Generalized convolutions II
Generalized convolutions III
Generalized convolutions IV
Generalized convolutions V
Generalized covariance inequalities
We prove some inequalities for the difference between a joint distribution and the product of its marginals for arbitrary absolutely continuous random variables. Some applications of the obtained inequalities are also presented.
Generalized distributions of order associated with success runs in Bernoulli trials.
Generalized domains of semistable attraction of nonnormal laws.
Generalized fatou inequalities
Generalized functionals of Brownian motion.
Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples.
Generalized Gauss-Chebyshev Inequalities for Unimodal Distributions.
Generalized harmonic oscillators in quantum probability
Generalized Levy representation of norms and isometric embeddings into -spaces
Generalized logistic model and its orthant tail dependence
The Multivariate Extreme Value distributions have shown their usefulness in environmental studies, financial and insurance mathematics. The Logistic or Gumbel-Hougaard distribution is one of the oldest multivariate extreme value models and it has been extended to asymmetric models. In this paper we introduce generalized logistic multivariate distributions. Our tools are mixtures of copulas and stable mixing variables, extending approaches in Tawn [14], Joe and Hu [6] and Fougères et al. [3]. The...
Generalized madogram and pairwise dependence of maxima over two regions of a random field
Spatial environmental processes often exhibit dependence in their large values. In order to model such processes their dependence properties must be characterized and quantified. In this paper we introduce a measure that evaluates the dependence among extreme observations located in two disjoint sets of locations of . We compute the range of this new dependence measure, which extends the existing -madogram concept, and compare it with extremal coefficients, finding generalizations of the known...
Generalized normal distributions.
It is well known (see [2], p. 158) that if X and Y are independent random variables with a continuous joint probability density function (pdf) which is spherically symmetric about the origin, then both X and Y are normally distributed. In this note we examine the condition that the joint pdf be spherically symmetric about the origin and show that the normal distribution is strongly dependent on the choice of metric for R2.
Generalized random processes and Cauchy's problem for some partial differential systems.
Generalized random processes on the Zemanian space .
Generalized Random Processes on the Zemanian Space a
Generalized RBSDEs with Random Terminal Time and Applications to PDEs
Generalized reflected backward stochastic differential equations have been considered so far only in the case of a deterministic interval. In this paper the existence and uniqueness of solution for generalized reflected backward stochastic differential equations in a convex domain with random terminal time is studied. Applications to the obstacle problem with Neumann boundary conditions for partial differential equations of elliptic type are given.