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Google Keyword Rankings for : self decomposable distributions
1
Self-decomposable distributions and branching processes
https://research.tue.nl/files/2401635/338329.pdf
Stable and self-decomposable distributions are widely studied as they ... transformf (or its distribution) (discrete) F-self-decomposable if ...
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https://research.tue.nl/files/2401635/338329.pdf
Stable and self-decomposable distributions are widely studied as they ... transformf (or its distribution) (discrete) F-self-decomposable if ...
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2
On certain self-decomposable distributions - Springer Link
https://link.springer.com/content/pdf/10.1007/BF00537265.pdf
162). In the present paper we establish that for every gamma random variable. (r.v.) Z, the distribution of logZ is self-decomposable.
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https://link.springer.com/content/pdf/10.1007/BF00537265.pdf
162). In the present paper we establish that for every gamma random variable. (r.v.) Z, the distribution of logZ is self-decomposable.
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3
SELF‐DECOMPOSABILITY AND OPTION PRICING
https://engineering.nyu.edu/sites/default/files/2019-03/Carr-self-decomposability-and-option-pricing.pdf
By this theorem, the normal distribution arises as the limiting distribution for the sum of n independent random variables, when the sum is divided by. √ n.
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https://engineering.nyu.edu/sites/default/files/2019-03/Carr-self-decomposability-and-option-pricing.pdf
By this theorem, the normal distribution arises as the limiting distribution for the sum of n independent random variables, when the sum is divided by. √ n.
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4
Normal Distribution Is Freely Self-decomposable
https://academic.oup.com/imrn/article/2019/6/1758/4080658
In this article, we prove that the (classical) normal distributions are freely self-decomposable. More generally it is established that the Askey–Wimp–Kerov ...
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https://academic.oup.com/imrn/article/2019/6/1758/4080658
In this article, we prove that the (classical) normal distributions are freely self-decomposable. More generally it is established that the Askey–Wimp–Kerov ...
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5
Divisible, decomposable and stable distributions
https://danmackinlay.name/notebook/divisible_distributions.html
While this looks more general than divisible distributions, they note that it self-decomposable distributions form sub-class of infinitely ...
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https://danmackinlay.name/notebook/divisible_distributions.html
While this looks more general than divisible distributions, they note that it self-decomposable distributions form sub-class of infinitely ...
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6
Indecomposable distribution - Wikipedia
https://en.wikipedia.org/wiki/Indecomposable_distribution
In probability theory, an indecomposable distribution is a probability distribution that cannot be represented as the distribution of the sum of two or more ...
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https://en.wikipedia.org/wiki/Indecomposable_distribution
In probability theory, an indecomposable distribution is a probability distribution that cannot be represented as the distribution of the sum of two or more ...
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7
Self-Decomposability and Lévy Processes in Free Probability
https://www.jstor.org/stable/3318705
convolution of Ma and Mb. Since the distribution Ma of a self-adjoint operator a in 3(7-) is a compactly supported probability measure on R, the ...
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https://www.jstor.org/stable/3318705
convolution of Ma and Mb. Since the distribution Ma of a self-adjoint operator a in 3(7-) is a compactly supported probability measure on R, the ...
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8
On the self-decomposability of the Fréchet distribution - arXiv
https://arxiv.org/abs/1302.3097
This entails that all size-biased samplings of Fréchet distributions are self-decomposable and that the extreme value distribution F_\xi is ...
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https://arxiv.org/abs/1302.3097
This entails that all size-biased samplings of Fréchet distributions are self-decomposable and that the extreme value distribution F_\xi is ...
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9
Exponential distribution is self-decomposable
https://math.stackexchange.com/questions/1517344/exponential-distribution-is-self-decomposable
A fact: If Xi has gamma distribution Γ(ki,θ) then ∑ni=1Xi has gamma distribution Γ(∑ni=1ki,θ). And for c>0 we get cXi has gamma distribution ...
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https://math.stackexchange.com/questions/1517344/exponential-distribution-is-self-decomposable
A fact: If Xi has gamma distribution Γ(ki,θ) then ∑ni=1Xi has gamma distribution Γ(∑ni=1ki,θ). And for c>0 we get cXi has gamma distribution ...
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10
On a particular class of self-decomposable random variables
https://hal.archives-ouvertes.fr/hal-00104879/document
Keywords : Bessel processes, self-decomposability, ... It is well-known that a self-decomposable distribution σ is the invariant measure of ...
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https://hal.archives-ouvertes.fr/hal-00104879/document
Keywords : Bessel processes, self-decomposability, ... It is well-known that a self-decomposable distribution σ is the invariant measure of ...
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11
completely operator-selfdecomposable - Project Euclid
https://projecteuclid.org/journals/nagoya-mathematical-journal/volume-97/issue-none/Completely-operator-self-decomposable-distributions-and-operator-stable-distributions/nmj/1118787711.pdf
-semi-selfdecomposable distributions are infinitely divisible and ... A distribution on the real line is self-decomposable if and only if it is infinitely ...
