Probabilities on contractible locally compact groups : the existence of universal distributions in the sense of W. Doeblin
Probability distribution solutions of a general linear equation of infinite order
Let (Ω,,P) be a probability space and let τ: ℝ × Ω → ℝ be strictly increasing and continuous with respect to the first variable, and -measurable with respect to the second variable. We obtain a partial characterization and a uniqueness-type result for solutions of the general linear equation in the class of probability distribution functions.
Probability distribution solutions of a general linear equation of infinite order, II
Let (Ω,,P) be a probability space and let τ: ℝ × Ω → ℝ be a mapping strictly increasing and continuous with respect to the first variable, and -measurable with respect to the second variable. We discuss the problem of existence of probability distribution solutions of the general linear equation . We extend our uniqueness-type theorems obtained in Ann. Polon. Math. 95 (2009), 103-114.
Probability inequalities for generalized -statistics.
Probability interpolating between free and boolean [Book]
Procédé de convergence minimale dans les espaces de Banach. Une loi des grands nombres et un théorème ergodique
Product Bessel distributions of the first and second kinds.
Properties of matrix variate beta type 3 distribution.
Properties of the induced semigroup of an Archimedean copula
It is shown that to every Archimedean copula H there corresponds a one-parameter semigroup of transformations of the interval [0,1]. If the elements of the semigroup are diffeomorphisms, then it determines a special function called the vector generator. Its knowledge permits finding a pseudoinverse y = h(x) of the additive generator of the Archimedean copula H by solving the differential equation with initial condition . Weak convergence of Archimedean copulas is characterized in terms of vector...
Proving the characterization of Archimedean copulas via Dini derivatives
In this note we prove the characterization of the class of Archimedean copulas by using Dini derivatives.
Pseudo-maximization and self-normalized processes.
Pseudo-processes governed by higher-order fractional differential equations.