523 citations
- Heriot-Watt UniversityGB6 papers
- Institute of Theoretical PhysicsCN6 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- Leibniz University HannoverDE4 papers
- University of StrathclydeGB3 papers
- Astronomical Observatory of CapodimonteIT2 papers
- Center for Physical Sciences and TechnologyLT2 papers
- École Normale Supérieure - PSLFR2 papers
- École Polytechnique Fédérale de LausanneCH2 papers
- Konkoly ObservatoryHU2 papers
- Korea Astronomy and Space Science InstituteKR2 papers
- KU LeuvenBE2 papers
Showing 2010 · math.STShow all
2 papers · 2 filters
math.ST2010★ 15 cited
Compound Poisson and signed compound Poisson approximations to the Markov binomial law
V. Čekanavičius, P. Vellaisamy
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained…
math.ST2010★ 20 cited
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
Thomas Mikosch, Alfredas Račkauskas
In this paper, we deal with the asymptotic distribution of the maximum increment of a random walk with a regularly varying jump size distribution. This problem is motivated by a lo…