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https://projecteuclid.org/journals/nagoya-mathematical-journal/volume-97/issue-none/Completely-operator-self-decomposable-distributions-and-operator-stable-distributions/nmj/1118787711.pdf
-semi-selfdecomposable distributions are infinitely divisible and ... A distribution on the real line is self-decomposable if and only if it is infinitely ...
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12
Semi-self-decomposable distributions on Z+
https://www.ism.ac.jp/editsec/aism/pdf/060_4_0901.pdf
Maejima and Naito (1998) showed that semi-self-decomposable distributions are infinitely divisible and that their Lévy measures are ...
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https://www.ism.ac.jp/editsec/aism/pdf/060_4_0901.pdf
Maejima and Naito (1998) showed that semi-self-decomposable distributions are infinitely divisible and that their Lévy measures are ...
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13
Characterizing discrete self-decomposable distributions by ...
https://www.tandfonline.com/doi/pdf/10.1080/09720502.2019.1706864
Characterizing discrete self-decomposable distributions by incorporating an integral equation for probability generating functions. Constantinos T. Artikis.
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https://www.tandfonline.com/doi/pdf/10.1080/09720502.2019.1706864
Characterizing discrete self-decomposable distributions by incorporating an integral equation for probability generating functions. Constantinos T. Artikis.
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14
univarite maximum self-decomposable distributi̇ons
https://dergipark.org.tr/en/download/article-file/1634007
for alı positive a in some öpen interval. The operation * is either multiplication or addition and tbe distribution of the co-random variable Xa depends on ...
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https://dergipark.org.tr/en/download/article-file/1634007
for alı positive a in some öpen interval. The operation * is either multiplication or addition and tbe distribution of the co-random variable Xa depends on ...
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15
Abstract - World Scientific
https://www.worldscientific.com/doi/10.1142/S0219025709003525
Secondly, we introduce nested classes between the class of free self-decomposable distributions and that of free stable distributions, characterize them and ...
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https://www.worldscientific.com/doi/10.1142/S0219025709003525
Secondly, we introduce nested classes between the class of free self-decomposable distributions and that of free stable distributions, characterize them and ...
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16
Comments on a-decomposability
https://www.dss.uniroma1.it/RePec/mtn/articoli/2008-2-7.pdf
context, discrete α-decomposable distributions are introduced and characterized by ... Finally, a self-decomposable (or class L) distribution is a.
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https://www.dss.uniroma1.it/RePec/mtn/articoli/2008-2-7.pdf
context, discrete α-decomposable distributions are introduced and characterized by ... Finally, a self-decomposable (or class L) distribution is a.
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17
remarks on the selfdecomposability and new examples
https://www.degruyter.com/document/doi/10.1515/dema-2001-0203/pdf
Introduction and notations. The class of selfdecomposable probability distributions, denoted as SD,. (known also as the class L or Levy class L ...
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https://www.degruyter.com/document/doi/10.1515/dema-2001-0203/pdf
Introduction and notations. The class of selfdecomposable probability distributions, denoted as SD,. (known also as the class L or Levy class L ...
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18
Semi-self-decomposable distributions on Z + - ResearchGate
https://www.researchgate.net/publication/23545326_Semi-self-decomposable_distributions_on_Z
We present a notion of semi-self-decomposability for distributions with support in Z +. We show that discrete semi-self-decomposable ...
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https://www.researchgate.net/publication/23545326_Semi-self-decomposable_distributions_on_Z
We present a notion of semi-self-decomposability for distributions with support in Z +. We show that discrete semi-self-decomposable ...
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19
Semi-selfdecomposable distributions and a new class of limit ...
https://search.proquest.com/openview/9ed8788cfb461209612f5d401dc6fed6/1?pq-origsite=gscholar&cbl=47326
Self-decomposable distributions are given as limits of normalized sums of independent random variables. We define semi-selfdecomposable distributions as ...
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https://search.proquest.com/openview/9ed8788cfb461209612f5d401dc6fed6/1?pq-origsite=gscholar&cbl=47326
Self-decomposable distributions are given as limits of normalized sums of independent random variables. We define semi-selfdecomposable distributions as ...
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20
Second-Order Behaviour for Self-Decomposable Distributions ...
https://ideas.repec.org/a/spr/jotpro/v35y2022i2d10.1007_s10959-021-01083-8.html
We investigate the asymptotic behaviour of the difference between the tails of a self-decomposable distribution with a two-sided regularly varying density ...
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https://ideas.repec.org/a/spr/jotpro/v35y2022i2d10.1007_s10959-021-01083-8.html
We investigate the asymptotic behaviour of the difference between the tails of a self-decomposable distribution with a two-sided regularly varying density ...
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21
Moment properties of multivariate infinitely divisible laws and ...
https://www.sciencedirect.com/science/article/pii/S0047259X09001833
24], there exist members in the class of multivariate generalized hyperbolic distributions that are not self-decomposable. Specific examples illustrating ...
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https://www.sciencedirect.com/science/article/pii/S0047259X09001833
24], there exist members in the class of multivariate generalized hyperbolic distributions that are not self-decomposable. Specific examples illustrating ...
