Results 201 to 210 of about 10,658 (237)

Infinitely Divisible Distributions

2011
exaly   +2 more sources

Infinitely divisible distributions in turbulence

Physical Review E, 1994
The imbedding of the scale similarity of random fields into the theory of infinitely divisible probability distributions is considered. The general probability distribution for the breakdown coefficients of turbulent energy dissipation is obtained along with corresponding similarity exponents.
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Infinite divisibility of the Whittaker distribution

Proceedings of the American Mathematical Society, 2023
In this paper, by using an integral representation of Ismail and Kelker for the quotient of Tricomi hypergeometric functions, we investigate the infinite divisibility and self-decomposability of the recently defined four-parameter lifetime Whittaker distribution, which is a natural extension of the classical gamma, exponential, chi-square, generalized ...
Assefa, Genet M., Baricz, Árpád
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Asymptotics of infinitely divisible distributions onR

Siberian Mathematical Journal, 1990
Let G be a probability distribution on \([0,\infty)\) with the properties: 1) \(G([x,\infty))>0\) for every \(x>0,\) 2) \(G^{2*}([x,\infty))/G([x,\infty))\to 2\int_{R}e^{\gamma u}dG(u)=\hat G(\gamma)\) as \(x\to \infty\), for some \(\gamma\geq 0,\) where * denotes convolution, 3) for every real number y, \[ G([x+y,\infty))/G([x,\infty))\to e^{- \gamma ...
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Infinitely Divisible Distributions

2014
For every n, the normal distribution with expectation μ and variance σ 2 is the nth convolution power of a probability measure (namely of the normal distribution with expectation μ/n and variance σ 2/n). This property is called infinite divisibility and is shared by other probability distributions such as the Poisson distribution and the Gamma ...
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Infinitely Divisible Distributions

1975
A distribution function F (x) and the corresponding c.f. f (t) are said to be infinitely divisible if for every positive integer n there exists a c.f. f n (t) such that $$f\left( t \right) = {\left( {{f_n}\left( t \right)} \right)^n}$$ (1.1)
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OnV-Infinitely Divisible Distributions

Theory of Probability & Its Applications, 1996
\(V\)-infinite divisibility of a probability measure \(\mu\) on the real line means that, for each \(n\in\mathbb{N}\), there exist another measure \(\mu_n\) and a constant \(a_n\geq 0\) such that \(\mu\) can be written as the convolution product of the normal distribution with mean 0 and variance \(a_n\) and the \(n\)th convolution power of \(\mu_n ...
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Distribution of the Superposition of Infinitely Divisible Processes

Theory of Probability & Its Applications, 1958
In this paper it is proved that for an arbitrary infinitely divisible process $\xi (t)$ and any non-negative infinitely divisible process $\eta (t)$ the distribution of their superposition $\xi (t) = \xi [\eta (t)]$ is also infinitely divisible. The corresponding spectral function $H(x)$ of that process (Levy function) is constructed. The second result
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On infinitely divisible generalized distributions in \(R_k\)

1975
Artykuł w: Annales Universitatis Mariae Curie-Skłodowska. Sectio A, Mathematica. Vol. 27 (1973), s. 121-129 ; streszcz. pol., ros. ; Artykuł w: Annales Universitatis Mariae Curie-Skłodowska. Sectio A, Mathematica. Vol. 27 (1973), s. 121-129 ; streszcz. pol., ros.
Szynal, Dominik (1937- ), Zięba, Wiesław (1950- )   +1 more
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Cumulants of infinitely divisible distributions

ROSE, 2009
Abstract In this expository article, we provide a unified version of the literature on certain aspects of cumulants of infinitely divisible distributions. In view of the spectral representations corresponding to the distributions referred to, with appropriate modifications to standard arguments, it follows that the cumulants of these ...
Gupta, Arjun K., Shanbhag, Damodar N., Nguyen, Truc T., Chen, J. T.   +3 more
openaire   +1 more source