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Stacy distribution defined for the first time in 1961 provides a flexible framework for modelling of a wide range of real-life behaviours. It appears under different names in the scientific literature and contains many useful particular…

Probability · Mathematics 2023-03-21 Pavlina K. Jordanova , Mladen Savov , Assen Tchorbadjieff , Milan Stehlík

We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…

Probability · Mathematics 2017-08-16 David Criens

We provide analytical tools for pricing power options with exotic features (capped or log payoffs, gap options ...) in the framework of exponential L\'evy models driven by one-sided stable or tempered stable processes. Pricing formulas take…

Pricing of Securities · Quantitative Finance 2021-01-20 Jean-Philippe Aguilar

In this paper introduces a new family of continuous distributions namely the Poison transmuted-G family of distribution is proposed by inducing two addition parameter on the base line G distribution. Some of its mathematical properties…

Statistics Theory · Mathematics 2020-05-12 Laba Handique , Subrata Chakraborty

Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…

Statistical Mechanics · Physics 2021-10-11 Pedro V. Paraguassú , Welles A. M. Morgado

Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…

Pricing of Securities · Quantitative Finance 2020-07-31 Matteo Gardini , Piergiacomo Sabino , Emanuela Sasso

A generalization of the addition relation for the Riemann theta functions and its limiting version for exponential functions appearing in soliton type equations are reported. The presented form seems to be particularly useful when processes…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Jerzy A. Zagrodzinski

Real count data time series often show the phenomenon of the underdispersion and overdispersion. In this paper, we develop two extensions of the first-order integer-valued autoregressive process with Poisson innovations, based on binomial…

Methodology · Statistics 2020-07-27 Marcelo Bourguignon , Josemar Rodrigues , Manoel Santos-Neto

We report some properties of heavy-tailed Sibuya-like distributions related to thinning, self-decomposability and branching processes. Extension of the thinning operation of on-negative integer-valued random variables to scaling by…

Probability · Mathematics 2022-05-03 Lev B. Klebanov , Michal Šumbera

We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…

Probability · Mathematics 2020-08-26 Ma. Emilia Caballero , José Luis Pérez Garmendia , Gerónimo Uribe Bravo

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…

Statistics Theory · Mathematics 2020-12-14 Matthew Roughan

The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…

Probability · Mathematics 2015-05-20 Bruno Toaldo

We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…

Probability · Mathematics 2025-01-17 P. Vishwakarma , K. K. Kataria

We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…

Probability · Mathematics 2008-12-26 Remi Rhodes , Vincent Vargas

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

Probability · Mathematics 2023-04-13 Matthias Schulte , Christoph Thaele

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or…

Probability · Mathematics 2019-08-22 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

This paper develops some general calculus for GGC and Dirichlet process means functionals. It then proceeds via an investigation of positive Linnik random variables, and more generally random variables derived from compositions of a stable…

Probability · Mathematics 2007-06-13 Lancelot F. James

In this paper we introduce a new flexible class of distributions with bounded support, called reflected Generalized Topp-Leone Power Series (rGTL-PS), obtained by compounding the reflected Generalized Topp-Leone (van Drop and Kotz, 2006)…

Methodology · Statistics 2016-07-20 Francesca Condino , Filippo Domma

In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…

Methodology · Statistics 2012-01-31 Denis Belomestny