Some notes on the convolution semigroup of probabilities on a metric group
Some Notes on the Non-central Negative Binomial Distribution.
Some notes on topological recurrence.
Some p.d.f.-free upper bounds for the dispersion and the quantity .
Some performance measures for vacation models with a batch Markovian arrival process.
Some polar sets for the brownian sheet
Some probabilistic generalizations of the submeasure concept.
Some problems arising from prediction theory and a theorem of Kolmogorov.
Some problems of exponential smoothing
The paper deals with some practical problems connected with the classical exponential smoothing in time series. The fundamental theorem of the exponential smoothing is extended to the case with missing observations and an interpolation procedure in the framework of the exponential smoothing is described. A simple method of the exponential smoothing for multivariate time series is suggested.
Some properties and applications of probability distributions based on MacDonald function
In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types and are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and useful applications...
Some properties and applications of the stuttering generalized Waring distribution.
Some properties of annulus SLE.
Some properties of exponential integrals of Levy processes and examples.
Some properties of fully submitted processes.
Some properties of martingale integrals
Some properties of random fields connected with stochastic integrals with respect to strong martingales.
Some properties of superprocesses under a stochastic flow
For a superprocess under a stochastic flow in one dimension, we prove that it has a density with respect to the Lebesgue measure. A stochastic partial differential equation is derived for the density. The regularity of the solution is then proved by using Krylov’s Lp-theory for linear SPDE.
Some properties of the Feynman-Kac functional.
Some properties of the proportional odds model
Marshall and Olkin (1997) introduced a new family of distributions by adding a tilt parameter. The same family was obtained by Kirmani and Gupta (2001) as the proportional odds model, which had been proposed by Clayton (1974). In this paper, stochastic ordering of distributions from this class and preservation of classes of life distributions by adding a parameter are obtained. The proportional odds family is also considered as a family of weighted distributions.
Some properties of truncated distributions connected with log-concavity of distribution functions