نتائج البحث - "Infinitely divisible distribution"

1

Academic Journal

The infimum values of two probability functions for the Gamma distribution

المؤلفون: Ping Sun, Ze-Chun Hu, Wei Sun

المصدر: Journal of Inequalities and Applications, Vol 2024, Iss 1, Pp 1-23 (2024)

مصطلحات موضوعية: Gamma distribution, Infinitely divisible distribution, Infimum value, Probability inequality, Mathematics, QA1-939

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1029-242X

URL الوصول: https://doaj.org/article/74ff0729a1794d75aa7288e3281dd78c

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2

Academic Journal

Pricing European options under stochastic volatility models: Case of five-parameter variance-gamma process

المؤلفون: Nzokem, Aubain Hilaire

مصطلحات موضوعية: ddc:650, stochastic volatility, Lévy process, Ornstein-Uhlenbeck process, infinitely divisible distribution, Variance-Gamma (VG) model, function characteristic, Esscher transform

Relation: gbv-ppn:1848948468; Journal: Journal of Risk and Financial Management; Volume: 16; Year: 2023; Issue: 1; Pages: 1-28; http://hdl.handle.net/10419/275151

الاتاحة: http://hdl.handle.net/10419/275151
https://doi.org/10.3390/jrfm16010055

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3

Academic Journal

MCMC Computations for Bayesian Mixture Models Using Repulsive Point Processes

المؤلفون: Beraha, Mario, Argiento, Raffaele, Møller, Jesper, Guglielmi, Alessandra

المساهمون: Beraha, Mario, Argiento, Raffaele, Møller, Jesper, Guglielmi, Alessandra

مصطلحات موضوعية: Birth-death Metropolis-Hastings algorithm, Cluster estimation, Intractable normalizing constant, Normalized infinitely divisible distribution, Pairwise interaction point proce, Perfect simulation

وصف الملف: ELETTRONICO

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000746448300001; volume:31; issue:2; firstpage:422; lastpage:435; numberofpages:14; journal:JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS; https://hdl.handle.net/11585/850159; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85121356161

الاتاحة: https://hdl.handle.net/11585/850159
https://doi.org/10.1080/10618600.2021.2000424
https://www.tandfonline.com/doi/full/10.1080/10618600.2021.2000424

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4

Academic Journal

Effective estimation of some oscillatory integrals related to infinitely divisible distributions

المؤلفون: Bettin, Sandro, Drappeau, Sary

المساهمون: Università degli studi di Genova = University of Genoa (UniGe), Institut de Mathématiques de Marseille (I2M), Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 1382-4090.

مصطلحات موضوعية: Fourier integral, characteristic function, infinitely divisible distribution, asymptotic expansion, limit law, 2010 MSC: 41A60 (Primary), 60E07, 60E10 (Secondary), [MATH.MATH-NT]Mathematics [math]/Number Theory [math.NT]

Relation: info:eu-repo/semantics/altIdentifier/arxiv/2010.15494; hal-02998544; https://hal.science/hal-02998544; https://hal.science/hal-02998544v2/document; https://hal.science/hal-02998544v2/file/appendix-B_4.pdf; ARXIV: 2010.15494

الاتاحة: https://hal.science/hal-02998544
https://hal.science/hal-02998544v2/document
https://hal.science/hal-02998544v2/file/appendix-B_4.pdf
https://doi.org/10.1007/s11139-020-00362-y

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5

Academic Journal

Comparing Compound Poisson Distributions by Deficiency: Continuous-Time Case

المؤلفون: Vladimir Bening, Victor Korolev

المصدر: Mathematics; Volume 10; Issue 24; Pages: 4712

مصطلحات موضوعية: limit theorem, compound Poisson distribution, Poisson random sum, asymptotic expansion, asymptotic deficiency, kurtosis, accompanying infinitely divisible distribution

وصف الملف: application/pdf

Relation: Probability and Statistics; https://dx.doi.org/10.3390/math10244712

الاتاحة: https://doi.org/10.3390/math10244712

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6

Academic Journal

Local Closure under Infinitely Divisible Distribution Roots and Esscher Transform

المؤلفون: Zhaolei Cui, Yuebao Wang, Hui Xu

المصدر: Mathematics; Volume 10; Issue 21; Pages: 4128

مصطلحات موضوعية: infinitely divisible distribution roots, Lévy distribution, local distribution class, random convolution roots, closure, Esscher transform

وصف الملف: application/pdf

Relation: Probability and Statistics; https://dx.doi.org/10.3390/math10214128

الاتاحة: https://doi.org/10.3390/math10214128

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7

Academic Journal

The Infinite Divisibility of Compound Negative Binomial Distribution as the Sum of Laplace Distribution

