Results 1 to 10 of about 15,342 (189)

On the infinite divisibility of distributions of some inverse subordinators

open access: yesModern Stochastics: Theory and Applications, 2018
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
doaj   +3 more sources

Mutant Number Laws and Infinite Divisibility

open access: yesAxioms, 2022
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
doaj   +1 more source

The life and work of Olof Thorin (1912–2004); pp. 18–25 [PDF]

open access: yesProceedings of the Estonian Academy of Sciences, 2008
This paper reviews Olof Thorin’s 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
doaj   +1 more source

On the Accuracy of the Generalized Gamma Approximation to Generalized Negative Binomial Random Sums

open access: yesMathematics, 2021
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
doaj   +1 more source

On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos

open access: yesModern Stochastics: Theory and Applications, 2020
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
doaj   +1 more source

Sparsity and Infinite Divisibility [PDF]

open access: yesIEEE Transactions on Information Theory, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A. Amini, M.Unser
openaire   +2 more sources

On the Notion of Reproducibility and Its Full Implementation to Natural Exponential Families

open access: yesMathematics, 2021
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
doaj   +1 more source

New Monotonicity and Infinite Divisibility Properties for the Mittag-Leffler Function and for Stable Distributions

open access: yesMathematics, 2023
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
doaj   +1 more source

On Some Stationary INAR(1) Processes with Compound Poisson Distributions

open access: yesRevstat Statistical Journal, 2023
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
doaj   +1 more source

Wind power calculation based on sums of diffusion method and a novel power curve approximation model

open access: yesCeylon Journal of Science, 2023
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
doaj   +1 more source

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