On the Laplace transform of finite-dimensional distribution functions of semi-continuous random processes with reflecting and delaying screens

1995 ◽  
pp. 167-174 ◽  
Keyword(s):  
Laplace Transform ◽  
Random Processes ◽  
Distribution Functions ◽  
Finite Dimensional ◽  
Finite Dimensional Distribution ◽  
The Laplace Transform ◽  
Dimensional Distribution

Archimedean copulas, exchangeability, and max-stability

1994 ◽  
Vol 31 (2) ◽  
pp. 383-390 ◽  
Author(s):  
Rocco Ballerini
Keyword(s):  
Random Variables ◽  
Distribution Functions ◽  
Archimedean Copula ◽  
Archimedean Copulas ◽  
Monotone Transformation ◽  
Stable Property ◽  
Finite Dimensional ◽  
Finite Dimensional Distribution ◽  
Exchangeable Sequence ◽  
Dimensional Distribution

An exchangeable sequence of random variables is constructed with all finite-dimensional distribution functions having an Archimedean copula (as defined by Schweizer and Sklar (1983)). Through a monotone transformation of this exchangeable sequence, we obtain and characterize the class of exchangeable sequences possessing the max-stable property as defined by De Haan and Rachev (1989). Several parametric examples are given.

Archimedean copulas, exchangeability, and max-stability

1994 ◽  
Vol 31 (02) ◽  
pp. 383-390 ◽  
Author(s):  
Rocco Ballerini
Keyword(s):  
Random Variables ◽  
Distribution Functions ◽  
Archimedean Copula ◽  
Archimedean Copulas ◽  
Monotone Transformation ◽  
Stable Property ◽  
Finite Dimensional ◽  
Finite Dimensional Distribution ◽  
Exchangeable Sequence ◽  
Dimensional Distribution

An exchangeable sequence of random variables is constructed with all finite-dimensional distribution functions having an Archimedean copula (as defined by Schweizer and Sklar (1983)). Through a monotone transformation of this exchangeable sequence, we obtain and characterize the class of exchangeable sequences possessing the max-stable property as defined by De Haan and Rachev (1989). Several parametric examples are given.

The Laplace transform of the MSA pair distribution functions between macroions in an ion-dipole fluid

1993 ◽  
Vol 72 (5-6) ◽  
pp. 1391-1399 ◽  
Author(s):  
M. F. Holovko ◽  
A. D. Trokhymchuk ◽  
I. A. Protsykevich ◽  
Douglas J. Henderson
Keyword(s):  
Laplace Transform ◽  
Distribution Functions ◽  
The Laplace Transform ◽  
Pair Distribution Functions

The point-process approach to age- and time-dependent branching processes

1983 ◽  
Vol 15 (01) ◽  
pp. 1-20
Author(s):  
Marek Kimmel
Keyword(s):  
Point Process ◽  
Branching Process ◽  
Cell Kinetics ◽  
Branching Processes ◽  
Finite Dimensional ◽  
Finite Dimensional Distribution ◽  
Symbolic Method ◽  
Age Dependent ◽  
Dimensional Distribution ◽  
Varying Environment

The multitype age-dependent branching process in varying environment is treated as a random stream (point process) of the birth and death events. We derive the point-process version of the Bellman–Harris equation, which provides us with a symbolic method of writing the equations for the arbitrary finite-dimensional distribution of the process. We also derive a new recurrence relation, the ‘principle of last generation'. This result is applied to obtain new moment equations for the process with immigration also. General considerations are illustrated by a simple cell kinetics model.

The point-process approach to age- and time-dependent branching processes

1983 ◽  
Vol 15 (1) ◽  
pp. 1-20 ◽  
Author(s):  
Marek Kimmel
Keyword(s):  
Point Process ◽  
Branching Process ◽  
Cell Kinetics ◽  
Branching Processes ◽  
Finite Dimensional ◽  
Finite Dimensional Distribution ◽  
Symbolic Method ◽  
Age Dependent ◽  
Dimensional Distribution ◽  
Varying Environment

The multitype age-dependent branching process in varying environment is treated as a random stream (point process) of the birth and death events. We derive the point-process version of the Bellman–Harris equation, which provides us with a symbolic method of writing the equations for the arbitrary finite-dimensional distribution of the process. We also derive a new recurrence relation, the ‘principle of last generation'. This result is applied to obtain new moment equations for the process with immigration also. General considerations are illustrated by a simple cell kinetics model.

scholarly journals On Weak Limiting Distributions for Random Walks on a Spider

Symmetry ◽  
2020 ◽  
Vol 12 (12) ◽  
pp. 2000
Author(s):  
Youngsoo Seol
Keyword(s):  
Brownian Motion ◽  
Random Walks ◽  
Classical Case ◽  
Weak Limit ◽  
Skew Brownian Motion ◽  
Finite Dimensional ◽  
Finite Dimensional Distribution ◽  
Dimensional Distribution ◽  
Functional Central Limit ◽  
Special Case

In this article, we study random walks on a spider that can be established from the classical case of simple symmetric random walks. The primary purpose of this article is to establish a functional central limit theorem for random walks on a spider and to define Brownian spider as the resulting weak limit. In special case, random walks on a spider can be characterized as skew random walks. It is well known for skew Brownian motion as the resulting weak limit of skew random walks. We first will study the tightness and then it will be shown for the convergence of finite dimensional distribution for random walks on a spider.

Recurrence times of clusters of Poisson points

1969 ◽  
Vol 6 (02) ◽  
pp. 372-388 ◽  
Author(s):  
R.T. Leslie
Keyword(s):  
Laplace Transform ◽  
Continuous Time ◽  
Distribution Functions ◽  
Numerical Inversion ◽  
Bernoulli Trials ◽  
Recurrence Times ◽  
Failure Patterns ◽  
The Laplace Transform

In a previous paper (Leslie (1967)) the distribution of recurrence times for a particular set of success-failure patterns on a sequence of Bernoulli trials was investigated. We now consider the analogous events in continuous time and obtain the Laplace Transform (L.T.) of the distribution of recurrence times; numerical inversion yields the distribution functions.

Recurrence times of clusters of Poisson points

1969 ◽  
Vol 6 (2) ◽  
pp. 372-388 ◽  
Author(s):  
R.T. Leslie
Keyword(s):  
Laplace Transform ◽  
Continuous Time ◽  
Distribution Functions ◽  
Numerical Inversion ◽  
Bernoulli Trials ◽  
Recurrence Times ◽  
Failure Patterns ◽  
The Laplace Transform

In a previous paper (Leslie (1967)) the distribution of recurrence times for a particular set of success-failure patterns on a sequence of Bernoulli trials was investigated. We now consider the analogous events in continuous time and obtain the Laplace Transform (L.T.) of the distribution of recurrence times; numerical inversion yields the distribution functions.

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