Results 11 to 20 of about 10,658 (237)
Some recent advances for limit theorems [PDF]
ESAIM: Proceedings and Surveys, 2020 We present some recent developments for limit theorems in probability theory, illustrating the variety of this field of activity. The recent results we discuss range from Stein’s method, as well as for infinitely divisible distributions as applications ...
Arras Benjamin +4 more
doaj +1 more source
A New Bound in the Littlewood–Offord Problem
Mathematics, 2022 The paper deals with studying a connection of the Littlewood–Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions.
Friedrich Götze, Andrei Yu. Zaitsev
doaj +1 more source
Mutant Number Laws and Infinite Divisibility
Axioms, 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
Analytic and Asymptotic Properties of the Generalized Student and Generalized Lomax Distributions
Mathematics, 2023 Analytic and asymptotic properties of the generalized Student and generalized Lomax distributions are discussed, with the main focus on the representation of these distributions as scale mixtures of the laws that appear as limit distributions in ...
Victor Korolev
doaj +1 more source
On Multivariate Quasi-infinitely Divisible Distributions [PDF]
, 2021 A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $μ$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible distributions on $\mathbb{R}^d$. Equivalently, it can be characterised as a probability distribution whose characteristic
Berger, David +2 more
openaire +2 more sources
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
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
doaj +1 more source
Mathematics, 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
Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case
Mathematics, 2022 In the paper, we apply a new approach to the comparison of the distributions of sums of random variables to the case of Poisson random sums. This approach was proposed in our previous work (Bening, Korolev, 2022) and is based on the concept of ...
Vladimir Bening, Victor Korolev
doaj +1 more source
Journal of Probability and Statistics, 2023 The explosion of time series count data with diverse characteristics and features in recent years has led to a proliferation of new analysis models and methods.
Confort Kollie +2 more
doaj +1 more source