Related papers: On multivariate quasi-infinitely divisible distrib…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
The goal of this paper is to describe the application of quasi-likelihood estimating equations for spatially correlated binary data. In this paper, a logistic function is used to model the marginal probability of binary responses in terms…
We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…
The quasi likelihood analysis is generalized to the partial quasi likelihood analysis. Limit theorems for the quasi likelihood estimators, especially the quasi Bayesian estimator, are derived in the situation where existence of a slow…
We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…
The Tukey-$\lambda$ distribution has interesting properties including (i) for some parameters values it has finite support, and for others infinite support, and (ii) it can mimic several other distributions such that parameter estimation…
We discuss and experimentally demonstrate the role of quantum coherence in a sequence of two measurements collected at different times using weak measurements. For this purpose, we have realized a weak-sequential measurement protocol with…
We introduce a new class of multivariate elliptically symmetric distributions including elliptically symmetric logistic distributions and Kotz type distributions. We investigate the various probabilistic properties including marginal…
We consider an irreducible pure jump Markov process with rates Q=(q(x,y)) on \Lambda\cup\{0\} with \Lambda countable and 0 an absorbing state. A quasi-stationary distribution (qsd) is a probability measure \nu on \Lambda that satisfies:…
We show that, under the long-tailedness of the densities of normalized L\'evy measures, the densities of infinitely divisible distributions on the half line are subexponential if and only if the densities of their normalized L\'evy measures…
The paper deals with studying a connection of the Littlewood--Offord problem with estimating the concentration functions of some symmetric infinitely divisible distributions. It is shown that the values at zero of the concentration…
The purpose of this article is twofold: to prove a pointwise equidistribution theorem with an error rate for almost smooth functions, which strengthens the main result of Kleinbock, Shi and Weiss (2017); and to obtain a L\'evy-Khintchin…
The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general…
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the…
Just a few years after the inception of quantum mechanics, there has been a research program using the nonclassical values of some quasiprobability distributions to delineate the nonclassical aspects of quantum phenomena. In particular, in…
A new characterization of the multivariate so-called "quasi-Gaussian distribution" (the authors dared to coin a new term) by means of independence their Cartesian and polar coordinates proposed. The authors try to show that these…
One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…