A numerical constant associated with generalized convolutions
A probabilistic proof of the series representation of the Macdonald function with applications.
A probability density function estimation using F-transform
The aim of this paper is to propose a new approach to probability density function (PDF) estimation which is based on the fuzzy transform (F-transform) introduced by Perfilieva in [10]. Firstly, a smoothing filter based on the combination of the discrete direct and continuous inverse F-transform is introduced and some of the basic properties are investigated. Next, an alternative approach to PDF estimation based on the proposed smoothing filter is established and compared with the most used method...
A Probability Inequality for Ranges and its Application to Maximum Range Test Procedures.
A Probalistic Interpretation of Complete Monotonicity.
A proof of a conjecture of Bobkov and Houdré.
Time Series with Approximated Beta Marginal
A recursion formula for the moments of the gaussian orthogonal ensemble
We present an analogue of the Harer–Zagier recursion formula for the moments of the gaussian Orthogonal Ensemble in the form of a five term recurrence equation. The proof is based on simple gaussian integration by parts and differential equations on Laplace transforms. A similar recursion formula holds for the gaussian Symplectic Ensemble. As in the complex case, the result is interpreted as a recursion formula for the number of 1-vertex maps in locally orientable surfaces with a given number of...
A remark on associative copulas
A method for producing associative copulas from a binary operation and a convex function on an interval is described.
A remark on the conditioning in limit theorems for dependent random vector in
A representation of infinitely divisible signed random measures.
A representation of the characteristic functions of stable distributions in Hilbert spaces
A scalarization technique for computing the power and exponential moments of Gaussian random matrices.
A second-order stochastic dominance portfolio efficiency measure
In this paper, we introduce a new linear programming second-order stochastic dominance (SSD) portfolio efficiency test for portfolios with scenario approach for distribution of outcomes and a new SSD portfolio inefficiency measure. The test utilizes the relationship between CVaR and dual second-order stochastic dominance, and contrary to tests in Post [Post] and Kuosmanen [Kuosmanen], our test detects a dominating portfolio which is SSD efficient. We derive also a necessary condition for SSD efficiency...
A Sharper Form of the Doeblin-Lévy-Kolmogorov-Rogozin Inequality for Concentration Functions.
A simple proof of Fishburn's moments theorem.
We derive a necessary condition for stochastic dominance of any order based on the Laplace transform of probability measures on [0,∞) for which it follows easily Fishburn's theorem on the lexicographic order of the moments.
A solution of the D'Alembert's functional equation on a locally compact Abelian group.
A solution of the functional equation ...(x-y) = ...aj(x)... On a locally compact Abelian group. (Short Communication).
A stochastic fixed point equation for weighted minima and maxima
Given any finite or countable collection of real numbers Tj, j∈J, we find all solutions Fto the stochastic fixed point equation whereW and the Wj, j∈J, are independent real-valued random variables with distribution Fand means equality in distribution. The bulk of the necessary analysis is spent on the case when |J|≥2 and all Tj are (strictly) positive. Nontrivial solutions are then concentrated on either the positive or negative half line. In the most interesting (and difficult) situation T...
A stochastic fixed point equation related to weighted branching with deterministic weights.