A Berry-Esseen theorem on semisimple Lie groups
A Bound on the Expected Overshoot for some Concave Boundaries.
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
A chain of inequalities for some types of multivariate distributions, with nine special cases
A Characteristic Property for Maxima of Random Variables with Trivial Analogue When Sums are Concerned
A characterization of convolution and related operations.
A characterization of Gaussian law in Hilbert space.
A characterization of Gaussian measures
A characterization of probability measures by f-moments
Given a real-valued continuous function ƒ on the half-line [0,∞) we denote by P*(ƒ) the set of all probability measures μ on [0,∞) with finite ƒ-moments (n = 1,2...). A function ƒ is said to have the identification propertyif probability measures from P*(ƒ) are uniquely determined by their ƒ-moments. A function ƒ is said to be a Bernstein function if it is infinitely differentiable on the open half-line (0,∞) and is completely monotone for some nonnegative integer n. The purpose of this paper...
A Characterization of the Expontential Distribution
A characterization of the gamma distribution in terms of conditional moment
A characteriyation of the Gamma distribution in terms of the -th conditional moment presented in this paper extends the result of Shunji Osaki and Xin-xiang Li (1988).
A characterization of the set of fixed points of the quicksort transformation.
A Characterization of Uniform Distribution
Is the Lebesgue measure on [0,1]² a unique product measure on [0,1]² which is transformed again into a product measure on [0,1]² by the mapping ψ(x,y) = (x,(x+y)mod 1))? Here a somewhat stronger version of this problem in a probabilistic framework is answered. It is shown that for independent and identically distributed random variables X and Y constancy of the conditional expectations of X+Y-I(X+Y > 1) and its square given X identifies uniform distribution either absolutely continuous or discrete....
A Characterization using the Conditional Variance.
A class of Compound Poisson Distribution and its Stochastic Dervations
A composite Exponential-Pareto distribution.
A compound of the generalized negative binomial distribution with the generalized beta distribution
This paper presents a compound of the generalized negative binomial distribution with the generalized beta distribution. In the introductory part of the paper, we provide a chronological overview of recent developments in the compounding of distributions, including the Polish results. Then, in addition to presenting the probability function of the compound generalized negative binomial-generalized beta distribution, we present special cases as well as factorial and crude moments of some compound...
A connection between Gaussian processes and Markov processes.
A counterexample on generalized convolutions
A discrete time queueing system with departures having random memory