Échantillons et couples indépendants de points aléatoires portés par une surface convexe
Editorial to the special issue on “Random Variables, Joint Distribution Functions, and Copulas”
Eine Charakterisierung unendlich oft teilbarer Verteilungen auf [o, ...).
Eine simultane Charakterisierung der geometrischen Verteilung und logistischen Verteilung.
Eine zweifache Verallgemeinerung der Polya-Verteilung und ihre verschiedenen Deutungen.
Einführung des Wahrscheinlichkeitsoperators durch Postulate.
Embedding of an Infinitely Divisible Probality Measure over a Connected Solvable Lie Group.
Entropic Projections and Dominating Points
Entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information theory, mathematical statistics, ill-posed inverse problems or large deviation theory. By means of convex conjugate duality and functional analysis, criteria are derived for the existence of entropic projections, generalized entropic projections and dominating points. Representations...
Erlang distributed activity times in stochastic activity networks
It is assumed that activity times in stochastic activity networks (SANs) are independent Erlang random variable (r.v.). A recurrence method of determining the th moments of the completion time is presented. Applications are provided for illustration and are used to evaluate the applicability and appropriateness of the Erlang model to represent activity network.
Estimates of some probabilities in multidimensional convex records
Convex records in Euclidean space are considered. We provide both lower and upper bounds on the probability that in a sequence of random vectors ,..., there are exactly k records.
Estimation du support et du contour du support d'une loi de probabilité
Evaluation of a multiple integral of Tefera via properties of the exponential distribution.
Exact Kolmogorov and total variation distances between some familiar discrete distributions.
Existence of a critical point for the infinite divisibility of squares of Gaussian vectors in with non-zero mean.
Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
We extend Leibniz' rule for repeated derivatives of a product to multivariate integrals of a product. As an application we obtain expansions for P(a < Y < b) for Y ~ Np(0,V) and for repeated integrals of the density of Y. When V−1y > 0 in R3 the expansion for P(Y < y) reduces to one given by [H. Ruben J. Res. Nat. Bureau Stand. B 68 (1964) 3–11]. in terms of the moments of Np(0,V−1). This is shown to be a special case of an expansion in terms of the multivariate Hermite polynomials. These...
Expansions for Repeated Integrals of Products with Applications to the Multivariate Normal
We extend Leibniz' rule for repeated derivatives of a product to multivariate integrals of a product. As an application we obtain expansions for P(a < Y < b) for Y ~ Np(0,V) and for repeated integrals of the density of Y. When V−1y > 0 in R3 the expansion for P(Y < y) reduces to one given by [H. Ruben J. Res. Nat. Bureau Stand. B 68 (1964) 3–11]. in terms of the moments of Np(0,V−1). This is shown to be a special case of an expansion in terms of the multivariate Hermite...
Exponential deficiency of convolutions of densities
If a probability density p(x) (x ∈ ℝk) is bounded and R(t) := ∫e〈x, tu〉p(x)dx < ∞ for some linear functional u and all t ∈ (0,1), then, for each t ∈ (0,1) and all large enough n, the n-fold convolution of the t-tilted density ˜pt := e〈x, tu〉p(x)/R(t) is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...
Exponential deficiency of convolutions of densities∗
If a probability density p(x) (x ∈ ℝk) is bounded and R(t) := ∫e〈x, tu〉p(x)dx < ∞ for some linear functional u and all t ∈ (0,1), then, for each t ∈ (0,1) and all large enough n, the n-fold convolution of the t-tilted density := e〈x, tu〉p(x)/R(t) is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...
Extending probability spaces and adapted distribution
Extension to copulas and quasi-copulas as special -Lipschitz aggregation operators
Smallest and greatest -Lipschitz aggregation operators with given diagonal section, opposite diagonal section, and with graphs passing through a single point of the unit cube, respectively, are determined. These results are used to find smallest and greatest copulas and quasi-copulas with these properties (provided they exist).