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Found 3,520 Documents (Results 1–100)

Infinite Divisibility of the Product of Two Correlated Normal Random Variables and Exact Distribution of the Sample Mean. arXiv:2405.10178

Preprint, arXiv:2405.10178 [math.PR] (2024).
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Asymptotic behavior of point processes of exceeding the high levels of Gaussian stationary sequence. (English. Russian original) Zbl 1539.60041

Mosc. Univ. Math. Bull. 78, No. 6, 291-297 (2023); translation from Vestn. Mosk. Univ., Ser. I 78, No. 6, 36-42 (2023).
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Lévy measures of infinitely divisible positive processes: examples and distributional identities. (English) Zbl 1534.60019

Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 297-324 (2023).
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Covariance representations, \(L^p\)-Poincaré inequalities, Stein’s kernels, and high-dimensional CLTs. (English) Zbl 07814319

Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 3-73 (2023).
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New monotonicity and infinite divisibility properties for the Mittag-Leffler function and for the stable distributions. arXiv:2310.00695

Preprint, arXiv:2310.00695 [math.PR] (2023).
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