Marshall-Olkin Discrete Uniform Distribution
We introduce and characterize a new family of distributions, Marshall-Olkin discrete uniform distribution. The natures of hazard rate, entropy, and distribution of minimum of sequence of i.i.d. random...
View ArticleWiener-Itô Chaos Expansion of Hilbert Space Valued Random Variables
The notion of -fold iterated Itô integral with respect to a cylindrical Hilbert space valued Wiener process is introduced and the Wiener-Itô chaos expansion is obtained for a square Bochner integrable...
View ArticleHitting Times of Walks on Graphs through Voltages
We derive formulas for the expected hitting times of general random walks on graphs, in terms of voltages, with very elementary electric means. Under this new light we revise bounds and hitting times...
View ArticleOn the Preservation of Infinite Divisibility under Length-Biasing
The law of has distribution function and first moment . The law of the length-biased version of has by definition the distribution function . It is known that is infinitely divisible if and only if ,...
View ArticleThe Generalized Inverse Generalized Weibull Distribution and Its Properties
The Inverse Weibull distribution has been applied to a wide range of situations including applications in medicine, reliability, and ecology. It can also be used to describe the degradation phenomenon...
View ArticleOn the Expected Number of Limited Length Binary Strings Derived by Certain...
The expected number of 0-1 strings of a limited length is a potentially useful index of the behavior of stochastic processes describing the occurrence of critical events (e.g., records, extremes, and...
View ArticleMultivariate Option Pricing with Pair-Copulas
We propose a copula-based approach to solve the option pricing problem in the risk-neutral setting and with respect to a structured derivative written on several underlying assets. Our analysis...
View ArticleA Note on the Large Deviation Principle for Discrete Associated Random Variables
We present sufficient conditions under which the sequence of arithmetic means , where , is the partial sum built on a stationary sequence of associated integer-valued and uniformly bounded random...
View ArticleMarshall-Olkin Discrete Uniform Distribution
We introduce and characterize a new family of distributions, Marshall-Olkin discrete uniform distribution. The natures of hazard rate, entropy, and distribution of minimum of sequence of i.i.d. random...
View ArticleWiener-Itô Chaos Expansion of Hilbert Space Valued Random Variables
The notion of -fold iterated Itô integral with respect to a cylindrical Hilbert space valued Wiener process is introduced and the Wiener-Itô chaos expansion is obtained for a square Bochner integrable...
View ArticleHitting Times of Walks on Graphs through Voltages
We derive formulas for the expected hitting times of general random walks on graphs, in terms of voltages, with very elementary electric means. Under this new light we revise bounds and hitting times...
View ArticleOn the Preservation of Infinite Divisibility under Length-Biasing
The law of has distribution function and first moment . The law of the length-biased version of has by definition the distribution function . It is known that is infinitely divisible if and only if ,...
View ArticleThe Generalized Inverse Generalized Weibull Distribution and Its Properties
The Inverse Weibull distribution has been applied to a wide range of situations including applications in medicine, reliability, and ecology. It can also be used to describe the degradation phenomenon...
View ArticleOn the Expected Number of Limited Length Binary Strings Derived by Certain...
The expected number of 0-1 strings of a limited length is a potentially useful index of the behavior of stochastic processes describing the occurrence of critical events (e.g., records, extremes, and...
View ArticleMultivariate Option Pricing with Pair-Copulas
We propose a copula-based approach to solve the option pricing problem in the risk-neutral setting and with respect to a structured derivative written on several underlying assets. Our analysis...
View ArticleA Note on the Large Deviation Principle for Discrete Associated Random Variables
We present sufficient conditions under which the sequence of arithmetic means , where , is the partial sum built on a stationary sequence of associated integer-valued and uniformly bounded random...
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