For two independent L\'evy processes $\xi$ and $\eta$ an exponentially distributed random variable $\tau$ with parameter $q>0$, of $\eta$, the killed exponential functional is given by $V_{q,\xi,\eta} := \int_0^\tau \mathrm{e}^{-\xi_{s-}} \, \mathrm{d} \eta_s$. Interpreting case $q=0$ as $\tau=\infty$, $V_{q,\xi,\eta}$ a natural generalization $\int_0^\infty \eta_s$, law which well-studied in l...

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, multivariate Cox process with shot noise intensities jointly the arrival of counts (e.g. insurance claims). The dependency structure is introduced via _intensity_ processes which are connected help L\'evy copulas. aggregate, our approach allows for (i) over-dispersio...

In this article, well-posedness of stochastic anisotropic $p$-Laplace equation driven by L\'evy noise is shown. Such an in deterministic setting was considered Lions [7]. The results obtained article can be applied to solve a large class semilinear and quasilinear partial differential equations.

We present a relatively simple and mostly elementary proof of the L\'evy--Khintchine formula for subordinators. The main idea is to study Poisson process time-changed by subordinator. technical tools used are conditional expectations, probability generating function convergence discrete random variables.

In this paper we consider rewrite systems that describe the-calculus enriched with recursive and non-recursive local deenitions by generalizing thèexplicit substitutions' used by Abadi, Cardelli, Curien, and L evy 1] to describe sharing in-terms. This leads tòexplicit cyclic substitutions' that can describe the mutual sharing of local recursive deenitions. We demonstrate how this may be used to...

A “Botanical Dermatology Course and Workshop” was held in Odense, Denmark, on 27–29 August 2009. The course was organized by Klaus E. Andersen, Evy Paulsen (of the Department of Dermatology and Allergy Centre, Odense University Hospital, University of Southern Denmark) and Lars P. Christensen (of the Institute of Chemical Engineering, Biotechnology and Environmental Technology, University of So...

Let X; X 1 ; : : : ; X k be i.i.d. random variables, and for k 2 IN let D k (X) = E(X 1 _ _ X k+1) ? EX be the k-th centralized maximal moment. A sharp lower bound is given for D 1 (X) in terms of the L evy concentration Q l (X) = sup x2IR P (X 2 x; x + l]). This inequality, which is analogous to P. L evy's concentration-variance inequality, illustrates the fact that maximal moments are a gauge...

A Menger space (a special type of probabilistic metric spaces) is said to be compact if its strong uniformity is compact. We construct, in a natural way, Menger T -metrics on the set of distribution functions, one for each copula T (a special type of continuous t-norms). We show that, on each bounded closed interval of distribution functions, the strong uniformities of all our spaces are induce...

Penelitian ini mengkaji tentang modal politik dan faktor pendorong serta penghambat keterpilihan Evy Susanti pada Pemilu Kota Prabumulih tahun 2019. Tulisan menguraikan Pengendalian yang menjadi salah satu masalah sering dihadapi oleh perempuan terlibat dalam politik. Secara luas terdapat anggapan bahwa terjun ke berkorelasi dengan norma-norma tradisional. menggunakan metode deskritif kualitati...

A Lévy process combines a Brownian motion and a pure-jump homogeneous process, such as a compound Poisson process. The estimation of the Lévy density, the infinite-dimensional parameter controlling the jump dynamics of the process, is considered here under a discrete-sampling scheme. In that case, the jumps are latent variables which statistical properties can be assessed when the frequency and...