Results 1 to 10 of about 509 (36)
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.
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A general correlation inequality and the Almost Sure Local Limit Theorem for random sequences in the domain of attraction of a stable law [PDF]
, 2013 In the present paper we obtain a new correlation inequality and use it for the purpose of extending the theory of the Almost Sure Local Limit Theorem to the case of lattice random sequences in the domain of attraction of a stable law.
Giuliano, Rita, Szewczak, Zbigniew S.
core +2 more sources
, 1992 International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 1, Page 165-168, 1993.
Arjun K. Gupta +2 more
wiley +1 more source
Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
Dependence ModelingWe derive lower and upper bounds for the survival function of an exchangeable sequence of random variables, for which the scaled minimum of each finite subgroup has a univariate exponential distribution.
Mai Jan-Frederik
doaj +1 more source