المؤلفون: Devianto, Dodi, Fitri, Stefi Amalia, Yoza, Hazmira, Maiyastri, Maiyastri

المصدر: Pakistan Journal of Statistics and Operation Research; Vol. 18 No. 2, 2022; 395-402 ; 2220-5810 ; 1816-2711 ; 10.18187/pjsor.v18i2

مصطلحات موضوعية: Characteristic function, Infinitely Divisible Distribution, Compound Negative Binomial Distribution, Laplace Distribution

وصف الملف: application/pdf

Relation: https://pjsor.com/pjsor/article/view/2767/1200; https://pjsor.com/pjsor/article/view/2767

الاتاحة: https://pjsor.com/pjsor/article/view/2767
https://doi.org/10.18187/pjsor.v18i2.2767

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8

Academic Journal

Generalized Negative Binomial Distribution: Compound Negative Binomial Distribution as the Sum of Laplace Variates

المؤلفون: Ahmad, Zahoor, Rashid, Adil, Iqbal, Arsheed

المصدر: Journal of Statistics Applications & Probability

مصطلحات موضوعية: Characteristic function, infinitely divisible distribution, compound negative binomial distribution, Laplace distribution

وصف الملف: application/pdf

Relation: https://digitalcommons.aaru.edu.jo/jsap/vol10/iss1/8; https://digitalcommons.aaru.edu.jo/cgi/viewcontent.cgi?article=1353&context=jsap

الاتاحة: https://digitalcommons.aaru.edu.jo/jsap/vol10/iss1/8
https://digitalcommons.aaru.edu.jo/cgi/viewcontent.cgi?article=1353&context=jsap

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9

Academic Journal

Infinite Divisibility and Generalized Subexponentiality

المؤلفون: Shimura, Takaaki, Watanabe, Toshiro

المصدر: Bernoulli, 2005 Jun 01. 11(3), 445-469.

URL الوصول: https://www.jstor.org/stable/3318858

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10

Academic Journal

Series Representation and Simulation of Multifractional Lévy Motions

المؤلفون: Lacaux, Céline

المصدر: Advances in Applied Probability, 2004 Mar 01. 36(1), 171-197.

URL الوصول: https://www.jstor.org/stable/1428358

11

Academic Journal

Which Negative Multinomial Distributions Are Infinitely Divisible?

المؤلفون: Bernardoff, Philippe

المصدر: Bernoulli, 2003 Oct 01. 9(5), 877-893.

URL الوصول: https://www.jstor.org/stable/3318872

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12

Academic Journal

Regular Variation in the Mean and Stable Limits for Poisson Shot Noise

المؤلفون: Klüppelberg, Claudia, Mikosch, Thomas, Schärf, Anette

المصدر: Bernoulli, 2003 Jun 01. 9(3), 467-496.

URL الوصول: https://www.jstor.org/stable/3318919

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13

Academic Journal

Symmetric Fixed Points of a Smoothing Transformation

المؤلفون: Caliebe, Amke

المصدر: Advances in Applied Probability, 2003 Jun 01. 35(2), 377-394.

URL الوصول: https://www.jstor.org/stable/1428428

14

Academic Journal

Approximations of Small Jumps of Lévy Processes with a View Towards Simulation

المؤلفون: Asmussen, Søren, Rosiński, Jan

المصدر: Journal of Applied Probability, 2001 Jun 01. 38(2), 482-493.

URL الوصول: https://www.jstor.org/stable/3215901

15

Academic Journal

Minimal Sufficient Statistics in Location-Scale Parameter Models

المؤلفون: Mattner, Lutz

المصدر: Bernoulli, 2000 Dec 01. 6(6), 1121-1134.

URL الوصول: https://www.jstor.org/stable/3318474

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16

Academic Journal

The General Coalescent with Asynchronous Mergers of Ancestral Lines

المؤلفون: Sagitov, Serik

المصدر: Journal of Applied Probability, 1999 Dec 01. 36(4), 1116-1125.

URL الوصول: https://www.jstor.org/stable/3215582

17

Report

Domain of existence of the Laplace transform of infinitely divisible negative multinomial distributions ; Domaine d'existence de la transformée de Laplace des lois multinomiales négatives indéfiniment divisibles

المؤلفون: BERNARDOFF, PHILIPPE

المساهمون: Laboratoire de Mathématiques et de leurs Applications Pau (LMAP), Université de Pau et des Pays de l'Adour (UPPA)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.archives-ouvertes.fr/hal-03243831 ; 2021.

مصطلحات موضوعية: negative multinomial distribution, Laplace transform, natural exponential family, infinitely divisible distribution, domain of existence, discrete exponential families, probability generating function, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]