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Displaying 1441 –
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This paper describes a new method for generating stationary integer-valued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating integer-valued time series with ARMA type autocovariance functions. Examples of generating binomial ARMA(p,p-1)...
This article provides entropic inequalities for binomial-Poisson
distributions, derived from the two point space. They appear as local
inequalities of the M/M/∞ queue. They describe in particular the
exponential dissipation of Φ-entropies along this process. This simple
queueing process appears as a model of “constant curvature”, and plays for
the simple Poisson process the role played by the Ornstein-Uhlenbeck process
for Brownian Motion. Some of the inequalities are recovered by semi-group
...
The present paper is related to the study of asymmetry for copulas by introducing functionals based on different norms for continuous variables. In particular, we discuss some facts concerning asymmetry and we point out some flaws occurring in the recent literature dealing with this matter.
The present paper introduces a group of transformations on the collection of all bivariate copulas. This group contains an involution which is particularly useful since it provides (1) a criterion under which a given symmetric copula can be transformed into an asymmetric one and (2) a condition under which for a given copula the value of every measure of concordance is equal to zero. The group also contains a subgroup which is of particular interest since its four elements preserve symmetry, the...
The bivariate negative binomial distribution is introduced using the Marshall-Olkin type bivariate geometrical distribution. It is used to the estimation of the distribution of the number of accidents in standard data.
For almost all infinite binary sequences of Bernoulli trials the frequency of blocks of length in the first terms tends asymptotically to the probability of the blocks, if increases like (for ) where tends to . This generalizes a result due to P. Flajolet, P. Kirschenhofer and R.F. Tichy concerning the case .
The commutator of multiplication by a function and a martingale transform of a certain type is a bounded operator on , , if and only if the function belongs to BMO. This is a martingale version of a result by Coifman, Rochberg and Weiss.
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