Results 21 to 30 of about 32,526 (310)
Lietuvos Matematikos Rinkinys, 2011 We consider the formal asymptotic expansion of probability distribution of the sums of independent random variables. The approximation was made by using infinitely divisible probability distributions.
Algimantas Bikelis +2 more
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About the exact simulation of bivariate (reciprocal) Archimax copulas
Dependence Modeling, 2022 We provide an exact simulation algorithm for bivariate Archimax copulas, including instances with negative association. In contrast to existing simulation approaches, the feasibility of our algorithm is directly linked to the availability of an exact ...
Mai Jan-Frederik
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A note on infinitely divisible distribution on function fields [PDF]
Mathematica MoravicaIn this note, we define a function associated with the zeta function on function fields of genus g over a finite field Fq. We shown that the exponential of this function is the characteristic function of an infinitely divisible distribution on the real ...
Khmiri Jawher
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Poissonian resetting of subdiffusion in a linear potential
Condensed Matter Physics, 2023 Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a constant drift
A. A. Stanislavsky
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The exponential distribution as the sum of discontinuous distributions [PDF]
Bulletin of Computational Applied Mathematics, 2013 We show that for any natural number $n$, an exponential distribution can be written as the sum of $n$ discontinuous variables and another exponential distribution, all of them independent.
José Luis Palacios
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Division algebras with infinite genus [PDF]
Bulletin of the London Mathematical Society, 2014 5 pages. In new version, title is changed from "A Division Algebra With Infinite Genus" to match that of published ...
openaire +3 more sources
The Meixner process for financial data [PDF]
Megatrend Revija, 2015 The most famous Black-Scholes model is based on the assumption that the log-returns of financial data follow a normal distribution. Several studies performed show empirical evidence against such normality since the log-returns of most financial data show
Nannavecchia Antonella
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Motion and Continuity in Leibniz’s Early Works
Felsefe Arkivi, 2022 When considering some of Leibniz’s early works, he is seen to have been engaged in very important debates about the nature of bodies and the distinction between mind and body. Leibniz opposed the view that bodies are infinitely divided, especially in his
Ali Suat Gözcü
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On a linear functional for infinitely divisible moving average random fields
Modern Stochastics: Theory and Applications, 2019 Given a low-frequency sample of the infinitely divisible moving average random field $\{{\textstyle\int _{{\mathbb{R}^{d}}}}f(t-x)\Lambda (dx),\hspace{2.5pt}t\in {\mathbb{R}^{d}}\}$, in [13] we proposed an estimator $\widehat{u{v_{0}}}$ for the function $
Stefan Roth
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Explicit forms of Wick tensor powers in general white noise spaces
International Journal of Mathematics and Mathematical Sciences, 2002 This paper is devoted to construction and investigation of explicit forms of Wick tensor powers in general white noise spaces. We give an extension of some objects and structure of Gaussian analysis to the case of more general white noise measures on E*
ZhiyuanHuang Huang +2 more
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