Zobrazeno 1 - 10
of 123
pro vyhledávání: '"Victor Korolev"'
Autor:
Victor Korolev, Alexander Zeifman
Publikováno v:
Mathematics, Vol 11, Iss 18, p 3892 (2023)
In this paper, the representability of the generalized Student’s distribution as uniform and normal-scale mixtures is considered. It is also shown that the generalized Burr and the Snedecor–Fisher distributions can be represented as the scale mix
Externí odkaz:
https://doaj.org/article/b4280f39f39f44de82ee5f68e71c160b
Autor:
Victor Korolev, Alexander Zeifman
Publikováno v:
Mathematics, Vol 11, Iss 17, p 3797 (2023)
In the paper, quasi-exponentiated normal distributions are introduced for any real power (exponent) no less than two. With natural exponents, the quasi-exponentiated normal distributions coincide with the distributions of the corresponding powers of
Externí odkaz:
https://doaj.org/article/fc6c109b770f46a99ed95fa013b7a72c
Autor:
Victor Korolev
Publikováno v:
Mathematics, Vol 11, Iss 13, p 2890 (2023)
Analytic and asymptotic properties of the generalized Student and generalized Lomax distributions are discussed, with the main focus on the representation of these distributions as scale mixtures of the laws that appear as limit distributions in clas
Externí odkaz:
https://doaj.org/article/926e8937cb104e3a82bb4b903a2483e0
Autor:
Vladimir Bening, Victor Korolev
Publikováno v:
Mathematics, Vol 10, Iss 24, p 4712 (2022)
In the paper, we apply a new approach to the comparison of the distributions of sums of random variables to the case of Poisson random sums. This approach was proposed in our previous work (Bening, Korolev, 2022) and is based on the concept of statis
Externí odkaz:
https://doaj.org/article/be0d4afd842a47ce83cd498fec1eb5ed
Publikováno v:
Mathematics, Vol 10, Iss 23, p 4401 (2022)
We consider the time-inhomogeneous Prendiville model with failures and repairs. The property of weak ergodicity is considered, and estimates of the rate of convergence for the main probabilistic characteristics of the model are obtained. Several exam
Externí odkaz:
https://doaj.org/article/aa32ce1a5dcf4b8ca7c6512ebe04f05b
Autor:
Victor Korolev
Publikováno v:
Mathematics, Vol 10, Iss 22, p 4252 (2022)
In the paper, an overview is presented of the results on the convergence rate bounds in limit theorems concerning geometric random sums and their generalizations to mixed Poisson random sums, including the case where the mixing law is itself a mixed
Externí odkaz:
https://doaj.org/article/20650a5a24f742fea32f2d409d5aea06
Autor:
Yury Khokhlov, Victor Korolev
Publikováno v:
Mathematics, Vol 9, Iss 15, p 1728 (2021)
A generalized multivariate problem due to V. M. Zolotarev is considered. Some related results on geometric random sums and (multivariate) geometric stable distributions are extended to a more general case of “anisotropic” random summation where s
Externí odkaz:
https://doaj.org/article/be20513b56634dc28ac03d535565dfef
Publikováno v:
Mathematics, Vol 9, Iss 1, p 42 (2020)
The problem considered is the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time Markov chains with discrete state space and time varying intensities. Numerical solution techniques can benefit
Externí odkaz:
https://doaj.org/article/8953154d45544fb8923fb18ed69bb1b3
Autor:
Victor Korolev
Publikováno v:
Mathematics, Vol 8, Iss 11, p 1918 (2020)
In the paper, a survey of the main results concerning univariate and multivariate exponential power (EP) distributions is given, with main attention paid to mixture representations of these laws. The properties of mixing distributions are considered
Externí odkaz:
https://doaj.org/article/18ba8b53de964985b17d78077541a54a
Publikováno v:
Mathematics, Vol 8, Iss 9, p 1409 (2020)
A version of the central limit theorem is proved for sums with a random number of independent and not necessarily identically distributed random variables in the double array limit scheme. It is demonstrated that arbitrary normal mixtures appear as t
Externí odkaz:
https://doaj.org/article/e9c9daae792e42ce85aad2d787548197