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22
(PDF) Self-Decomposable Probability Distributions on $R^m$
https://research.amanote.com/publication/TahDAnQBKQvf0BhiceaA/self-decomposable-probability-distributions-on-rm
Self-Decomposable Probability Distributions on $R^m$ · TAN Classifiers Based on Decomposable Distributions · AdequacyModel: An R Package for Probability ...
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https://research.amanote.com/publication/TahDAnQBKQvf0BhiceaA/self-decomposable-probability-distributions-on-rm
Self-Decomposable Probability Distributions on $R^m$ · TAN Classifiers Based on Decomposable Distributions · AdequacyModel: An R Package for Probability ...
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23
A Characterization of Discrete Self-Decomposable ...
https://journals.scholarsportal.info/details/0581572x/v57i0003/337_acodsdsotdld.xml&sub=all
Alzaid (1986) characterized infinitely divisible laws among power series distributions, in terms of survival distributions. The present note is concerned with a ...
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https://journals.scholarsportal.info/details/0581572x/v57i0003/337_acodsdsotdld.xml&sub=all
Alzaid (1986) characterized infinitely divisible laws among power series distributions, in terms of survival distributions. The present note is concerned with a ...
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24
The Normal Distribution Is Freely Self-decomposable - Research
https://pure.au.dk/portal/en/publications/the-normal-distribution-is-freely-selfdecomposable(f97626e6-7247-46bc-918f-d8c95a0c4b9b).html
In this article, we prove that the (classical) normal distributions are freely self-decomposable. More generally it is established that the Askey-Wimp-Kerov ...
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https://pure.au.dk/portal/en/publications/the-normal-distribution-is-freely-selfdecomposable(f97626e6-7247-46bc-918f-d8c95a0c4b9b).html
In this article, we prove that the (classical) normal distributions are freely self-decomposable. More generally it is established that the Askey-Wimp-Kerov ...
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25
REGENERATIVE MUTATION PROCESSES RELATED TO ...
https://www.cambridge.org/core/journals/probability-in-the-engineering-and-informational-sciences/article/regenerative-mutation-processes-related-to-the-selfdecomposability-of-sibuya-distributions/6476B5741E859014D390FFC266224476
Discrete self-decomposable distributions arise as limit laws of pure-death branching processes with immigration, translating a balance ...
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https://www.cambridge.org/core/journals/probability-in-the-engineering-and-informational-sciences/article/regenerative-mutation-processes-related-to-the-selfdecomposability-of-sibuya-distributions/6476B5741E859014D390FFC266224476
Discrete self-decomposable distributions arise as limit laws of pure-death branching processes with immigration, translating a balance ...
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26
Background Driving Distribution Functions and Series ...
https://epubs.siam.org/doi/pdf/10.1137/S0040585X97T990782
The Lévy class L of self-decomposable probability distributions. (or random variables (r.v.'s), or characteristic functions) is obtained as the limit of.
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https://epubs.siam.org/doi/pdf/10.1137/S0040585X97T990782
The Lévy class L of self-decomposable probability distributions. (or random variables (r.v.'s), or characteristic functions) is obtained as the limit of.
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27
On certain self-decomposable distributions | Semantic Scholar
https://www.semanticscholar.org/paper/On-certain-self-decomposable-distributions-Shanbhag-Sreehari/f7dd60304ec2a7717b8ed7c0ecce938b714059ca
Semantic Scholar extracted view of "On certain self-decomposable distributions" by D. Shanbhag et al.
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https://www.semanticscholar.org/paper/On-certain-self-decomposable-distributions-Shanbhag-Sreehari/f7dd60304ec2a7717b8ed7c0ecce938b714059ca
Semantic Scholar extracted view of "On certain self-decomposable distributions" by D. Shanbhag et al.
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28
On the Self-Decomposability of the Half-Cauchy Distribution
https://core.ac.uk/download/pdf/81962548.pdf
distributions is the property more restrictive than the infinite divisibility. The class of self-decomposable distributions, often called class L, is.
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https://core.ac.uk/download/pdf/81962548.pdf
distributions is the property more restrictive than the infinite divisibility. The class of self-decomposable distributions, often called class L, is.
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29
The Normal distribution is freely self-decomposable - HUSCAP
https://eprints.lib.hokudai.ac.jp/dspace/handle/2115/76833
In this article, we prove that the (classical) normal distributions are freely self-decomposable. More generally it is established that the Askey-Wimp-Kerov ...
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https://eprints.lib.hokudai.ac.jp/dspace/handle/2115/76833
In this article, we prove that the (classical) normal distributions are freely self-decomposable. More generally it is established that the Askey-Wimp-Kerov ...
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30
continuity properties and infinite divisibility - Ken-iti Sato
http://ksato.jp/pdf/AOP402final.pdf
the distribution of the integral. If ξt = t is deterministic, then it is well known that μ is self-decomposable, hence is infinitely divisible as well as ...
