The Wick theorem for non - Gaussian distributions and its application for
نویسنده
چکیده
q-Exponential distributions (q-Exponentials defined in the next section) are used[1] in modeling distributions of stocks. The q-Exponentials possess two desirable features namely exhibit power law tails in the high end of the distribution and tend toward a Gaussian when q = 1 + 1/K → 1. These facts provide enough motivation to derive a variant of a Wick theorem for linear combinations of independent identically distributed (iid) q-Exponentials (correlated q-Exponentials). Recent growth of interest in applications of physics to economics and to the theory of finance (econophysics) yields the Wick theorem useful for the following purposes:
منابع مشابه
Evaluation and Application of the Gaussian-Log Gaussian Spatial Model for Robust Bayesian Prediction of Tehran Air Pollution Data
Air pollution is one of the major problems of Tehran metropolis. Regarding the fact that Tehran is surrounded by Alborz Mountains from three sides, the pollution due to the cars traffic and other polluting means causes the pollutants to be trapped in the city and have no exit without appropriate wind guff. Carbon monoxide (CO) is one of the most important sources of pollution in Tehran air. The...
متن کاملFixed point theorem for non-self mappings and its applications in the modular space
In this paper, based on [A. Razani, V. Rako$check{c}$evi$acute{c}$ and Z. Goodarzi, Nonself mappings in modular spaces and common fixed point theorems, Cent. Eur. J. Math. 2 (2010) 357-366.] a fixed point theorem for non-self contraction mapping $T$ in the modular space $X_rho$ is presented. Moreover, we study a new version of Krasnoseleskii's fixed point theorem for $S+T$, where $T$ is a cont...
متن کاملThe Family of Scale-Mixture of Skew-Normal Distributions and Its Application in Bayesian Nonlinear Regression Models
In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...
متن کاملModeling of Infinite Divisible Distributions Using Invariant and Equivariant Functions
Basu’s theorem is one of the most elegant results of classical statistics. Succinctly put, the theorem says: if T is a complete sufficient statistic for a family of probability measures, and V is an ancillary statistic, then T and V are independent. A very novel application of Basu’s theorem appears recently in proving the infinite divisibility of certain statistics. In addition ...
متن کاملThe Existence Theorem for Contractive Mappings on $wt$-distance in $b$-metric Spaces Endowed with a Graph and its Application
In this paper, we study the existence and uniqueness of fixed points for mappings with respect to a $wt$-distance in $b$-metric spaces endowed with a graph. Our results are significant, since we replace the condition of continuity of mapping with the condition of orbitally $G$-continuity of mapping and we consider $b$-metric spaces with graph instead of $b$-metric spaces, under which can be gen...
متن کامل