Invariance properties of the negative binomial Levy process and stochastic self-similarity
نویسندگان
چکیده
منابع مشابه
the relationship between academic self-concept and academic achievement in english and general subjects of the students of high school
according to research, academic self-concept and academic achievement are mutually interdependent. in the present study, the aim was to determine the relationship between the academic self-concept and the academic achievement of students in english as a foreign language and general subjects. the participants were 320 students studying in 4th grade of high school in three cities of noor, nowshah...
Levy Process Simulation by Stochastic Step Functions
We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an uncorrelated Markov chain. We apply this method to the simulation of Levy processes, for which simulation of uncorrelated jumps are essential. We perform numerical...
متن کاملInference for Stochastic Partial Differential Equations and Chaos Decomposition of the Negative Binomial Process Ph.D. thesis
We study the likelihood function for a finite dimensional parameter in a misspecified Gaussian time series model. If the misspecification vanishes at rate pn, then a uniform version of the local asymptotic normality property is proved under mild regularity conditions formulated in terms of multivariate Lp-norms. Especially, time series which either are close to deterministic processes, have lon...
متن کاملinvestigation of the electronic properties of carbon and iii-v nanotubes
boron nitride semiconducting zigzag swcnt, $b_{cb}$$n_{cn}$$c_{1-cb-cn}$, as a potential candidate for making nanoelectronic devices was examined. in contrast to the previous dft calculations, wherein just one boron and nitrogen doping configuration have been considered, here for the average over all possible configurations, density of states (dos) was calculated in terms of boron and nitrogen ...
15 صفحه اولQuasi-negative binomial distribution: Properties and applications
In this paper, a quasi-negative binomial distribution (QNBD) derived from the class of generalized Lagrangian probability distributions is studied. The negative binomial distribution is a special case of QNBD. Some properties of QNBD, including the upper tail behavior and limiting distributions, are investigated. It is shown that the moments do not exist in some situations and the limiting dist...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Mathematical Forum
سال: 2007
ISSN: 1314-7536
DOI: 10.12988/imf.2007.07133