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http://ksato.jp/pdf/AOP402final.pdf
the distribution of the integral. If ξt = t is deterministic, then it is well known that μ is self-decomposable, hence is infinitely divisible as well as ...
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31
Free self-decomposability and unimodality of the Fuss ...
https://paperswithcode.com/paper/free-self-decomposability-and-unimodality-of
We show that the Fuss-Catalan distribution μ ( p , r ) is freely self-decomposable if and only if 1 ≤ p = r ≤ 2 .
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https://paperswithcode.com/paper/free-self-decomposability-and-unimodality-of
We show that the Fuss-Catalan distribution μ ( p , r ) is freely self-decomposable if and only if 1 ≤ p = r ≤ 2 .
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32
The Normal Distribution Is Freely Self-decomposable
https://ieeexplore.ieee.org/iel7/8016802/8852981/08852988.pdf
The class of self-decomposable distributions in free probability theory was introduced by Barndorff–Nielsen and Thorbjørnsen. It constitutes a fairly large ...
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https://ieeexplore.ieee.org/iel7/8016802/8852981/08852988.pdf
The class of self-decomposable distributions in free probability theory was introduced by Barndorff–Nielsen and Thorbjørnsen. It constitutes a fairly large ...
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33
The Normal Distribution Is Freely Self-decomposable - EBSCO
https://search.ebscohost.com/login.aspx?direct=true&profile=ehost&scope=site&authtype=crawler&jrnl=10737928&AN=135886821&h=X6Qkvey%2Fc6D1vrAb0SbtW7jCqBf%2BFeFifc6iVA%2FHKEp2i5%2FqAgqNjMCE%2BfEWeaePe8G3Tnb0VKGjCGHN%2F2ky3A%3D%3D&crl=f
The class of self-decomposable distributions in free probability theory was ... Askey–Wimp–Kerov distribution μc is freely self-decomposable for any c in ...
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https://search.ebscohost.com/login.aspx?direct=true&profile=ehost&scope=site&authtype=crawler&jrnl=10737928&AN=135886821&h=X6Qkvey%2Fc6D1vrAb0SbtW7jCqBf%2BFeFifc6iVA%2FHKEp2i5%2FqAgqNjMCE%2BfEWeaePe8G3Tnb0VKGjCGHN%2F2ky3A%3D%3D&crl=f
The class of self-decomposable distributions in free probability theory was ... Askey–Wimp–Kerov distribution μc is freely self-decomposable for any c in ...
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34
Pure -Jump Lévy Processes and Self-decomposability in ...
http://www.ccsenet.org/journal/index.php/jmr/article/download/8657/7471
Self-decomposable distributions occur as limit law an Ornstein-Uhlenbeck type process associated with a background driving Lévy process.
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http://www.ccsenet.org/journal/index.php/jmr/article/download/8657/7471
Self-decomposable distributions occur as limit law an Ornstein-Uhlenbeck type process associated with a background driving Lévy process.
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35
on central limit theorems for shrunken random variables
https://www.ams.org/proc/2000-128-01/S0002-9939-99-05058-3/S0002-9939-99-05058-3.pdf
s-self-decomposable distributions. Jurek showed that s-self-decomposable distribu- tions were the limiting distributions of sums of the form.
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https://www.ams.org/proc/2000-128-01/S0002-9939-99-05058-3/S0002-9939-99-05058-3.pdf
s-self-decomposable distributions. Jurek showed that s-self-decomposable distribu- tions were the limiting distributions of sums of the form.
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36
ArchMath_019-1983-2_1.pdf - DML-CZ
https://dml.cz/bitstream/handle/10338.dmlcz/107156/ArchMath_019-1983-2_1.pdf
then y(u) «-= exp { —u $ <p(y)dy} is a self decomposable characteristic Junction (or, o of class L). Proof. Distribution functions having convex densities ...
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https://dml.cz/bitstream/handle/10338.dmlcz/107156/ArchMath_019-1983-2_1.pdf
then y(u) «-= exp { —u $ <p(y)dy} is a self decomposable characteristic Junction (or, o of class L). Proof. Distribution functions having convex densities ...
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37
Analytical properties of generalized Gaussian distributions
https://jsdajournal.springeropen.com/articles/10.1186/s40488-018-0088-5
Finally, a complete characterization of conditions under which GG random variables are infinitely divisible and self-decomposable is given.
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https://jsdajournal.springeropen.com/articles/10.1186/s40488-018-0088-5
Finally, a complete characterization of conditions under which GG random variables are infinitely divisible and self-decomposable is given.
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38
Semi-Selfdecomposable Distributions and a New Class of ...
https://www.math.keio.ac.jp/wp-content/uploads/2022/03/97004.pdf
Summary. Self-decomposable distributions are given as limits of normalized sums of independent random variables. We define semi-selfdecomposable dis-.
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https://www.math.keio.ac.jp/wp-content/uploads/2022/03/97004.pdf
Summary. Self-decomposable distributions are given as limits of normalized sums of independent random variables. We define semi-selfdecomposable dis-.
