Results 11 to 20 of about 491 (20)

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 asymptotics for the free energy of 1+1 dimensional directed polymers in an infinitely divisible environment

, 2012
We give sharp estimate for the free energy of directed polymers in random environment in dimension 1+1. This estimate was known for a Gaussian environment, we extend it to the case where the law of the environment is infinitely divisible.Comment: 10 ...
Watbled, Frederique
core   +3 more sources

The limiting behavior of some infinitely divisible exponential dispersion models

, 2010
Consider an exponential dispersion model (EDM) generated by a probability $ \mu $ on $[0,\infty )$ which is infinitely divisible with an unbounded L\'{e}vy measure $\nu $. The Jorgensen set (i.e., the dispersion parameter space) is then $\mathbb{R}^{+}$,
Bar-Lev, Shaul, Letac, Gerard
core   +3 more sources

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

Exact constant in Sobolev's and Sobolev's trace inequalities for Grand Lebesgue Spaces [PDF]

, 2010
In this article we generalize the classical Sobolev's and Sobolev's trace inequalities on the Grand Lebesgue Spaces instead the classical Lebesgue Spaces. We will distinguish the classical Sobolev's inequality and the so-called trace Sobolev's inequality.
Ostrovsky, E., Rogover, E., Sirota, L.
core  

A General size-biased distribution

, 2020
We generalize a size-biased distribution related to the Riemann xi function using the work of Ferrar.
Patkowski, Alexander E
core  

Rate of convergence to alpha stable law using Zolotarev distance : technical report

, 2017
This paper considers the question of the rate of convergence to ${\alpha}$- stable laws, using arguments based on the Zolotarev distance to prove bounds.
Manou-Abi, Solym Mawaki
core  

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