Related papers: Further examples with moments of Gamma type
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi beta ensembles with varying dimensions (the number of observed…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
This contribution derives the exact asymptotic behaviour of the supremum of alpha(t)-locally stationary Gaussian random fields over a finite hypercube. We present two applications of our result; the first one deals with extremes of ggregate…
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
In this paper, we generalise the formula for the fourth moment of a random determinant to account for entries with asymmetric distribution. We also derive the second moment of a random Gram determinant.
We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…
It is reported on predictions for the $\pi$-$\gamma$ transition form factor obtained within a perturbative approach which includes transverse momentum effects and Sudakov corrections. The results clearly favor distribution amplitudes close…
We study a class of positive random variables having moments of Gamma type, whose density can be expressed by the three-parametric Mittag-Leffler functions. We give some necessary conditions and some sufficient conditions for their…
We establish unconditional $\Omega$-results for all weighted even moments of primes in arithmetic progressions. We also study the moments of these moments and establish lower bounds under GRH. Finally, under GRH and LI we prove an…
It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…
An approach to modelling random sets with locally finite perimeter as random elements in the corresponding subspace of $L^1$ functions is suggested. A Crofton formula for flat sections of the perimeter is shown. Finally, random processes of…
A brief introduction is given to the topic of Smith normal forms of incidence matrices. A general discussion of techniques is illustrated by some classical examples. Some recent advances are described and the limits of our current…
This paper studies small-time behavior at the supremum of a diffusion process. For a solution to the SDE $\mathrm{d} X_t=\mu(X_t)\mathrm{d} t+\sigma(X_t)\mathrm{d} W_t$ (where $W$ is a standard Brownian motion) we consider…
This is a detailed survey which mainly presents the Pinkham-Feller way. I added some new points to the first version [V2] and I suppressed "Examples" devoted to Gamma, Fr\'echet and Weibull laws. Theorem 2 is a bit more general (no…
It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…
This paper also has excessove overlap with the following papers also written by the authors or their collaborators: gr-qc/0502060, gr-qc/0606028, gr-qc/0511095, gr-qc/0505078, gr-qc/0603044, gr-qc/0608014, gr-qc/0510123, gr-qc/0607109,…