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39
Stationary solutions for integer-valued autoregressive ... - EMIS
https://www.emis.de/journals/HOA/IJMMS/Volume2005_1/861342.pdf
Any F-self-decomposable distribution can arise as the marginal distribution of a sta- tionary F-INAR(1) process. More precisely, we have the following ...
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https://www.emis.de/journals/HOA/IJMMS/Volume2005_1/861342.pdf
Any F-self-decomposable distribution can arise as the marginal distribution of a sta- tionary F-INAR(1) process. More precisely, we have the following ...
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40
Stochastic integral representations of F-selfdecomposable ...
https://digitalcommons.lsu.edu/cgi/viewcontent.cgi?article=1393&context=cosa
selfdecomposable distributions and obtain some new ones for F-semi-self- decomposable distributions. Stochastic integral representations for ...
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https://digitalcommons.lsu.edu/cgi/viewcontent.cgi?article=1393&context=cosa
selfdecomposable distributions and obtain some new ones for F-semi-self- decomposable distributions. Stochastic integral representations for ...
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41
A brief introduction to self-similar processes. - Cimat
https://www.cimat.mx/~jcpardo/ssp1.pdf
of self-decomposable distribution as Lévy processes is related to the class of infinitely divisible distributions. 3 Self-similar additive processes.
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https://www.cimat.mx/~jcpardo/ssp1.pdf
of self-decomposable distribution as Lévy processes is related to the class of infinitely divisible distributions. 3 Self-similar additive processes.
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42
REGENERATIVE MUTATION PROCESSES RELATED to the ...
https://repositorio.uchile.cl/bitstream/handle/2250/171306/item_85048872624.pdf?sequence=1&isAllowed=y
self-decomposability of Sibuya and Sibuya-related distributions. Discrete self-decomposable distributions arise as limit laws of pure-death branching ...
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https://repositorio.uchile.cl/bitstream/handle/2250/171306/item_85048872624.pdf?sequence=1&isAllowed=y
self-decomposability of Sibuya and Sibuya-related distributions. Discrete self-decomposable distributions arise as limit laws of pure-death branching ...
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43
a refined factorization of the exponential law - Cornell University
https://people.orie.cornell.edu/pp396/patie_aff.pdf
self-decomposable random variable where S(α) is a positive stable random variable of index α ∈ (0, 1). ... means identity in distribution and e = e1.
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https://people.orie.cornell.edu/pp396/patie_aff.pdf
self-decomposable random variable where S(α) is a positive stable random variable of index α ∈ (0, 1). ... means identity in distribution and e = e1.
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44
subordination and selfdecomposability - MaPhySto
http://www.maphysto.dk/publications/MPS-RR/2000/40.pdf
The class L of selfdecomposable distributions is a subclass of the class of infinitely divisible distributions. Its importance in the theory of Lévy ...
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http://www.maphysto.dk/publications/MPS-RR/2000/40.pdf
The class L of selfdecomposable distributions is a subclass of the class of infinitely divisible distributions. Its importance in the theory of Lévy ...
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45
Lévy laws in free probability - PMC - NCBI
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC139184/
The (spectral) distribution μa of a self-adjoint operator a in 𝒜 is ... (iii) ℒ(∗) is the class of self-decomposable probability measures on ℝ, i.e..
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https://www.ncbi.nlm.nih.gov/pmc/articles/PMC139184/
The (spectral) distribution μa of a self-adjoint operator a in 𝒜 is ... (iii) ℒ(∗) is the class of self-decomposable probability measures on ℝ, i.e..
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46
MULTIPLY C-DECOMPOSABLE PROBABILITY MEASkTRES ...
https://www.math.uni.wroc.pl/~pms/files/22.2/Article/22.2.17.pdf
c-decomposable distributions with the representations of Livy measure and the characteristic function corresponding to a-times self-decomposable distribu-.
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https://www.math.uni.wroc.pl/~pms/files/22.2/Article/22.2.17.pdf
c-decomposable distributions with the representations of Livy measure and the characteristic function corresponding to a-times self-decomposable distribu-.
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47
7 obraz(ów) - Biblioteka Nauki
https://bibliotekanauki.pl/articles/742525.pdf
SELF-DECOMPOSABLE PROBABILITY DISTRIBUTIONS ON R. Xnkn. Let Xnk(k = 1, 2,..., kn; n = 1, 2,...) be an array of random variables, whose values are vectors in ...
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https://bibliotekanauki.pl/articles/742525.pdf
SELF-DECOMPOSABLE PROBABILITY DISTRIBUTIONS ON R. Xnkn. Let Xnk(k = 1, 2,..., kn; n = 1, 2,...) be an array of random variables, whose values are vectors in ...
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48
A class of random matrices with infinitely divisible determinants
https://cimat.repositorioinstitucional.mx/jspui/bitstream/1008/902/1/VPA1.pdf
A random matrix W in Sm is said to have the Wishart matrix distribution Wmрn; ... strict subclass of the class of self-decomposable distributions, ...
