Results 11 to 20 of about 178,633 (271)

Convolution and convolution-root properties of long-tailed distributions [PDF]

Extremes, 2015
21pages
Xu, Hui, Foss, Sergey, Wang, Yuebao
openaire   +6 more sources

Asymptotic Distributions of the Overshoot and Undershoots for the L\'evy Insurance Risk Process in the Cram\'er and Convolution Equivalent Cases [PDF]

, 2011
Recent models of the insurance risk process use a L\'evy process to generalise the traditional Cram\'er-Lundberg compound Poisson model. This paper is concerned with the behaviour of the distributions of the overshoot and undershoots of a high level, for
Griffin, Philip S, Maller, Ross A, van Schaik, Kees   +2 more
core   +3 more sources

Preservation of Classes of Discrete Distributions Under Reliability Operations [PDF]

Journal of Statistical Theory and Applications (JSTA), 2013
In this paper we consider some widely utilized classes of discrete distributions and aim to provide a systematic overview about their preservation under convolution.
I. Elbatal, M. Ahsanullah
doaj   +1 more source

Convolution of beta prime distribution

Transactions of the American Mathematical Society, 2022
We establish some identities in law for the convolution of a beta prime distribution with itself, involving the square root of beta distributions. The proof of these identities relies on transformations on generalized hypergeometric series obtained via Appell series of the first kind and Thomae’s relationships for
Ferreira, Rui, Simon, Thomas
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T-Convolution and its applications to n-dimensional distributions [PDF]

, 2009
In this paper we introduce the notion of T-convolution, which is a generalization of convolution to higher dimensions. By using T-convolution we construct n-dimensional distributions having n+1 axes of symmetry.
Kovalenкo, D. О., Pogoruі, А. А., Rodríguez-Dagnіno, Ramón М.   +2 more
core   +1 more source

Construction of Mikusinski operational calculus based on the convolution algebra of distributions. The theorems and the beginning of use

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2013
We consider the Mikusinski operational calculus based on the convolution algebra of distributions $D^{+}$ and $D^{-}$. We state and prove the basic theorems, and give examples of Mikusinski operational calculus using, which demonstrate its additional ...
Iosif L Kogan
doaj   +3 more sources

Convolution of Lorentz Invariant Ultradistributions and Field Theory [PDF]

, 2003
In this work, a general definition of convolution between two arbitrary four dimensional Lorentz invariant (fdLi) Tempered Ultradistributions is given, in both: Minkowskian and Euclidean Space (Spherically symmetric tempered ultradistributions).
Bollini, C. G., Rocca, M. C.
core   +2 more sources

General Purpose Convolution Algorithm in S4 Classes by Means of FFT

Journal of Statistical Software, 2014
Object orientation provides a flexible framework for the implementation of the convolution of arbitrary distributions of real-valued random variables. We discuss an algorithm which is based on the fast Fourier transform.
Peter Ruckdeschel, Matthias Kohl
doaj   +1 more source

An Inverse Model for Two-dimensional Reflectors With Scattering [PDF]

EPJ Web of Conferences, 2021
We present a novel approach of modelling surface light scattering in the context of freeform optical design. Using energy conservation, we derive an integral relation between the scattered and specular distributions.
Kronberg Vì C.E., Anthonissen Martijn J.H., ten Thije Boonkkamp Jan H.M., IJzerman Wilbert L.   +3 more
doaj   +1 more source

Convolutions of the T distribution

Computers & Mathematics with Applications, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nadarajah, S., Dey, D.K.
openaire   +1 more source