The variance-gamma distribution: A review
A Fischer, RE Gaunt, A Sarantsev - arxiv preprint arxiv:2303.05615, 2023 - arxiv.org
The variance-gamma (VG) distributions form a four-parameter family which includes as
special and limiting cases the normal, gamma and Laplace distributions. Some of the …
special and limiting cases the normal, gamma and Laplace distributions. Some of the …
AR (1) time series with autoregressive gamma variance for road topography modeling
A non-Gaussian time series with a generalized Laplace marginal distribution is used to
model road topography. The model encompasses variability exhibited by a Gaussian AR (1) …
model road topography. The model encompasses variability exhibited by a Gaussian AR (1) …
Effective persistency evaluation via exact excursion distributions for random processes and fields
Finding the probability that a stochastic system stays in a certain region of its state space
over a specified time—a long-standing problem both in computational physics and in …
over a specified time—a long-standing problem both in computational physics and in …
On the finiteness of the moments of the measure of level sets of random fields
General conditions on smooth real valued random processes and fields are given to ensure
the finiteness of the moments of the measure of their level sets. As a by product, a new …
the finiteness of the moments of the measure of their level sets. As a by product, a new …
On the finiteness of the moments of the measure of level sets of random fields
General conditions on smooth real valued random fields are given that ensure the finiteness
of the moments of the measure of their level sets. As a by product a new generalized Kac …
of the moments of the measure of their level sets. As a by product a new generalized Kac …
Effective probability distribution approximation for the reconstruction of missing data
Spatially distributed processes can be modeled as random fields. The complex spatial
dependence is then incorporated in the joint probability density function. Knowledge of the …
dependence is then incorporated in the joint probability density function. Knowledge of the …
Spatial Reconstruction of Precipitation Fields Using the Effective Distribution Methodology with Compound Poisson Gamma Marginals
A Baxevani, C Andreou, D Hristopulos - Available at SSRN 4917670 - papers.ssrn.com
Modeling daily precipitation remains a challenge due to the intermittent, non-Gaussian, and
spatially dependent structure of the process. We propose a novel stochastic spatial …
spatially dependent structure of the process. We propose a novel stochastic spatial …
Signals Featuring Harmonics With Random Frequencies–Spectral, Distributional and Ergodic Properties
An interesting class of non-Gaussian stationary processes is obtained when in the
harmonics of a signal with random amplitudes and phases, one allows also for frequencies …
harmonics of a signal with random amplitudes and phases, one allows also for frequencies …
Time‐change models for asymmetric processes
Many records in environmental sciences exhibit asymmetric trajectories. The physical
mechanisms behind these records may lead for example to sample paths with different …
mechanisms behind these records may lead for example to sample paths with different …
Random spectral measure for non Gaussian moving averages
We study the distribution of phases and amplitudes for the spectral representation of
weighted moving averages of a general noise measure. The simple independent structure …
weighted moving averages of a general noise measure. The simple independent structure …