Results 61 to 70 of about 64,148 (296)
On the consistency of jump-diffusion dynamics for FX rates under inversion [PDF]
, 2019 In this note we investigate the consistency under inversion of jump diffusion processes in the Foreign Exchange (FX) market. In other terms, if the EUR/USD FX rate follows a given type of dynamics, under which conditions will USD/EUR follow the same type
Brigo, Damiano +2 more
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Compound Poisson distributions for random dynamical systems
, 2023 Nous obtenons des distributions d’entrée limites quenched dans la classe composée de Poisson pour une certaine famille de systèmes dynamiques aléatoires en utilisant une approximation probabiliste par bloc pour la fonction de comptage d’entrée quenched jusqu’au temps normalisé annealed-Kac.
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Multivariate Compound Poisson Distributions and Infinite Divisibility [PDF]
ASTIN Bulletin, 2000 AbstractIn this note we give a multivariate extension of the proof of Ospina & Gerber (1987) of the result of Feller (1968) that a univariate distribution on the non-negative integers is infinitely divisible if and only if it can be expressed as a compound Poisson distribution.
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3D‐Printed Serial Snap‐Through Architectures for Programmable Mechanical Response
Advanced Engineering Materials, EarlyView.A serial snap‐through architecture is realized using compact 3D‐printed von Mises truss units arranged in a staged cascade. Their geometry and boundary conditions program multistage mechanical responses with plateaux and re‐hardening regimes. An inverted‐compliance model predicts these behaviors and enables analytical design of programmable force ...
Filipe A. Santos
wiley +1 more source
Some Compound Fractional Poisson Processes
Fractal and Fractional, 2022 In this paper, we introduce and study fractional versions of the Bell–Touchard process, the Poisson-logarithmic process and the generalized Pólya–Aeppli process.
Mostafizar Khandakar +1 more
doaj +1 more source
Model misspecification in peaks over threshold analysis
, 2010 Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances.
Davison, Anthony C., Süveges, Mária
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Advanced Functional Materials, EarlyView.From a database of 170 pentagonal 2D materials, 4 candidates exhibiting altermagnetic ordering are screened. Furthermore, the spin‐splitting and unconventional boundary states in the pentagonal 2D altermagnetic monolayer MnS2 are investigated. A MnS2‐based altermagnetic tunneling junction is designed and, through ab initio quantum transport simulations,
Jianhua Wang +8 more
wiley +1 more source
The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo [PDF]
Revista de Métodos Cuantitativos para la Economía y la Empresa, 2013 In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered.
Gómez Déniz, Emilio +1 more
doaj
Approximations for sums of three-valued 1-dependent symmetric random variables
Nonlinear Analysis, 2020 The sum of symmetric three-point 1-dependent nonidentically distributed random variables is approximated by a compound Poisson distribution. The accuracy of approximation is estimated in the local and total variation norms.
Gabija Liaudanskaitė +1 more
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Inequalities for Multivariate Compound Poisson Distributions
The Annals of Probability, 1988 Let \(\{Q_ t\); \(t\geq 0\}\) be a one-parameter Poisson family. Let \({\mathcal A}=\{A:\) \(A\subseteq \{1,2,...,n\}\}\), n positive integer, and t(A) be a number associated with \(A\in {\mathcal A}\). Let \(\{Z_ A:\) \(A\in {\mathcal A}\}\) be independent random variables with \(Z_ A\) distributed according to \(Q_{t(A)}\). Define \(x=(x_ 1,...,x_ n)\
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