Related papers: On the integral modulus of infinitely divisible di…
This paper proposes to unify fading distributions by modeling the magnitude-squared of the instantaneous channel gain as an infinitely divisible random variable. A random variable is said to be infinitely divisible, if it can be written as…
In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…
For a class of piecewise deterministic Markov processes, the supports of the invariant measures are characterized. This is based on the analysis of controllability properties of an associated deterministic control system. Its invariant…
Continuing the study reported in Satheesh (2001),(math.PR/0304499 dated 01 May 2003) and Satheesh (2002)(math.PR/0305030 dated 02May 2003), here we study generalizations of infinitely divisible (ID) and max-infinitely divisible (MID) laws.…
We compute the uniform probability that finitely many polynomials over a finite field are pairwise coprime and compare the result with the formula one gets using the natural density as probability measure. It will turn out that the formulas…
Given $0<q<1,$ every absolutely continuous distribution can be described in two different ways: in terms of a probability density function and also in terms of a $q$-density. Correspondingly, it has a sequence of moments and a sequence of…
In this thesis we study convolutions that arise from noncommutative probability theory. We prove several regularity results for free convolutions, and for measures in partially defined one-parameter free convolution semigroups. We discuss…
In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…
New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…
In this article, the exponentiated discrete Lindley distribution is presented and studied. Some important distributional properties are discussed. Using the maximum likelihood method, estimation of the model parameters is investigated.…
Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…
There are infinite processes (matrix products, continued fractions, $(r,s)$-matrix continued fractions, recurrence sequences) which, under certain circumstances, do not converge but instead diverge in a very predictable way. We give a…
Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential…
We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
In random sequential covering, identical objects are deposited randomly, irreversibly, and sequentially; only attempts increasing the coverage are accepted. A finite system eventually gets congested, and we study the statistics of congested…
We consider a generalization of the discrete memoryless channel, in which the channel probability distribution is replaced by a uniform distribution over clouds of channel output sequences. For a random ensemble of such channels, we derive…
The aim of this note is to prove the inversion formula, which can be used to compute the Levi measure of an infinitely divisible distribution from its characteristic function. Obtained formula is similar to the well-known inversion formula…
Model sets (also called cut and project sets) are generalizations of lattices, and multi-component model sets are generalizations of lattices with colourings. In this paper, we study self-similarities of multi-component model sets. The main…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…