Results 21 to 30 of about 2,121 (306)
A New Tight Upper Bound on the Entropy of Sums
Entropy, 2015 We consider the independent sum of a given random variable with a Gaussian variable and an infinitely divisible one. We find a novel tight upper bound on the entropy of the sum which still holds when the variable possibly has an infinite second moment ...
Jihad Fahs, Ibrahim Abou-Faycal
doaj +1 more source
Multivariate Escher Transformed Laplace Distribution and Its Generalization
Journal of Statistical Theory and Applications (JSTA), 2020 This paper we introduced a new distribution namely the multivariate Esscher transformed Laplace distribution. Various properties of the distribution are studied and the applications are discussed.
H Rimsha, Dais George
doaj +1 more source
A new family of bivariate max-infinitely divisible distributions [PDF]
, 2008 Extremes of triangular arrays, Weibull max-domain of attraction, Max-infinitely divisible distribution, Weak convergence, Generalised symmetrised Dirichlet distributions, Asymptotically spherical random vectors,
Enkelejd Hashorva, Hashorva, Enkelejd
core +1 more source
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
doaj +1 more source
Infinitely divisible cylindrical measures on Banach spaces [PDF]
, 2010 In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is ...
Riedle, Markus, Riedle, Markus; id_orcid
core +1 more source
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
doaj +1 more source
Multidimensional infinitely divisible cascades [PDF]
, 2006 The framework of infinitely divisible scaling was first developed to analyse the statistical intermittency of turbulence in fluid dynamics. It also reveals a powerful tool to describe and model various situations including Internet traffic, financial ...
P. Chainais
core +1 more source
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
doaj +1 more source