Showing 1 - 4 of 4
We develop a general probabilistic approach that enables one to get sharp estimates for the almost-sure short-term behavior of hierarchically structured branching-diffusion processes. This approach involves the thorough investigation of the cluster structure and the derivation of some...
Persistent link: https://www.econbiz.de/10008873173
We obtain exact almost-sure estimates for the short-time propagation of the closed support of (2, d, [beta])-superprocesses. Upper estimates are derived by solving a certain singular non-linear evolution equation, whereas lower estimates are obtained by the use of the branching-particle-system...
Persistent link: https://www.econbiz.de/10008874166
We delineate a connection of Kendall-Ressel and related laws with the lower real branch of Lambert W function. A characterization of the canonical member of Kendall-Ressel class is found. The Letac-Mora interpretation of the reciprocity of two specific NEFs is extended by considering two related...
Persistent link: https://www.econbiz.de/10009143311
We investigate two related classes of Poisson mixtures which comprise exponential dispersion models. The first one is constructed starting from a law related to Bachelier's work. Certain members of this model emerge in the gambler's ruin problem. The other model is comprised of the distributions...
Persistent link: https://www.econbiz.de/10005319391