A Note on α-stable and α-inverse Gaussian Laws
نویسندگان
چکیده
In this article we obtain the first passage time distribution of α-stable Levy processes. We derive moment estimators parameters α-inverse Gaussian laws and also their asymptotic distribution.
منابع مشابه
A Note on (α, α)-Symmetric Derivations in Semiprime Rings
In this paper, we introduce (α, α)-symmetric derivations and establish some interesting results and also extend an important result of J. Vukman by using (α, α)-derivation.
متن کاملOn α-Square-Stable Graphs
The stability number of a graph G, denoted by α(G), is the cardinality of a maximum stable set, and μ(G) is the cardinality of a maximum matching in G. If α(G) + μ(G) equals its order, then G is a König-Egerváry graph. We call G an α-square-stable graph if α(G) = α(G), where G denotes the second power of G. These graphs were first investigated by Randerath and Wolkmann, [18]. In this paper we o...
متن کاملA note on α-drawable k-trees
We study the problem of realizing a given graph as an α-complex of a set of points in the plane. We study the realizability problem for trees and 2-trees. In the case of 2-trees, we confine our attention to the realizability of graphs as the α-complex minus faces of dimension two; in other words, realizability of the graph in terms of the 1-skeleton of the α-complex of the point set. We obtain ...
متن کاملEstimation of α-Stable Sub-Gaussian Distributions for Asset Returns
Fitting multivariate α-stable distributions to data is still not feasible in higher dimensions since the (non-parametric) spectral measure of the characteristic function is extremely difficult to estimate in dimensions higher than 2. This was shown by Chen and Rachev (1995) and Nolan, Panorska and McCulloch (1996). α-stable sub-Gaussian distributions are a particular (parametric) subclass of th...
متن کاملOn α-Stable König-Egervary Graphs
The stability number of a graph G, denoted by α(G), is the cardinality of a stable set of maximum size in G. If its stability number remains the same upon the addition of any edge, then G is called α-stable. G is a König-Egervary graph if its order equals α(G) + μ(G), where μ(G) is the cardinality of a maximum matching in G. In this paper we characterize α-stable König-Egervary graphs, generali...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Asian Journal of Probability and Statistics
سال: 2022
ISSN: ['2582-0230']
DOI: https://doi.org/10.9734/ajpas/2022/v19i230465