Zobrazeno 1 - 10
of 21
pro vyhledávání: '"KAKOSYAN, A. V."'
Autor:
Kakosyan, Ashot V., Klebanov, Lev B.
The main result of the paper is the following. Let a non-degenerate distribution have finite moments $\mu_k$ of all orders $k=0,1,2,\ldots$. Then the sequence $\{\mu_k/k!, \; k=0,1,2,\ldots\}$ either contains infinitely many different terms or at mos
Externí odkaz:
http://arxiv.org/abs/2403.11906
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.
Externí odkaz:
http://arxiv.org/abs/1904.07604
We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order to avoid t
Externí odkaz:
http://arxiv.org/abs/1701.06642
We are trying to give a mathematically correct definition of outliers. Our approach is based on the distance between two last order statistics and appears to be connected to the law of large numbers. Key words: outliers, law of large numbers, heavy t
Externí odkaz:
http://arxiv.org/abs/1612.09265
In the present paper, we discuss contra-arguments concerning the use of Pareto-Lev\'y distributions for modeling in Finance. It appears that such probability laws do not provide sufficient number of outliers observed in real data. Connection with the
Externí odkaz:
http://arxiv.org/abs/1602.00256
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows that for a
Externí odkaz:
http://arxiv.org/abs/1508.05728
We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a \,$\nu$-stability an
Externí odkaz:
http://arxiv.org/abs/1008.3150
Publikováno v:
Journal of Applied Probability, 2012 Jun 01. 49(2), 303-318.
Externí odkaz:
https://www.jstor.org/stable/41713769
We state some inequalities for m-divisible and infinite divisible characteristic functions. Basing on them we propose a statistical test for a distribution to be infinitely divisible. Keywords: infinite divisible distributions; statistical tests.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76c13f01b4277449e0a63187d4f4a496
http://arxiv.org/abs/1904.07604
http://arxiv.org/abs/1904.07604
Publikováno v:
Journal of Mathematical Sciences; April 1992, Vol. 59 Issue: 4 p914-920, 7p