Results 1 to 10 of about 3,566,089 (173)
Stable distribution in fragmentation processes [PDF]
Physica A: Statistical Mechanics and its Applications, 1996 We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant (scaling) solutions ...
Ballauf +14 more
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Bernoulli, 2005 Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Gaussian.
Houdré, C., Kawai, R.
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Normal modified stable processes [PDF]
, 2001 This paper discusses two classes of distributions, and stochastic processes derived from them: modified stable (MS) laws and normal modified stable (NMS) laws.
Neil Shephard, Ole E. Barndorff-Nielsen
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The Annals of Statistics, 2007 In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under
McElroy, Tucker, Politis, Dimitris N.
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Operator-stable-like processes [PDF]
Stochastic Analysis and Applications, 2021 In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of processes, we analyze maximal estimates, the existence of moments, the short- and long-time behavior of the sample paths ...
Scheffler, Peter +2 more
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Parameter Estimation for SPDEs Driven by Cylindrical Stable Processes
European Journal of Mathematical Analysis, 2022 We consider infinite dimensional extension of affine models with heavy tails in finance. We study several estimators of the drift parameter in the stochastic partial differential equation driven by cylindrical stable processes.
Jaya P. N. Bishwal
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Frontiers in Ecology and Evolution, 2022 Understanding the hydrochemical evolutionary mechanisms of surface water and groundwater in saline-alkali wetlands in arid and semi-arid regions is necessary for assessing how wetland water resource utilization and restoration processes may affect the ...
Geng Cui +3 more
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Censored stable processes [PDF]
Probability Theory and Related Fields, 2003 A symmetric stable process which is not allowed to jump outside an open subset \(D\) of \(\mathbb{R}^n\) is dealt with and the following problems are considered: boundary behavior in non-smooth open sets, harmonic functions, analysis in special \(C^{t,\beta-1}\) domains, boundary Harnack principle in \(C^{1,1}\) open sets. For one-dimensional processes
Burdzy, Krzysztof +2 more
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Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang
Statistical Theory and Related Fields, 2021 This discussion reviews the paper by Zhengjun Zhang in the context of broader research on multivariate extreme value theory and max-stable processes.
R. L. Smith
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Mixtures in non stable Levy processes [PDF]
, 2007 We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws.
Abramowitz M +38 more
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