Linnik distributions and processes

1993 ◽  
Vol 30 (02) ◽  
pp. 330-340 ◽  
Author(s):  
Dale N. Anderson ◽  
Barry C. Arnold
Keyword(s):  
Discrete Time ◽  
Stock Prices ◽  
Temporal Changes ◽  
Stable Processes ◽  
Simple Characterization ◽  
Linnik Distribution

Using a simple characterization of the Linnik distribution, discrete-time processes having a stationary Linnik distribution are constructed. The processes are structurally related to exponential processes introduced by Arnold (1989), Lawrance and Lewis (1981) and Gaver and Lewis (1980). Multivariate versions of the processes are also described. These Linnik models appear to be viable alternatives to stable processes as models for temporal changes in stock prices.

Linnik distributions and processes

1993 ◽  
Vol 30 (2) ◽  
pp. 330-340 ◽  
Author(s):  
Dale N. Anderson ◽  
Barry C. Arnold
Keyword(s):  
Discrete Time ◽  
Stock Prices ◽  
Temporal Changes ◽  
Stable Processes ◽  
Simple Characterization ◽  
Linnik Distribution

Using a simple characterization of the Linnik distribution, discrete-time processes having a stationary Linnik distribution are constructed. The processes are structurally related to exponential processes introduced by Arnold (1989), Lawrance and Lewis (1981) and Gaver and Lewis (1980). Multivariate versions of the processes are also described. These Linnik models appear to be viable alternatives to stable processes as models for temporal changes in stock prices.

scholarly journals Development and Validation of a Nested-PCR-Denaturing Gradient Gel Electrophoresis Method for Taxonomic Characterization of Bifidobacterial Communities

2003 ◽  
Vol 69 (11) ◽  
pp. 6380-6385 ◽  
Author(s):  
R. Temmerman ◽  
L. Masco ◽  
T. Vanhoutte ◽  
G. Huys ◽  
J. Swings
Keyword(s):  
Nested Pcr ◽  
Gel Electrophoresis ◽  
Denaturing Gradient Gel Electrophoresis ◽  
Temporal Changes ◽  
Rrna Gene ◽  
Specific Pcr ◽  
Gradient Gel Electrophoresis ◽  
Species Specific ◽  
Taxonomic Characterization

ABSTRACT The taxonomic characterization of a bacterial community is difficult to combine with the monitoring of its temporal changes. None of the currently available identification techniques are able to visualize a “complete” community, whereas techniques designed for analyzing bacterial ecosystems generally display limited or labor-intensive identification potential. This paper describes the optimization and validation of a nested-PCR-denaturing gradient gel electrophoresis (DGGE) approach for the species-specific analysis of bifidobacterial communities from any ecosystem. The method comprises a Bifidobacterium-specific PCR step, followed by purification of the amplicons that serve as template DNA in a second PCR step that amplifies the V3 and V6-V8 regions of the 16S rRNA gene. A mix of both amplicons is analyzed on a DGGE gel, after which the band positions are compared with a previously constructed database of reference strains. The method was validated through the analysis of four artificial mixtures, mimicking the possible bifidobacterial microbiota of the human and chicken intestine, a rumen, and the environment, and of two fecal samples. Except for the species Bifidobacterium coryneforme and B. indicum, all currently known bifidobacteria originating from various ecosystems can be identified in a highly reproducible manner. Because no further cloning and sequencing of the DGGE bands is necessary, this nested-PCR-DGGE technique can be completed within a 24-h span, allowing the species-specific monitoring of temporal changes in the bifidobacterial community.

Characterization of stable processes by identically distributed stochastic integrals

1980 ◽  
Vol 12 (3) ◽  
pp. 689-709 ◽  
Author(s):  
M. Riedel
Keyword(s):  
Stochastic Process ◽  
Stable Process ◽  
Convergence In Probability ◽  
Stochastic Integrals ◽  
Stable Processes ◽  
Process With Independent Increments ◽  
Independent Increments ◽  
The Subject

Let X(t) be a homogeneous and continuous stochastic process with independent increments. The subject of this paper is to characterize the stable process by two identically distributed stochastic integrals formed by means of X(t) (in the sense of convergence in probability). The proof of the main results is based on a modern extension of the Phragmén-Lindelöf theory.

scholarly journals Ruin probability with certain stationary stable claims generated by conservative flows

2007 ◽  
Vol 39 (02) ◽  
pp. 360-384 ◽  
Author(s):  
Uğur Tuncay Alparslan ◽  
Gennady Samorodnitsky
Keyword(s):  
Markov Chains ◽  
Discrete Time ◽  
Continuous Time ◽  
Ruin Probability ◽  
Stable Process ◽  
Independent Interest ◽  
Stable Processes ◽  
Auxiliary Result ◽  
Initial Capital ◽  
Order Of Magnitude

We study the ruin probability where the claim sizes are modeled by a stationary ergodic symmetric α-stable process. We exploit the flow representation of such processes, and we consider the processes generated by conservative flows. We focus on two classes of conservative α-stable processes (one discrete-time and one continuous-time), and give results for the order of magnitude of the ruin probability as the initial capital goes to infinity. We also prove a solidarity property for null-recurrent Markov chains as an auxiliary result, which might be of independent interest.

Confines

2019 ◽  
pp. 161-193
Author(s):  
Joseph P. Reidy
Keyword(s):  
Social Relationships ◽  
Vantage Point ◽  
Refugee Camps ◽  
Confined Space ◽  
Simple Characterization ◽  
War Effort

Confined space offers an instructive vantage point into the reconfiguration of social relationships that were central to the emancipation process. In homes and kitchens throughout the slave states, enslaved house servants devised strategies for asserting greater control over their labor and their lives, even when escape to freedom was out of reach. Women and men hired to work in the shops and factories that supported the Confederate war effort interacted with new casts of characters with new possibilities for stretching their customary boundaries and shedding their usual constraints. For freedom-seeking refugees who reached Union lines, refugee camps (generally called "contraband camps") offered shelter and employment, though often under the watchful eyes of proselytizing Northerners. Cities presented special conditions for the breakdown of slavery, as the experience of Washington, D.C., illustrates. The D.C. emancipation act of April 1862 set in motion a contested process that defies the simple characterization of immediate emancipation.

Sign in / Sign up

Export Citation Format

Share Document