Copertina

Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Barman, Kalyan, Upadhye, Neelesh S, Vellaisamy, Palaniappan
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability 60E05, 60E07, 62F15, 62P05
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Linear combination of bilateral gamma random variables: distributional theory and approximations
di: Barman, Kalyan, et al.
Pubblicazione: (2026)

Bilateral Gamma Approximation in Weiner Space
di: Barman, Kalyan, et al.
Pubblicazione: (2024)

Infinite Divisibility of the Product of Two Correlated Normal Random Variables and Exact Distribution of the Sample Mean
di: Gaunt, Robert E., et al.
Pubblicazione: (2024)

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
di: Kozubowski, Tomasz J., et al.
Pubblicazione: (2026)

Biasing with an independent increment: Gaussian approximations and proximity of Poisson mixtures
di: Daly, Fraser
Pubblicazione: (2025)

Statistical Inference for Quasi-Infinitely Divisible Distributions via Fourier Methods
di: Panov, Vladimir, et al.
Pubblicazione: (2025)

Approximations Related to Tempered Stable Distributions
di: Burman, Kalyan, et al.
Pubblicazione: (2024)

Probabilities for asymmetric p-outside values
di: Jordanova, Pavlina K.
Pubblicazione: (2024)

Failure Rate Properties of Parallel Systems
di: Arab, Idir, et al.
Pubblicazione: (2018)

Extremal negative dependence and the strongly Rayleigh property
di: Cossette, Hélène, et al.
Pubblicazione: (2025)

Stochastic Ordering of Dependent Systems under Transformation Models and Archimedean Copulas
di: Arab, Idir, et al.
Pubblicazione: (2026)

Median Based Unit Weibull Distribution (MBUW): Do the Higher Order Probability Weighted Moments (PWM) Add More Information over the Lower Order PWM in Parameter Estimation
di: Attia, Iman Mohammed
Pubblicazione: (2024)

Median Based Unit Weibull (MBUW): a new unit distribution Properties
di: Attia, Iman Mohammed
Pubblicazione: (2024)

Comparative analysis and practical applications of cubic transmutations for the Pareto distribution
di: Katchekpele, Edoh, et al.
Pubblicazione: (2025)

Theoretical analysis and improvements in cubic transmutations of probability distributions
di: Geraldo, Issa Cherif, et al.
Pubblicazione: (2025)

Universal Shuffle Asymptotics, Part II: Non-Gaussian Limits for Shuffle Privacy -- Poisson, Skellam, and Compound-Poisson Regimes
di: Shvets, Alex
Pubblicazione: (2026)

Universal Shuffle Asymptotics, Part III: Dominant-Block Quotient Geometry and Hybrid Gaussian--Compound-Poisson Limits in Finite-Alphabet Shuffle Privacy
di: Shvets, Alex
Pubblicazione: (2026)

Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
di: Daly, Fraser
Pubblicazione: (2020)

Comparison results for positive supermodular dependent Markov tree distributions
di: Ansari, Jonathan, et al.
Pubblicazione: (2024)

On the product of correlated normal random variables and the noncentral chi-square difference distribution
di: Gaunt, Robert E.
Pubblicazione: (2024)

A Stein characterisation of the distribution of the product of correlated normal random variables
di: Gaunt, Robert E., et al.
Pubblicazione: (2024)

On the cumulative distribution function of the variance-gamma distribution
di: Gaunt, Robert E.
Pubblicazione: (2023)

Three classical probability problems: the Hungarian roulette
di: Móri, Tamás F., et al.
Pubblicazione: (2024)

Average Precision at Cutoff k under Random Rankings: Expectation and Variance
di: Manzhos, Tetiana, et al.
Pubblicazione: (2025)

Deconvolution of Arbitrary Distribution Functions and Densities
di: Kaiser, Henrik
Pubblicazione: (2025)

Wishart kernel density estimation for strongly mixing time series on the cone of positive definite matrices
di: Belzile, Léo R., et al.
Pubblicazione: (2025)

Convex combinations of random variables stochastically dominate the parent for a new class of heavy-tailed distributions
di: Arab, Idir, et al.
Pubblicazione: (2024)

On Stein's method for stochastically monotone single-birth chains
di: Daly, Fraser
Pubblicazione: (2022)

On $q$-Order Statistics
di: Vamvakari, Malvina
Pubblicazione: (2023)

On the Poisson approximation of random diagonal sums of Bernoulli matrices
di: Roos, Bero
Pubblicazione: (2024)

Stein's method for asymmetric Laplace approximation
di: Daly, Fraser, et al.
Pubblicazione: (2025)

Asymptotics of randomly weighted sums without moment conditions of random weights
di: Gao, Qingwu, et al.
Pubblicazione: (2026)

Analyzing health care data using count models: A novel approach to Length of Stay analysis
di: Ahmad, Peer Bilal, et al.
Pubblicazione: (2025)

Deficiency bounds for the multivariate inverse hypergeometric distribution
di: Ouimet, Frédéric
Pubblicazione: (2023)

Remarks on stationary GARCH processes under heavy tail distributions
di: Taberner-Ortiz, Marc, et al.
Pubblicazione: (2026)

On noncentral Wishart mixtures of noncentral Wisharts and their use for testing random effects in factorial design models
di: Genest, Christian, et al.
Pubblicazione: (2025)

W-transforms: Uniformity-preserving transformations and induced dependence structures
di: Hofert, Marius, et al.
Pubblicazione: (2025)

Second Maximum of a Gaussian Random Field and Exact (t-)Spacing test
di: Azaïs, Jean-Marc, et al.
Pubblicazione: (2024)

Parametric Estimation of Tempered Stable Laws
di: Massing, Till
Pubblicazione: (2023)

The envelope of a complex Gaussian random variable
di: Ghosal, Sattwik, et al.
Pubblicazione: (2023)