Related papers: Bivariate natural exponential families with quadra…
The classification of natural exponential families started with the paper \cite {Morri} where Carl Morris unifies six very familiar families by the fact that their variance functions are polynomials of degree less or equal to two. Extension…
Consider a measure $\mu$ on $\R^n$ generating a natural exponential family $F(\mu)$ with variance function $V_{F(\mu)}(m)$ and Laplace transform $$ \exp(\ell_{\mu}(s))=\int_{\R^n} \exp(-\<s,x\>)\mu(dx).$$ A dual measure $\mu^*$ satisfies…
One-parameter natural exponential family (NEF) plays fundamental roles in probability and statistics. This article contains two independent results: (a) A conjecture of Bar-Lev, Bshouty and Enis states that a polynomial with a simple root…
We consider a wide class of families $(F_m)_{m\in\mathbb{N}}$ of Gaussian fields on $\mathbb{T}^d=\mathbb{R}^d/\mathbb{Z}^d$ defined by \[F_m:x\mapsto \frac{1}{\sqrt{|\Lambda_m|}}\sum_{\lambda\in\Lambda_m}\zeta_\lambda e^{2\pi i\langle…
This paper introduces a notion of 2-orthogonality for a sequence of polynomials to give extended versions of the Meixner and Feinsilver characterization results based on orthogonal polynomials. These new versions subsume the Letac-Mora…
Recently, G.~Yanev obtained a characterization of the exponential family of distributions in terms of a functional equation for certain mixture densities. The purpose of this note is twofold: we extend Yanev's theorem by relaxing a…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
In this paper we propose a Farlie-Gumbel-Morgenstern (FGM) family of bivariate linear exponential distributions generated from given marginal's. Therefore, properties of FGM are analogous to properties of bivariate distributions. We study…
We define and study multivariate exponential functions, symmetric with respect to the alternating group A_n, which is a subgroup of the permutation (symmetric) group S_n. These functions are connected with multivariate exponential…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
The {\lambda}-exponential family has recently been proposed to generalize the exponential family. While the exponential family is well-understood and widely used, this it not the case of the {\lambda}-exponential family. However, many…
The family of multivariate skew-normal distributions has many interesting properties. It is shown here that these hold for a general class of skew-elliptical distributions. For this class, several stochastic representations are established…
In this paper, we give three equivalent properties of the class of multivariate simple cubic natural exponential families (NEF's). The first property says that the cumulant function of any basis of the family is a solution of some…
We define and study symmetrized and antisymmetrized multivariate exponential functions. They are defined as determinants and antideterminants of matrices whose entries are exponential functions of one variable. These functions are…
A class of probability distributions is characterized via equalities in law between two order statistics shifted by independent exponential variables. An explicit formula for the quintile function of the identified family of distributions…
We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. This family includes, in a limit case, the family of Brownian…
Using the technique developed in approximation theory, we construct examples of exponential families of infinitely divisible laws which can be viewed as deformations of the normal, gamma, and Poisson exponential families. Replacing the…
We introduce a new family of multiple orthogonal polynomials satisfying orthogonality conditions with respect to two weights $(w_1,w_2)$ on the positive real line, with $w_1(x)=x^\alpha e^{-x}$ the gamma density and $w_2(x) = x^\alpha…
We investigate the properties of some recently developed variable-order differential operators involving order transition functions of exponential type. Since the characterisation of such operators is performed in the Laplace domain it is…
We recall that diagonals of rational functions naturally occur in lattice statistical mechanics and enumerative combinatorics. We find that a seven-parameter rational function of three variables with a numerator equal to one (reciprocal of…