Ryszard Magiera (1994)
Applicationes Mathematicae
Similarity:
The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.
Shneer, V.V. (2004)
Sibirskij Matematicheskij Zhurnal
Similarity:
Barton, Nick H., Etheridge, Alison M., Véber, Amandine (2010)
Electronic Journal of Probability [electronic only]
Similarity:
Jean-Pierre Françoise, Y. Yomdin (1998)
Banach Center Publications
Similarity:
Tomáš Bacigál, Vladimír Jágr, Radko Mesiar (2011)
Kybernetika
Similarity:
The aim of this paper is to open a new way of modelling non-exchangeable random variables with a class of Archimax copulas. We investigate a connection between powers of generators and dependence functions, and propose some construction methods for dependence functions. Application to different hydrological data is given.
Tang, Qihe (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Bahram, A. (2005)
Acta Mathematica Universitatis Comenianae. New Series
Similarity:
Andrea Ossicini (2006)
Kragujevac Journal of Mathematics
Similarity:
Nathanaël Enriquez, Christophe Sabot, Olivier Zindy (2009)
Annales de l’institut Fourier
Similarity:
We consider transient random walks in random environment on with zero asymptotic speed. A classical result of Kesten, Kozlov and Spitzer says that the hitting time of the level converges in law, after a proper normalization, towards a positive stable law, but they do not obtain a description of its parameter. A different proof of this result is presented, that leads to a complete characterization of this stable law. The case of Dirichlet environment turns out to be remarkably explicit. ...