Tail asymptotics for the bivariate equi-skew Variance-Gamma distribution
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Fung, Thomas, Seneta, Eugene
openaire +2 more sources
Power Law Distributions of Offspring and Generation Numbers in Branching Models of Earthquake Triggering [PDF]
We consider a general stochastic branching process, which is relevant to earthquakes as well as to many other systems, and we study the distributions of the total number of offsprings (direct and indirect aftershocks in seismicity) and of the total ...
Helmstetter, A.+2 more
core +3 more sources
RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing [PDF]
Although numerical procedures often supply a required accuracy, closed-form expressions allow one to escape any accumulation of errors. In this paper, we discuss the possibility of obtaining explicit results for a variance gamma process. We derive the exact distribution of the maximum of the variance gamma process over a finite interval of time and ...
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Mixtures of Variance-Gamma Distributions
A mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of variance-gamma distributions is a special case of the recently developed mixture of generalized hyperbolic ...
McNicholas, Sharon M.+2 more
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Noncentral limit theorem for the generalized Rosenblatt process
We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes $Z_\gamma$ with kernels defined by parameters $\gamma$ taking values in a tetrahedral region $\Delta$ of $\RR^q$.
Bell, Denis, Nualart, David
core +1 more source
Convergence of statistical moments of particle density time series in scrape-off layer plasmas [PDF]
Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a fixed shape, an ...
O. E. Garcia, Pecseli H. L., R. Kube
core +2 more sources
Cosmic shear statistics in the Suprime-Cam 2.1 sq deg field: Constraints on Omega_m and sigma_8
We present measurements of the cosmic shear correlation in the shapes of galaxies in the Suprime-Cam 2.1 deg^2 R_c-band imaging data. As an estimator of the shear correlation originated from the gravitational lensing, we adopt the aperture mass variance.
Bernardeau F.+23 more
core +2 more sources
The distribution of annihilation luminosities in dark matter substructure
We calculate the probability distribution function (PDF) of the expected annihilation luminosities of dark matter subhalos as a function of subhalo mass and distance from the Galactic center using a semi-analytical model of halo evolution.
Andrew R. Zentner+3 more
core +1 more source
Dendritic cells steering antigen and leukocyte traffic in lymph nodes
Dendritic cells are key players in the activation of T cells and their commitment to effector function. In this In a Nutshell Review, we will discuss how dendritic cells guide the trafficking of antigen and leukocytes in the lymph node, thus influencing T‐cell activation processes. Dendritic cells (DCs) play a central role in initiating and shaping the
Enrico Dotta+3 more
wiley +1 more source
Spot‐14 and Spot‐14R play distinct roles in regulating metabolism in brown and beige adipocytes. While both influence lipid and glucose pathways, Spot‐14 uniquely controls thermogenic gene expression. This dual regulation balances energy storage and heat production, highlighting potential therapeutic targets for obesity and metabolic disorders. Spot 14
Lidia Itzel Castro‐Rodríguez+3 more
wiley +1 more source