Related papers: A New Compound Poisson Process and Its Fractional …
We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…
Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…
The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…
The moments of the heavy quark-parton distribution functions in a heavy pseudoscalar meson, obtained in QCD sum rules, are expanded in the inverse heavy quark. Comparison with the finite mass results reveals that while the heavy mass…
In this paper, we construct a new family of random series defined on $\R^D$, indexed by one scaling parameter and two Hurst-like exponents. The model is close to Takagi-Knopp functions, save for the fact that the underlying partitions of…
In this paper, we have developed a new class of sampling schemes for estimating parameters of binomial and Poisson distributions. Without any information of the unknown parameters, our sampling schemes rigorously guarantee prescribed levels…
We show that any sequence $(x_n)_{n \in \mathbb{N}} \subseteq [0,1]$ that has Poissonian correlations of $k$-th order is uniformly distributed, also providing a quantitative description of this phenomenon. Additionally, we extend…
In this paper, an alternative mixed Poisson distribution is proposed by amalgamating Poisson distribution and a modification of the Quasi Lindley distribution. Some fundamental structural properties of the new distribution, namely the shape…
Extreme values are considered in samples with random size that has a mixed Poisson distribution being generated by a doubly stochastic Poisson process. We prove some inequalities providing bounds on the rate of convergence in limit theorems…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
To study the heavy quark production processes, we use the transverse momentum dependent (TMD, or unintegrated) gluon distribution function in a proton obtained recently using the Kimber-Martin-Ryskin prescription from the Bessel-inspired…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
Simultaneous predictive densities for independent Poisson observables are investigated. The observed data and the target variables to be predicted are independently distributed according to different Poisson distributions parametrized by…
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…
The current Poisson factor models often assume that the factors are unknown, which overlooks the explanatory potential of certain observable covariates. This study focuses on high dimensional settings, where the number of the count response…
We propose a definition of directional multivariate subexponential and convolution equivalent densities and find a useful characterization of these notions for a class of integrable and almost radial decreasing functions. We apply this…
We show that a compound Poisson distribution holds for scaled exceedances of observables $\phi$ uniquely maximized at a periodic point $\zeta$ in a variety of two-dimensional hyperbolic dynamical systems with singularities $(M,T,\mu)$,…
We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…
Kostadinova and Minkova published an expression for the probability mass function (pmf) of the Poisson distribution of order $k$, as a combinatorial sum ($\mathit{Pliska~Stud.~Math.~Bulgar.}\ {\bf 22},\ 117-128\ (2013)$). Inspired by their…
We present a new proof of a fundamental result concerning cycles of random permutations which gives some intuition for the connection between Touchard polynomials and the Poisson distribution. We also introduce a rather novel permutation…