Results 31 to 40 of about 204,657 (313)

ASYMPTOTIC DISTRIBUTIONS OF ESTIMATORS FOR THE MEAN AND THE VARIANCE OF A COMPOUND CYCLIC POISSON PROCESS

Barekeng
A stochastic process has an important role in modeling various real phenomena. One special form of the stochastic process is a compound Poisson process.
Ika Reskiana Adriani, I Wayan Mangku, Retno Budiarti   +2 more
doaj   +1 more source

Characterization of Probability Distributions via Functional Equations of Power-Mixture Type

Mathematics, 2021
We study power-mixture type functional equations in terms of Laplace–Stieltjes transforms of probability distributions on the right half-line [0,∞).
Chin-Yuan Hu, Gwo Dong Lin, Jordan M. Stoyanov   +2 more
doaj   +1 more source

Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures

, 2011
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.
Adelson, Artstein, Barbour, Barbour, Barron, Bobkov, Borcea, Brenti, Brightwell, Cai, Chafaï, Chudnovsky, Cover, Cover, de Pril, Flajolet, Fortuin, Gnedenko, Gurvits, Hamidoune, Hansen, Harremoës, Harris, Ioannis Kontoyiannis, Jacquet, Johnson, Johnson, Johnson, Kahn, Kahn, Kahn, Karlin, Katti, Keilson, Keilson, Kleitman, Kleitman, Knessl, Kontoyiannis, Liggett, Madiman, Mason, Mateev, Mokshay Madiman, Oliver Johnson, Panjer, Pemantle, Penrose, Radhakrishnan, Sha, Shepp, Stanley, Steutel, Tulino, Wagner, Wang, Yu, Zhao   +57 more
core   +1 more source

On Stein's method and perturbations [PDF]

, 2007
Stein’s (1972) method is a very general tool for assessing the quality of approximation of the distribution of a random element by another, often simpler, distribution.
Barbour, A D, Cekanavicius, V, Xia, A
core   +1 more source

Compound Conway-Maxwell Poisson Gamma Distribution: Properties and Estimation

Austrian Journal of Statistics
The distribution of a random sum of random events is called a compound distribution. It involves a counting (discrete) distribution to model the number of occurrences of the random event in a fixed time period and a continuous distribution to model the ...
Jahnavi Merupula, V S Vaidyanathan
doaj   +1 more source

Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case [PDF]

, 2012
Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure.
Lambert, Amaury, Simatos, Florian
core   +3 more sources

Conditional value-at-risk bounds for compound Poisson risks and a normal approximation

Journal of Applied Mathematics, 2003
A considerable number of equivalent formulas defining conditional value-at-risk and expected shortfall are gathered together. Then we present a simple method to bound the conditional value-at-risk of compound Poisson loss distributions under incomplete ...
Werner Hürlimann
doaj   +1 more source

Gärtner–Ellis condition for squared asymptotically stationary Gaussian processes

Modern Stochastics: Theory and Applications, 2015
We establish the Gärtner–Ellis condition for the square of an asymptotically stationary Gaussian process. The same limit holds for the conditional distribution given any fixed initial point, which entails weak multiplicative ergodicity.
Marina Kleptsyna, Alain Le Breton, Bernard Ycart   +2 more
doaj   +1 more source

The Stability of the Aggregate Loss Distribution

Risks, 2018
In this article we introduce the stability analysis of a compound sum: it consists of computing the standardized variation of the survival function of the sum resulting from an infinitesimal perturbation of the common distribution of the summands ...
Riccardo Gatto
doaj   +1 more source

Functional Connectivity Linked to Cognitive Recovery After Minor Stroke

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Patients with minor stroke exhibit slowed processing speed and generalized alterations in functional connectivity involving frontoparietal cortex (FPC). The pattern of connectivity evolves over time. In this study, we examine the relationship of functional connectivity patterns to cognitive performance, to determine ...
Vrishab Commuri, Isabella Dallasta, Ciaran Stone, Sophia Girgenti, Neda Gould, Rafael H. Llinas, Jonathan Z. Simon, Elisabeth Breese Marsh   +7 more
wiley   +1 more source