Results 1 to 10 of about 3,027,054 (295)
Multivariate Scale-Mixed Stable Distributions and Related Limit Theorems
Mathematics, 2020 In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate stable distributions. Multivariate analogs of the Mittag–Leffler distribution are introduced.
Yury Khokhlov +2 more
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Unimodality of Boolean and Monotone Stable Distributions
Demonstratio Mathematica, 2015 We give a complete list of the Lebesgue-Jordan decomposition of Boolean and monotone stable distributions and a complete list of the mode of them. They are not always unimodal.
Hasebe Takahiro, Sakuma Noriyoshi
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Random Variables and Stable Distributions on Fractal Cantor Sets
Fractal and Fractional, 2019 In this paper, we introduce the concept of fractal random variables and their related distribution functions and statistical properties. Fractal calculus is a generalisation of standard calculus which includes function with fractal support.
Alireza Khalili Golmankhaneh +1 more
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Remote Sensing, 2013 This paper proposes the mixture of Alpha-stable (MAS) distributions for modeling statistical property of Synthetic Aperture Radar (SAR) images in a supervised Markovian classification algorithm.
Fangling Pu +3 more
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Neutrosophic Stable Random Variables [PDF]
Neutrosophic Sets and Systems, 2022 In this paper, the concept of a neutrosophic stable random variable is introduced. Two definitions of a neutrosophic random variable are presented. We introduced both the neutrosophic probability distribution function and the neutrosophic probability ...
Azzam Mustafa Nouri +2 more
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Educational approaches and research achievements of Alexander Khintchine in mathematics [PDF]
ریاضی و جامعه, 2023 The role of Alexander Yakovlevich Khintchine in mathematics and especially in probability theory is undeniable. His approaches to teaching mathematics, especially in the secondary school, are still a perfect model for mathematics teachers.
Ramin Kazemi
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Dynamic Correlations and Disorder in the Masticatory Musculature Network
Life, 2023 Background: Temporomandibular joint (TMJ) disorders, which affect millions of people worldwide, have multiple etiological factors that make an accurate diagnosis and effective treatments difficult.
Gaetano Campi +6 more
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Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution
Entropy, 2022 In the parameter estimation of limit extreme value distributions, most employed methods only use some of the available data. Using the peaks-over-threshold method for Generalized Pareto Distribution (GPD), only the observations above a certain threshold ...
Jacinto Martín +3 more
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Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model
Risks, 2019 We provide ready-to-use formulas for European options prices, risk sensitivities, and P&L calculations under Lévy-stable models with maximal negative asymmetry. Particular cases, efficiency testing, and some qualitative features of the model are
Jean-Philippe Aguilar, Jan Korbel
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On a Multivariate Analog of the Zolotarev Problem
Mathematics, 2021 A generalized multivariate problem due to V. M. Zolotarev is considered. Some related results on geometric random sums and (multivariate) geometric stable distributions are extended to a more general case of “anisotropic” random summation where sums of ...
Yury Khokhlov, Victor Korolev
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