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pro vyhledávání: '"Volchenkova, Irina V."'
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
The aim of this paper is to show a possibility to identify multivariate distribution by means of specially constructed one-dimensional random variable. We give some inequalities which may appear to helpful for a construction of multivariate two-sampl
Externí odkaz:
http://arxiv.org/abs/1808.05214
A new inequality between some functional of probability distribution functions is given. The inequality is based on strict convexity of a function used in functional definition. Equality sign in the inequality gives a characteristic property of some
Externí odkaz:
http://arxiv.org/abs/1805.06483
A method of induction the distances with Hilbert structure is proposed. Some properties of the method are studied. Typical examples of corresponding metric spaces are discussed. Key words: Hilbert spaces; metric spaces; isometric embedding into Hilbe
Externí odkaz:
http://arxiv.org/abs/1804.09729
A new definition of random sets is proposed. It is based on the distance in measurable space and uses negative definite kernels for continuation from initial space to that of random sets. This approach has no connection to Hausdorff distance between
Externí odkaz:
http://arxiv.org/abs/1712.09452
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
Autor:
Klebanov, Lev B, Volchenkova, Irina V
The purpose of this paper is to show that the use of heavy-tailed distributions in Financial problems is theoretically baseless and can lead to significant misunderstandings. The reason for this the authors see in an incorrect interpretation of the c
Externí odkaz:
http://arxiv.org/abs/1507.07735
Akademický článek
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Autor:
DJogaš, Vesna Gotovac, Helisová, Kateřina, Klebanov, Lev B, Staněk, Jakub, Volchenkova, Irina V
Publikováno v:
Glasnik matematički
Volume 58
Issue 1
Volume 58
Issue 1
A new definition of random sets is proposed in the presented paper. It is based on a special distance in a measurable space and uses negative definite kernels for continuation from the initial space to the one of the random sets. Motivation for intro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______951::fdae21e619a7b5c240a598d3b7c308a5
https://hrcak.srce.hr/304397
https://hrcak.srce.hr/304397
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