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https://cimat.repositorioinstitucional.mx/jspui/bitstream/1008/902/1/VPA1.pdf
A random matrix W in Sm is said to have the Wishart matrix distribution Wmрn; ... strict subclass of the class of self-decomposable distributions, ...
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49
A Density Function Connected with a Non-negative Self ...
http://www.dpye.iimas.unam.mx/ramses/2004MW.pdf
The innovation random variable for a non-negative self-decomposable random variable can have a compound Poisson distribution. In this case, we provide the ...
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http://www.dpye.iimas.unam.mx/ramses/2004MW.pdf
The innovation random variable for a non-negative self-decomposable random variable can have a compound Poisson distribution. In this case, we provide the ...
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50
A note on an article by Artikis - AKJournals
https://akjournals.com/downloadpdf/journals/10473/45/1-2/article-p159.pdf?pdfJsInlineViewToken=2028160181&inlineView=true
with F as some self-decomposable distribution function on [0, ... Generally, mixtures of self-decomposable distributions are not necessarily self- .
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https://akjournals.com/downloadpdf/journals/10473/45/1-2/article-p159.pdf?pdfJsInlineViewToken=2028160181&inlineView=true
with F as some self-decomposable distribution function on [0, ... Generally, mixtures of self-decomposable distributions are not necessarily self- .
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51
Infinite Divisibility of Probability Distributions on the Real Line -
https://www.routledge.com/Infinite-Divisibility-of-Probability-Distributions-on-the-Real-Line/Steutel-Harn/p/book/9780824707248
Infinite Divisibility of Probability Distributions on the Real Line ... classes of distributions, and investigates self-decomposability and stability on the ...
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https://www.routledge.com/Infinite-Divisibility-of-Probability-Distributions-on-the-Real-Line/Steutel-Harn/p/book/9780824707248
Infinite Divisibility of Probability Distributions on the Real Line ... classes of distributions, and investigates self-decomposability and stability on the ...
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52
Stationary solutions for integer-valued autoregressive processes
http://www.kurims.kyoto-u.ac.jp/EMIS/journals/IJMMS/Volume2005_1/861342.pdf
Any F-self-decomposable distribution can arise as the marginal distribution of a sta- tionary F-INAR(1) process. More precisely, we have the ...
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http://www.kurims.kyoto-u.ac.jp/EMIS/journals/IJMMS/Volume2005_1/861342.pdf
Any F-self-decomposable distribution can arise as the marginal distribution of a sta- tionary F-INAR(1) process. More precisely, we have the ...
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53
Normal Variance-Mean Mixtures and z Distributions
https://sccn.ucsd.edu/~jason/nvmm.pdf
The property of self-decomposability is of some special statistical interest because only self-decomposable distributions can occur as the one- ...
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https://sccn.ucsd.edu/~jason/nvmm.pdf
The property of self-decomposability is of some special statistical interest because only self-decomposable distributions can occur as the one- ...
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54
Lévy Processes: Theory and Applications
https://books.google.com/books?id=ExpTdTauXMwC&pg=PA23&lpg=PA23&dq=self+decomposable+distributions&source=bl&ots=2d0B9mL07M&sig=ACfU3U2BApUa-gaP2re_1hwTZsMrlVpRhA&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQiAAhAD
Self - decomposable distributions are infinitely divisible . In the case d = 1 , u is self - decomposable if and only if it is infinitely divisible with ...
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https://books.google.com/books?id=ExpTdTauXMwC&pg=PA23&lpg=PA23&dq=self+decomposable+distributions&source=bl&ots=2d0B9mL07M&sig=ACfU3U2BApUa-gaP2re_1hwTZsMrlVpRhA&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQiAAhAD
Self - decomposable distributions are infinitely divisible . In the case d = 1 , u is self - decomposable if and only if it is infinitely divisible with ...
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55
Limit distributions for sums of shrunken random variables
https://eudml.org/doc/268380
5Chapter I. Distributions of sums or infinitesimal random variables § 1. ... 9Chapter II. s-Self-decomposable distributions § 3. Statement of the problem.
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https://eudml.org/doc/268380
5Chapter I. Distributions of sums or infinitesimal random variables § 1. ... 9Chapter II. s-Self-decomposable distributions § 3. Statement of the problem.
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56
7 obraz(ów)
http://pldml.icm.edu.pl/pldml/element/bwmeta1.element.desklight-1ca78eb5-8036-4bc1-aa4d-a8db0e81da3b/c/zm10_1_09.pdf
SELF-DECOMPOSABLE PROBABILITY DISTRIBUTIONS ON R. Xnkn. Let Xnk(k = 1, 2,..., kn; n = 1, 2,...) be an array of random variables, whose values are vectors in ...
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http://pldml.icm.edu.pl/pldml/element/bwmeta1.element.desklight-1ca78eb5-8036-4bc1-aa4d-a8db0e81da3b/c/zm10_1_09.pdf
SELF-DECOMPOSABLE PROBABILITY DISTRIBUTIONS ON R. Xnkn. Let Xnk(k = 1, 2,..., kn; n = 1, 2,...) be an array of random variables, whose values are vectors in ...
