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stat.AP2013
Monte Carlo for estimating exponential convolution
Ilya Gertsbakh, Eyal Neuman, Radislav Vaisman
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This c…
math.PR2013★ 2 cited
The Multifractal Nature of Volterra-Lévy Processes
Eyal Neuman
We consider the regularity of sample paths of Volterra-Lévy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}…