simple harmonizable processes (shp) introduced by soltani and parvardeh (2006) are a large class of nonstationary processes which includes stationary and periodically correlated (pc) processes. detection and estimation of shp structure are important problems when dealing with nonstationary data. in this paper, we study the spectral properties of simple processes and propose a method to detect a...

A d-dimensional α-stable random vector is determined by a spectral measure Γ (a finite Borel measure on Sd=unit sphere in R) and a shift vector μ ∈ R, e.g. Samorodnitsky and Taqqu (1994). The notation X ∼ Sα,d(Γ, μ) will be used to denote such a stable random vector. Until recently, there has been little understanding of what multivariate stable distributions look like, nor any methods for work...

We discuss the carpool problem, where one has to assign drivers to subsets of participants who commute regularly. Fagin and Williams defined a notion of fair share for participants (the FW share). We provide an axiomatic characterization of the fair share and show that the FW share is the unique one satisfying these requirements. We define a coalitional game where the Shapley value is the FW sh...

The dependence structure of a max-stable random vector is characterized by its spectral measure. Using only the spectral measure, we present a method for approximating the conditional density of an unobserved component of a max-stable random vector given the other components of the vector. The approximated conditional density can be used for prediction. Additionally, we present a new parametric...

in this work are studied the jacobians of certain singular transformations and the corresponding measures which support the jacobian computations.