Zobrazeno 1 - 10
of 102
pro vyhledávání: '"Jan Rosiński"'
Autor:
Jan Rosinski, Richard Hile
The German invasion of Poland in September 1939 abruptly ended author Jan Rosinski's student life, and propelled him into an activist role in the Polish resistance organization Armia Krajowa. In short order he became a talented forger of Nazi documen
Autor:
Jan Rosiński, Jerzy Szulga
Publikováno v:
Probability and Mathematical Statistics. 42
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::547ea5e87d437b3aa00862db0cfa7a03
https://doi.org/10.37190/0208-4147.00088
https://doi.org/10.37190/0208-4147.00088
Publikováno v:
Progress in Probability ISBN: 9783030263904
Jorgen Hoffmann-Jorgensen, docent emeritus in the Department of Mathematics at Aarhus University, Denmark, died on the 8th of December 2017. He was 75 years old. He is survived by Karen, his wife of fifty years, his mother Ingeborg, his brother Bent
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07034321f66a33ff0638df24fb2ada92
https://doi.org/10.1007/978-3-030-26391-1_1
https://doi.org/10.1007/978-3-030-26391-1_1
This volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the
Publikováno v:
Stochastic Analysis and Related Topics ISBN: 9783319596709
We propose Mecke-Palm formula for multiple integrals with respect to the Poisson random measure and its intensity measure performed, or mixed, in an arbitrary order. We apply the formulas to mixed Levy systems of Levy processes and obtain moment form
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3413f4e284764c247939ba239568d095
https://doi.org/10.1007/978-3-319-59671-6_7
https://doi.org/10.1007/978-3-319-59671-6_7
Autor:
Jan Rosiński
Publikováno v:
Ann. Probab. 46, no. 6 (2018), 3229-3274
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with random transl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::47404e6b99609a335facf5f509909076
http://arxiv.org/abs/1607.07862
http://arxiv.org/abs/1607.07862
Autor:
Steven T. Yen, Jan Rosiński
Publikováno v:
Economics Letters. 109:75-78
We derive the conditional means of the dependent variables and their marginal effects in a dual ordinal selection model with log-transformed and untransformed dependent variables. Results are applied to a body mass index equation with endogenous diet
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::598dbee844bf214f5da548cfe58fd062
https://doi.org/10.1016/j.econlet.2010.08.002
https://doi.org/10.1016/j.econlet.2010.08.002
Autor:
Jan Rosiński, Steven T. Yen
Publikováno v:
Economics Letters. 100:4-8
We derive the conditional mean of the limited dependent variable for a general class of sample selection models with a logarithmically transformed dependent variable. An application to household charity donation suggests use of the correct conditiona
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77a1cc0df73bdd9bcd53146ef5f1bc76
https://doi.org/10.1016/j.econlet.2007.10.019
https://doi.org/10.1016/j.econlet.2007.10.019
Publikováno v:
Journal of Theoretical Probability. 21:14-34
A new class of type G selfdecomposable distributions on ℝd is introduced and characterized in terms of stochastic integrals with respect to Levy processes. This class is a strict subclass of the class of type G and selfdecomposable distributions, a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::64c2b5dd7cf22149c732c15bbc9b09ee
https://doi.org/10.1007/s10959-007-0129-3
https://doi.org/10.1007/s10959-007-0129-3
Autor:
Jan Rosiński, Victor Pérez-Abreu
Publikováno v:
Journal of Theoretical Probability. 20:535-544
We investigate infinitely divisible distributions on cones in Frechet spaces. We show that every infinitely divisible distribution concentrated on a normal cone has the regular Levy–Khintchine representation if and only if the cone is regular. Thes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1db234b3c2646767bac431a5e7a26bc5
https://doi.org/10.1007/s10959-007-0076-z
https://doi.org/10.1007/s10959-007-0076-z