Results 181 to 190 of about 488 (215)
On the Self-Decomposability of the Half-Cauchy Distribution
Journal of Mathematical Analysis and Applications, 1998 The half-Cauchy distribution function \(F(x)\) is determined as follows: \(F(x)=0\) for ...
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SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY [PDF]
Communications of the Korean Mathematical Society, 2006 Two main results are presented in relation to subor- dination, self-decomposability and semi-stability. One of the re- sult is that strict semi-stability of subordinand process by self- decomposable subordinator gives semi-selfdecomposability of the subordinated process.
Gyeong-Suk Choi +2 more
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Random self-decomposability and autoregressive processes [PDF]
Statistics and Probability Letters, 2010 We introduce the notion of random self-decomposability and discuss its relation to the concepts of self-decomposability and geometric infinite divisibility. We present its connection with time series autoregressive schemes with regression coefficient that randomly turns on and off.
Tomasz Kozubowski +1 more
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Two Novel Characterizations of Self-Decomposability on the Half-Line
Journal of Theoretical Probability, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Matthias Scherer +2 more
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A note on self-decomposability of stable process subordinated to self-decomposable subordinator
Statistics & Probability Letters, 2005By aid of an example the author proves the following theorem: There is self-decomposable subordinator \({T(t), t\geq 0}\), and a stable Lévy motion \({X(t), t\geq 0}\), such that the subordinated process \({Y(t)} = {X(T(t)), t \geq 0}\), is not self-decomposable. Then by three remarks the author illuminates this result.
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Multiply self-decomposable probability measures on ?+ and ?+
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1983Self-decomposable probability measures μ on ℝ+ are characterized in terms of minus the logarithm of the Laplace transform of μ, say f, by the requirement that s→sf′(s) is again minus the logarithm of the Laplace transform of an infinitely divisible probability on ℝ+.
Berg, Christian, Forst, Gunnar
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On the Self-Decomposability of Euler's Gamma Function
Lithuanian Mathematical Journal, 2003Let \(\Gamma\) be Euler's gamma function. It is proved that, for all \(\alpha\neq0\), \(\beta>0\), \(\gamma>0\) and \(\delta>0\), the function \(\big[\Gamma(\gamma+i\alpha z)/\Gamma(\gamma)\beta^{i\alpha z}\big]^\delta\) for \(z\in\mathbb{R}\) is a self-decomposable characteristic function from the Thorin class \(\mathcal{T}_e\) and derive its explicit
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Multivariate subordination, self-decomposability and stability
Advances in Applied Probability, 2001Multivariate subordinators are multivariate Lévy processes that are increasing in each component. Various examples of multivariate subordinators, of interest for applications, are given. Subordination of Lévy processes with independent components by multivariate subordinators is defined.
Barndorff-Nielsen, O.E. +2 more
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Natural exponential families and self-decomposability
Statistics & Probability Letters, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bar-Lev, Shaul K. +2 more
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Completeness and self-decomposability of mixtures
Annals of the Institute of Statistical Mathematics, 1983A family \(\{P_{\theta}\), \(\theta\in \Theta \}\) of probability distributions is defined to be strongly complete if \(E_{\theta}[g(X)]=0\) for all \(\theta\) in a dense subset of \(\Theta\) implies that \(g(X)=0\) a.s. \((P_{\theta})\) for all \(\theta\in \Theta\). Obviously exponential families (of standard type) are strongly complete.
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