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57
Gamma-related Ornstein–Uhlenbeck processes and their ...
http://web2.ba.infn.it/~cufaro/scientific/2020_JSCS.pdf
distributions turn out to be related to the self-decomposable gamma and bilateral gamma laws, and their densities and characteristic func-.
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http://web2.ba.infn.it/~cufaro/scientific/2020_JSCS.pdf
distributions turn out to be related to the self-decomposable gamma and bilateral gamma laws, and their densities and characteristic func-.
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58
Some recent advances for limit theorems
https://www.esaim-proc.org/articles/proc/pdf/2020/02/proc206805.pdf
for infinitely divisible distributions as applications of this method in stochastic geometry, ... In particular, self-decomposable distributions are.
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https://www.esaim-proc.org/articles/proc/pdf/2020/02/proc206805.pdf
for infinitely divisible distributions as applications of this method in stochastic geometry, ... In particular, self-decomposable distributions are.
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59
Self-similar processes with independent increments ...
https://statistics.berkeley.edu/sites/default/files/tech-reports/608.ps.Z
Keywords self-decomposable distribution, self-similar additive process, in- ... two di erent representations of self-decomposable distributions in terms of.
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https://statistics.berkeley.edu/sites/default/files/tech-reports/608.ps.Z
Keywords self-decomposable distribution, self-similar additive process, in- ... two di erent representations of self-decomposable distributions in terms of.
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60
Scaling Of Student T-Distribution And Properties Of Lévy ...
https://www.ijstr.org/final-print/aug2019/Scaling-Of-Student-T-distribution-And-Properties-Of-Lvy-student-Processes.pdf
Relating student's t-distributions to the Lévy processes; the crucial role are paid the properties of infinite divisibility or self-decomposability [3], ...
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https://www.ijstr.org/final-print/aug2019/Scaling-Of-Student-T-distribution-And-Properties-Of-Lvy-student-Processes.pdf
Relating student's t-distributions to the Lévy processes; the crucial role are paid the properties of infinite divisibility or self-decomposability [3], ...
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61
ON THE INFINITE DECOMPOSABILITY OF THE GEOMETRIC ...
http://math-frac.org/Journals/EJMAA/Vol9(1)_Jan_2021/Vol9(1)_Papers/21)%20%20Vol.%209(1)%20Jan.%202021,%20pp.%20243-247..pdf
Key words and phrases. geometric distribution; infinitely decomposable; ... gamma self decomposable random variables, arXiv:1904.04160v3.
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http://math-frac.org/Journals/EJMAA/Vol9(1)_Jan_2021/Vol9(1)_Papers/21)%20%20Vol.%209(1)%20Jan.%202021,%20pp.%20243-247..pdf
Key words and phrases. geometric distribution; infinitely decomposable; ... gamma self decomposable random variables, arXiv:1904.04160v3.
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62
Exchangeability and infinite divisibility
https://www.uni-ulm.de/fileadmin/website_uni_ulm/mawi.inst.050/people/lindner/drapatz-lindner1.pdf
terms of the characteristic triplet. This is applied to stable distributions and self- decomposable distributions, and a connection to Lévy copulas is made.
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https://www.uni-ulm.de/fileadmin/website_uni_ulm/mawi.inst.050/people/lindner/drapatz-lindner1.pdf
terms of the characteristic triplet. This is applied to stable distributions and self- decomposable distributions, and a connection to Lévy copulas is made.
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63
Analytical Properties of Generalized Gaussian Distributions
https://d-nb.info/1175844985/34
Finally, a complete characterization of conditions under which GG random variables are infinitely divisible and self-decomposable is given. The fourth part of ...
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https://d-nb.info/1175844985/34
Finally, a complete characterization of conditions under which GG random variables are infinitely divisible and self-decomposable is given. The fourth part of ...
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64
SREEHARI - Google Scholar
https://scholar.google.com/citations?user=Hz08kvoAAAAJ&hl=en
On certain self-decomposable distributions. DN Shanbhag, M Sreehari. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 38 (3), 217-222, 1977.
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https://scholar.google.com/citations?user=Hz08kvoAAAAJ&hl=en
On certain self-decomposable distributions. DN Shanbhag, M Sreehari. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 38 (3), 217-222, 1977.
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65
The Variance Gamma Scaled Self-Decomposable Process in ...
https://www.ucd.ie/t4cms/wp-10-04.pdf
A self-decomposable random variable has the same distribution of as a scaled version of itself and an independent residual random variable.
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https://www.ucd.ie/t4cms/wp-10-04.pdf
A self-decomposable random variable has the same distribution of as a scaled version of itself and an independent residual random variable.
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66
Infinite Divisibility of Probability Distributions on the ...
https://books.google.com/books?id=5ddskbtvVjMC&pg=PA325&lpg=PA325&dq=self+decomposable+distributions&source=bl&ots=ldiD93buRD&sig=ACfU3U2Ax-qkzi-0ayp5z6r1M53DsjbueQ&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQiJAhAD
Contrary to the order in this chapter, the more special, stable distributions were introduced earlier than the self-decomposable ones.
