In this article, we review the concept of a Lévy copula to describe the dependence structure of a bivariate compound Poisson process. In this first statistical approach we consider a parametric model for the Lévy copula and estimate the parameters of the full dependent model based on a maximum likelihood approach. This approach ensures that the estimated model remains in the class of multivaria...

Absolute robustness allows biochemical networks to sustain a consistent steady-state output in the face of protein concentration variability from cell to cell. This property is structural and can be determined from the topology of the network alone regardless of rate parameters. An important question regarding these systems is the effect of discrete biochemical noise in the dynamical behaviour....

In this paper, we introduce the Morgenstern type bivariate generalized exponential distribution. This distribution is an extension of Morgenstern type bivariate exponential distribution and the marginal distributions are generalized exponential distribution. We study some properties of this bivariate distribution. Also, some distributional properties of concomitants of order statistics as well ...

A derivation is given of the Boltzmann–Vlasov equation beginning from multiple scattering considerations. The motivation for the discussion, which is purely pedagogical in nature, is the current interest in understanding the origins of transport equations in terms of rigorous field-theory descriptions, or, as in this case, exact nonrelativistic formulations.

Lindley-Singpurwalla (1986)’s bivariate Pareto distribution is one of the most popular bivariate Pareto distribution. Sankaran and Nair (1993) proposed a new bivariate Pareto distribution which also has Pareto marginals and it contains LindleySingpurwalla’s bivariate Pareto model as a special case. It has several other interesting properties also. In this paper we re-visit Sankaran and Nair’s b...

Abstract In data analysis, change point problems correspond to abrupt changes in stochastic mechanisms generating data. The detection of points is a relevant problem the analysis and prediction time series. this paper, we consider class conjugate prior distributions obtained from conditional specification methodology for solving problem. We illustrate application such Bayesian with Poisson proc...