribution analogue to the Bohl-Bohr-Amerio-Kadets theorem on the almost periodicity of bounded indefinite integrals of almost periodic functions is obtained, also for almost automorphic, Levitan almost periodic and recurrent functions, similar for a result of Levitan concerning ergodic indefinite integrals. For many of the above results a new (Δ)-condition is needed, we show that it holds for most of the A needed in applications. Also an application to the study of asymptotic behavior of distribution solutions of neutral integro-differential-difference systems is given.     

A characterization of the Cauchy-type distributions on boundaries of semisimple groups

We give here a characterization of the Cauchy-type distributions onG/P, whereG is a semisimple Lie group andP is a parabolic subgroup.     

Approximation of aggregate claims distributions by compound poisson distributions

New error bounds are derived for the approximation of aggregate claims distributions by compound Poisson distributions. These approximations can be recommended in most cases in which the normal approximation fails.     

The number and distributions of limit cycles for a class of cubic near-Hamiltonian systems

This paper concerns with the number of limit cycles for a cubic Hamiltonian system under cubic perturbation. The fact that there exist 9-11 limit cycles is proved. The different distributions of limit cycles are given by using methods of bifurcation theory and qualitative analysis, among which two distributions of eleven limit cycles are new.     

Note on the optimal transportation of distributions

We extend our work on the optimal mapping of distributions in three directions: (a) we consider any set-valued mapping, not just diffeomorphisms; (b) we distinguish between weak and strong optimality, and identify strong optimality with cyclic monotonicity; and (c) we prove that, under some restrictions, a weakly optimal mapping has the subgradient property.     

A note on characterizations of multivariate stable distributions

Several characterizations of multivariate stable distributions together with a characterization of multivariate normal distributions and multivariate stable distributions with Cauchy marginals are given. These are related to some standard characterizations of marcinkiewicz.Research supported, in part, by the Air Force Office of Scientific Research under Contract AFOSR 84-0113. Reproduction in whole or part is permitted for any purpose of the United States Government.     

A modification of the certainty measure to handle subnormal distributions

We suggest a modification of the definition of certainty associated with a possibility distribution so that we are assured that the certainty measure is always less than or equal to the possibility measure even in the face of subnormal distributions. We note that when the possibility distribution is normal this new definition reduces to the original definition of certainty. We use this new measure along with the definition of possibility measure to obtain measures of belief and plausibility in the fact of fuzzy information in the Mathematical Theory of Evidence.     

On a new system of discrete distributions and characterizations of several discrete distributions by equality of distributions

This paper deals with a new system of discrete distributions. It also gives several characterizations of the Waring (and hence the Yule) distribution (and its truncated versions), the super-Poisson, the discrete uniform and other discrete distributions by using this system and other such systems existing in the literature, and linear regression. Continuous analogues of the above results are also briefly discussed.     

On the jump behavior of distributions and logarithmic averages

The jump behavior and symmetric jump behavior of distributions are studied. We give several formulas for the jump of distributions in terms of logarithmic averages, this is done in terms of Cesàro-logarithmic means of decompositions of the Fourier transform and in terms of logarithmic radial and angular local asymptotic behaviors of harmonic conjugate functions. Application to Fourier series are analyzed. In particular, we give formulas for jumps of periodic distributions in terms of Cesàro–Riesz logarithmic means and Abel–Poisson logarithmic means of conjugate Fourier series.     

Arithmetical distributions and the sequential extension of binary relations

With the help of an iterative process, we define a fairly broad class of arithmetical distributions on which continuous operations of addition, multiplication, and differentiation are defined. The multiplication of arithmetical distributions that we introduce is made consistent with the known definitions of the product of distributions. The results obtained can be used to justify the passage to the limit in the study of nonlinear problems of mathematical physics. Formalizing our approach, we describe a construction of an extension of binary relations, which is called sequential extension, from a dense subset to the whole topological space. These results are extended to operations of the first order. We show that the sequential extension of differentiation from the set of infinitely differentiable functions to the set of distributions coincides up to isomorphism with the generalized differentiation of distributions. Translated fromMatematicheskie Zametki, Vol. 65, No. 6, pp. 836–853, June, 1999.