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https://books.google.com/books?id=5ddskbtvVjMC&pg=PA325&lpg=PA325&dq=self+decomposable+distributions&source=bl&ots=ldiD93buRD&sig=ACfU3U2Ax-qkzi-0ayp5z6r1M53DsjbueQ&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQiJAhAD
Contrary to the order in this chapter, the more special, stable distributions were introduced earlier than the self-decomposable ones.
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67
Financial Modelling with Jump Processes
https://books.google.com/books?id=bVlieV8GBrIC&pg=PA500&lpg=PA500&dq=self+decomposable+distributions&source=bl&ots=frXqO_nwWX&sig=ACfU3U0vkIfKCBk3xWU7t5pbVFUWwKY5fg&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQiFAhAD
The class of self-decomposable distributions (also called class L) contains all distributions such that for all b>1 there exists a distribution b with where ...
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https://books.google.com/books?id=bVlieV8GBrIC&pg=PA500&lpg=PA500&dq=self+decomposable+distributions&source=bl&ots=frXqO_nwWX&sig=ACfU3U0vkIfKCBk3xWU7t5pbVFUWwKY5fg&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQiFAhAD
The class of self-decomposable distributions (also called class L) contains all distributions such that for all b>1 there exists a distribution b with where ...
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68
Strong Decomposition of Random Variables
https://faculty.wharton.upenn.edu/wp-content/uploads/2012/04/Strong.pdf
Abstract A random variable X is called strongly decomposable into (strong) com- ... metic of probability distributions deals with the representation of a ...
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https://faculty.wharton.upenn.edu/wp-content/uploads/2012/04/Strong.pdf
Abstract A random variable X is called strongly decomposable into (strong) com- ... metic of probability distributions deals with the representation of a ...
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69
GENERIC SINGULAR SPECTRUM FOR ERGODIC SCHR ...
https://authors.library.caltech.edu/23659/1/AVIdmj05.pdf
by A Avila · 2005 · Cited by 42 —
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https://authors.library.caltech.edu/23659/1/AVIdmj05.pdf
by A Avila · 2005 · Cited by 42 —
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70
Decomposition of a set of distributions in extended ... - PLOS
https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0231250
› plosone › article › journal.pone....
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https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0231250
› plosone › article › journal.pone....
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71
Chasing the pipedream? - Cape Business News
https://www.cbn.co.za/industry-news/renewable-energy-solar-power/chasing-the-pipedream/
Quite apart from the conductor and distribution infrastructure that would ... non-decomposable landfill element, even if they are somehow ...
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https://www.cbn.co.za/industry-news/renewable-energy-solar-power/chasing-the-pipedream/
Quite apart from the conductor and distribution infrastructure that would ... non-decomposable landfill element, even if they are somehow ...
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72
Lecture 31: Decomposition of distribution - YouTube
https://www.youtube.com/watch?v=DDPZPOsGNbk
Instituto de Matemática Pura e Aplicada
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https://www.youtube.com/watch?v=DDPZPOsGNbk
Instituto de Matemática Pura e Aplicada
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73
Chapter 8 Solutions - MixHost
https://vip2.mixhost.jp/Chapter_8_Solutions/fulldisplay?u=A2U5S9
The book is self-contained, requiring a low level of mathematical ... NCD (nearly completely decomposable), and reduced schemes for cases in ...
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https://vip2.mixhost.jp/Chapter_8_Solutions/fulldisplay?u=A2U5S9
The book is self-contained, requiring a low level of mathematical ... NCD (nearly completely decomposable), and reduced schemes for cases in ...
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74
Example: Analyzing the difference in distributions (video)
https://www.khanacademy.org/math/ap-statistics/random-variables-ap/combining-random-variables/v/analyzing-the-difference-in-distributions
› random-variables-ap › a...
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https://www.khanacademy.org/math/ap-statistics/random-variables-ap/combining-random-variables/v/analyzing-the-difference-in-distributions
› random-variables-ap › a...
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75
The Electrician - Volume 16 - Page 206 - Google Books Result
https://books.google.com/books?id=MRlbAAAAYAAJ&pg=PA206&lpg=PA206&dq=self+decomposable+distributions&source=bl&ots=S86fyALWUY&sig=ACfU3U0iHCCel5XMuTXcnxRvBZ77OBMXXg&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQj8ARAD
Similarly we may treat the outer region as self - contained , by making H = 0 ... The field of H is decomposable into two fields of very different surface ...
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https://books.google.com/books?id=MRlbAAAAYAAJ&pg=PA206&lpg=PA206&dq=self+decomposable+distributions&source=bl&ots=S86fyALWUY&sig=ACfU3U0iHCCel5XMuTXcnxRvBZ77OBMXXg&hl=en&sa=X&ved=2ahUKEwiSoLPl6MH7AhXcFlkFHb4qCeAQ6AF6BQj8ARAD
Similarly we may treat the outer region as self - contained , by making H = 0 ... The field of H is decomposable into two fields of very different surface ...
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