b a c k g r o u n d & aim: the excess hazard rate proposed by andersen and vaeth may underestimate the long-term excess hazard rate for cancer survival. zahl explained the phenomenon by continuous selection of the most robust individuals after diagnosis. he applied correlated inverse gaussian and gamma  frailty  models  to estimate  excess  intensity  and reached  a better  estimate  of the rat...

The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional compound Poisson process, Markov admitting densities transitional probabilities are considered.

In this paper, following Nourdin-Peccati's methodology, we combine the Malliavin calculus and Stein's method to provide general bounds on Wasserstein distance between functionals of a compound Hawkes process given Gaussian density. To achieve this, rely Poisson embedding representation an for processes, more generally processes. As application, close gap in literature by providing first Berry-E...

In this paper, we consider characterizations based on the Bhattacharyya matrices. We characterize, under certain constraint, dis tributions such as normal, compound poisson and gamma via the diago nality of the 2 X 2 Bhattacharyya matrix.