Results 1 to 10 of about 15,342 (189)
On the infinite divisibility of distributions of some inverse subordinators
We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely divisible.
Arun Kumar, Erkan Nane
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Mutant Number Laws and Infinite Divisibility
Concepts of infinitely divisible distributions are reviewed and applied to mutant number distributions derived from the Lea-Coulson and other models which describe the Luria-Delbrück fluctuation test.
Anthony G. Pakes
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The life and work of Olof Thorin (1912–2004); pp. 18–25 [PDF]
This paper reviews Olof Thorinâs contributions to mathematical analysis, actuarial mathematics, and probability theory, though in reversed order. In probability theory he is known for his path-breaking work on infinite divisibility.
Lennart Bondesson +2 more
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On the Accuracy of the Generalized Gamma Approximation to Generalized Negative Binomial Random Sums
We investigate the proximity in terms of zeta-structured metrics of generalized negative binomial random sums to generalized gamma distribution with the corresponding parameters, extending thus the zeta-structured estimates of the rate of convergence in ...
Irina Shevtsova, Mikhail Tselishchev
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On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos
Infinite divisibility of a class of two-dimensional vectors with components in the second Wiener chaos is studied. Necessary and sufficient conditions for infinite divisibility are presented as well as more easily verifiable sufficient conditions.
Andreas Basse-O’Connor +2 more
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Sparsity and Infinite Divisibility [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A. Amini, M.Unser
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On the Notion of Reproducibility and Its Full Implementation to Natural Exponential Families
Let F=Fθ:θ∈Θ⊂R be a family of probability distributions indexed by a parameter θ and let X1,⋯,Xn be i.i.d. r.v.’s with L(X1)=Fθ∈F. Then, F is said to be reproducible if for all θ∈Θ and n∈N, there exists a sequence (αn)n≥1 and a mapping gn:Θ→Θ,θ⟼gn(θ ...
Shaul K. Bar-Lev
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Hyperbolic complete monotonicity property (HCM) is a way to check if a distribution is a generalized gamma (GGC), hence is infinitely divisible. In this work, we illustrate to which extent the Mittag-Leffler functions Eα,α∈(0,2], enjoy the HCM property ...
Nuha Altaymani, Wissem Jedidi
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On Some Stationary INAR(1) Processes with Compound Poisson Distributions
Aly and Bouzar ([2]) used the backward approach in presence of the binomial thinning operator to construct underdispersed stationary first-order autoregressive integer valued (INAR (1)) processes.
Emad-Eldin A. A. Aly, Nadjib Bouzar
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Wind power calculation based on sums of diffusion method and a novel power curve approximation model
Wind energy estimations using wind speed models and power curve approximations are mandatory for the optimal regulation of wind electricity generation.
H. M. D. P. Bandarathilake +1 more
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