Results 1 to 10 of about 42 (41)

New characterizations of completely monotone functions and Bernstein functions, a converse to Hausdorff’s moment characterization theorem

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   +2 more sources

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, Basalim Kholoud, Bridaa Safa   +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

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, Sidney Resnick, Gennady Samorodnitsky   +2 more
wiley   +1 more source

On a conditional Cauchy functional equation of several variables and a characterization of multivariate stable distributions

, 1992
International Journal of Mathematics and Mathematical Sciences, Volume 16, Issue 1, Page 165-168, 1993.
Arjun K. Gupta, Truc T. Nguyen, Wei-Bin Zeng   +2 more
wiley   +1 more source

Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences

Dependence Modeling
We 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

Escape regimes of biased random walks on Galton-Watson trees. [PDF]

Probab Theory Relat Fields, 2018
Bowditch A.
europepmc   +1 more source

Limit theorems in free probability theory II

Open Mathematics, 2008
Chistyakov Gennadii, Götze Friedrich
doaj   +1 more source

Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments. [PDF]

J Appl Stat
Pączek K, Jelito D, Pitera M, Wyłomańska A.   +3 more
europepmc   +1 more source

Estimation of the parameters of multivariate stable distributions

Communications in Statistics Part B: Simulation and Computation, 2022
Neelesh Shankar Upadhye
exaly