Results 31 to 40 of about 2,530,305 (240)
Stein's Method for Tempered Stable Distributions
, 2020 In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions already known in the literature follow easily. One can also derive Stein characterizations for more difficult distributions such as the distribution of product of two normal ...
Barman, Kalyan, Upadhye, N. S.
openaire +2 more sources
Tempered geometric stable distributions and processes
, 2023 We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities. Absolute continuity relations are shown, and short and long time scaling limits of the associated Lévy processes ...
openaire +2 more sources
On a new Class of Tempered Stable Distributions: Moments and Regular Variation [PDF]
Journal of Applied Probability, 2012 We extend the class of tempered stable distributions, which were first introduced in Rosiński (2007). Our new class allows for more structure and more variety of the tail behaviors. We discuss various subclasses and the relations between them. To characterize the possible tails, we give detailed results about finiteness of various moments. We also give
openaire +6 more sources
FEBS Open Bio, EarlyView.TisIBP8, a fungal‐derived hyperactive ice‐binding protein, helps Caenorhabditis elegans survive dehydration. It localizes near cell membranes, reduces cell damage, and helps maintain membrane structure during drying. These results suggest that ice‐binding proteins can protect cells from dehydration stress as well as freezing stress.
Daiki Shimose +9 more
wiley +1 more source
Arthritis Care &Research, EarlyView.Objective Systemic lupus erythematosus (SLE) significantly impacts employment capacity. This study aimed to investigate the impact of burden of disease activity, damage, and treatment on employment outcomes and transitions in patients with SLE. Methods Using data from a single center, we analyzed employment transitions, adjusted mean disease activity ...
Javier Mencia‐Ledo +4 more
wiley +1 more source
An alternative model for multivariate stable distributions [PDF]
, 2009 Includes bibliographical references (leaves 52-55).As the title, "An Alternative Model for Multivariate Stable Distributions", depicts, this thesis draws from the methodology of [J36] and derives an alternative to the sub-Gaussian alpha-stable ...
Jama, Siphamandla
core +1 more source
Models for Heavy-tailed Asset Returns [PDF]
Many of the concepts in theoretical and empirical finance developed over the past decades – including the classical portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest upon the ...
Weron, Rafal +2 more
core +4 more sources
Multivariate Mixed Tempered Stable Distribution
, 2016 The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure between components are investigated.
Hitaj, Asmerilda +3 more
openaire +2 more sources
Advanced Engineering Materials, Volume 27, Issue 6, March 2025.ErB4 and NdB4 nanostructured powders are produced by mechanochemical synthesis. 5 h mechanical alloying and 4 M HCl acid leaching are used in the production. ErB4 and NdB4 powders exhibit maximum magnetization of 0.4726 emu g−1 accompanied with an antiferromagnetic‐to‐paramagnetic phase transition at about TN = 18 K and 0.132 emu g−1 with a maximum at ...
Burçak Boztemur +5 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.Thermomechanical fatigue tests of laser beam powder bed fusion (PBF‐LB) Inconel 718 show that the additively manufactured material reaches almost the lifetimes of conventionally‐rolled material under no‐dwell conditions. Introducing dwell times at the maximum temperature markedly reduces the lifetimes due to pronounced grain boundary sliding associated
Stefan Guth +6 more
wiley +1 more source