Results 1 to 10 of about 491 (20)
Three classes of decomposable distributions
Open Mathematics, 2020 In this work, we refine the results of Sendov and Shan [New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures, J. Theor. Probab.
Jedidi Wissem +2 more
doaj +1 more source
The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
Dependence Modeling, 2020 We derive a sufficient condition on the symmetric norm ||·|| such that the probability distribution associated with the density function f (x) ∝exp(−λ ||x||) is conditionally independent and identically distributed in the sense of de Finetti’s seminal ...
Mai Jan-Frederik
doaj +1 more source
On fixed points of Poisson shot noise transforms [PDF]
, 2002 Distributional fixed points of a Poisson shot noise transform (for nonnegative, nonincreasing response functions bounded by 1) are characterized. The tail behavior of fixed points is described.
Iksanov, Aleksander M. +1 more
core +2 more sources
Derivation of an integral of Boros and Moll via convolution of Student t-densities [PDF]
, 2010 We show that the evaluation of an integral considered by Boros and Moll is a special case of a convolution result about Student t-densities obtained by the authors in ...
C. Berg +6 more
core +3 more sources
Arab Journal of Mathematical Sciences, 2019 We give several new characterizations of completely monotone functions and Bernstein functions via two approaches: the first one is driven algebraically via elementary preserving mappings and the second one is developed in terms of the behavior of their ...
Rafik Aguech, Wissem Jedidi
doaj +1 more source
Sample correlations of infinite variance time series models: an empirical and theoretical study
International Journal of Stochastic Analysis, Volume 11, Issue 3, Page 255-282, 1998., 1998 When the elements of a stationary ergodic time series have finite variance the sample correlation function converges (with probability 1) to the theoretical correlation function. What happens in the case where the variance is infinite? In certain cases, the sample correlation function converges in probability to a constant, but not always.
Jason Cohen +2 more
wiley +1 more source
Probability measures on compact groups which have square-integrable densities [PDF]
, 2008 We apply Peter–Weyl theory to obtain necessary and sufficient conditions for a probability measure on a compact group to have a square-integrable density.
Applebaum, D.
core +1 more source
Weak stability and generalized weak convolution for random vectors and stochastic processes [PDF]
, 2006 A random vector ${\bf X}$ is weakly stable iff for all $a,b\in \mathbb{R}$ there exists a random variable $\Theta$ such that $a{\bf X}+b{\bf X}'\stackrel{d}{=}{\bf X}\Theta$.
Misiewicz, Jolanta K.
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Quasi-invariance of countable products of Cauchy measures under non-unitary dilations [PDF]
, 2018 Consider an infinite sequence (Un)n∈N of independent Cauchy random variables, defined by a sequence (δn)n∈N of location parameters and a sequence (γn)n∈N of scale parameters. Let (Wn)n∈N be another infinite sequence of independent Cauchy random variables
Lie, Han Cheng, Sullivan, T. J.
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On free stable distributions [PDF]
, 2014 We investigate the analytical properties of free stable distributions and discover many connections with the classical stable distributions. Our main results include an explicit formula for the Mellin transform, series representations for the ...
Hasebe, Takahiro, Kuznetsov, Alexey
core +3 more sources