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A new weighted Gompertz distribution with applications to reliability data

Hassan S. Bakouch, Ahmed M. T. Abd El-Bar (2017)

Applications of Mathematics

A new weighted version of the Gompertz distribution is introduced. It is noted that the model represents a mixture of classical Gompertz and second upper record value of Gompertz densities, and using a certain transformation it gives a new version of the two-parameter Lindley distribution. The model can be also regarded as a dual member of the log-Lindley- X family. Various properties of the model are obtained, including hazard rate function, moments, moment generating function, quantile function,...

A noise of new type and its generalized functionals

Takeyuki Hida (2011)

Banach Center Publications

The purpose of this paper is to introduce a new noise denoted by P'(u). It has the space parameter u, being compared with the usual noise depending on the time t. We first explain why such a noise arises naturally. Then, we come to the analysis of functionals of this new noise. We shall emphasize the significance of generalized functionals of P'(u), in particular, linear and quadratic.

A nonasymptotic theorem for unnormalized Feynman–Kac particle models

F. Cérou, P. Del Moral, A. Guyader (2011)

Annales de l'I.H.P. Probabilités et statistiques

We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the -relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the first...

A noncommutative limit theorem for homogeneous correlations

Romuald Lenczewski (1998)

Studia Mathematica

We state and prove a noncommutative limit theorem for correlations which are homogeneous with respect to order-preserving injections. The most interesting examples of central limit theorems in quantum probability (for commuting, anticommuting, and free independence and also various q-qclt's), as well as the limit theorems for the Poisson law and the free Poisson law are special cases of the theorem. In particular, the theorem contains the q-central limit theorem for non-identically distributed variables,...

A nonstandard modification of Dempster combination rule

Ivan Kramosil (2002)

Kybernetika

It is a well-known fact that the Dempster combination rule for combination of uncertainty degrees coming from two or more sources is legitimate only if the combined empirical data, charged with uncertainty and taken as random variables, are statistically (stochastically) independent. We shall prove, however, that for a particular but large enough class of probability measures, an analogy of Dempster combination rule, preserving its extensional character but using some nonstandard and boolean-like...

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