81 citations · 495 across the 57 of their papers we have counts for
4 papers · 2 filters
Berry-Esseen and Edgeworth approximations for the tail of an infinite sum of weighted gamma random variables
Mark S. Veillette, Murad S. Taqqu
Consider the sum , where are i.i.d.~gamma random variables with shape parameter , and the 's are predetermined we…
Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory
Marianne Clausel, François Roueff, Murad S. Taqqu +1
We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linea…
Technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables
Mark S. Veillette, Murad S. Taqqu
We present a method for computing the PDF and CDF of a non-negative infinitely divisible random variable . Our method uses the Lévy-Khintchine representation of the Laplace tran…
Distribution functions of Poisson random integrals: Analysis and computation
Mark S. Veillette, Murad S. Taqqu
We want to compute the cumulative distribution function of a one-dimensional Poisson stochastic integral $I(\krnl) = \displaystyle \int_0^T \krnl(s) N(ds)$, where is a Poisson…