相关论文: Some More Results on Characterization of the Expon…

Decomposable dependency models possess a number of interesting and useful properties. This paper presents new characterizations of decomposable models in terms of independence relationships, which are obtained by adding a single axiom to…

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

We investigate how the following properties are related to each other: i)-A manifold is "transversally" exponentially stable; ii)-The "transverse" linearization along any solution in the manifold is exponentially stable; iii)-There exists a…

The purpose of the present paper is to give unified expressions to the characteristic functions of all elliptical and related distributions. Those distributions including the multivariate elliptical symmetric distributions and some…

This paper provides closed-form expansions for the log-likelihood function of multivariate diffusions sampled at discrete time intervals. The coefficients of the expansion are calculated explicitly by exploiting the special structure…

Let $X$ be an arbitrary real-valued random variable (r.v.), with the characteristic function (c.f.) $f$. Integral expressions for the c.f.\ of the r.v.'s $\max(0,X)$ in terms of $f$ are given, as well as other related results. Applications…

The object of observation in present paper is statistical independence of real sequences and its description as independence with re spect to certain class of densities.

We apply a simple method to provide explicit expressions for different scaling exponents in intermittent fully developed turbulence, that before were only given through a Legendre transform. This includes predictability exponents for…

The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…

We propose a coefficient that measures the dependence among large values for spatial processes of maxima. Its main properties are: a) $k$ locations can be taken into account; b) it takes values in $[0,1]$ and higher values indicate stronger…

The law of large numbers is one of the most fundamental results in Probability Theory. In the case of independent sequences, there are some known characterizations; for instance, in the independent and identically distributed setting it is…

Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…

The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…

We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…

We obtain a Stein characterisation of the distribution of the product of two correlated normal random variables with non-zero means, and more generally the distribution of the sum of independent copies of such random variables. Our Stein…

We introduce a new definition of exponential family of Markov chains, and show that many characteristic properties of the usual exponential family of probability distributions are properly extended to Markov chains. The method of…

A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in…

We study a linear recursion with random Markov-dependent coefficients. In a "regular variation in, regular variation out" setup we show that its stationary solution has a multivariate regularly varying distribution. This extends results…

This work deals with almost automorphy of distributions. We give characterizations and main properties of these distributions. We also study the existence of distributional almost automorphic solutions of linear difference-differential…

The propagation of light through a disordered layered system is studied. It is shown that distribution function of the transmission coefficient phase tends to stationary non-uniform distribution as the number of layers increases. The…