31 research outputs found
Limit theorems for mixed max-sum processes with renewal stopping
This article is devoted to the investigation of limit theorems for mixed
max-sum processes with renewal type stopping indexes. Limit theorems of weak
convergence type are obtained as well as functional limit theorems.Comment: Published at http://dx.doi.org/10.1214/105051604000000215 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
Some representations of the multivariate Bernoulli and binomial distributions
Multivariate but vectorized versions for Bernoulli and binomial distributions are established using the concept of Kronecker product from matrix calculus. The multivariate Bernoulli distribution entails a parameterized model, that provides an alternative to the traditional log-linear model for binary variables.multivariate Bernoulli distribution multivariate binomial distribution log-linear models categorical data
The structure distribution in a mixed Poisson process
We use a variety of real inversion formulas to derive the structure distribution in a mixed Poisson process. These approaches should prove to be useful in
applications, e.g., in insurance where such processes are very popular