The Dirichlet-weighted Arcsin conjecture for power semicircle distributions

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Let n≥2n\geq 2, let R=(R1,…,Rn){\bf R}=(R_1,\ldots,R_n) have the Dirichlet distribution Dn(1,…,1)D_n(1,\ldots,1), and let X1,…,XnX_1,\ldots,X_n be independent random variables, independent of R{\bf R}, each having the Arcsin distribution on (−a,a)(-a,a). Define

Sn=⟨R,X⟩=∑i=1nRiXi.S_n=\langle {\bf R},{\bf X}\rangle=\sum_{i=1}^nR_iX_i.

Dirichlet-weighted Arcsin conjecture. The random variable SnS_n has the power semicircle distribution on (−a,a)(-a,a) with λ=n−12\lambda=\frac{n-1}{2} and density

f(x;λ,a)=1πa2λΓ(λ+1)Γ(λ+12)(a2−x2)λ−12,∣x∣<a.f(x;\lambda,a)=\frac{1}{\sqrt{\pi}a^{2\lambda}}\frac{\Gamma(\lambda+1)}{\Gamma\left(\lambda+\frac{1}{2}\right)}(a^2-x^2)^{\lambda-\frac{1}{2}},\qquad |x|<a.

The conjecture concerns a generalization of unimodality obtained by taking a Dirichlet-weighted inner product of independent random variables. The cited conclusions are presented as supporting context, but the supplied material does not establish whether the conjecture has been proved or remains open.

References

Primary source

Hazhir Homei, “Another Generalization of Unimodality”, arXiv:1511.07036 (2015).

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