To Örebro University

oru.seÖrebro universitets publikasjoner
Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
Fourth Cumulant for the Random Sum of Random Vectors
Örebro universitet, Handelshögskolan vid Örebro Universitet. Linnaeus University, Växjö, Sweden.ORCID-id: 0000-0002-1395-9427
Lund University, Lund, Sweden.
Università degli Studi di Urbino ”Carlo Bo”, Urbino (PU), Italy.
2023 (engelsk)Inngår i: 29 th International Workshop on Matrices and Statistics, IWMS2023: BOOK OF ABSTRACTS, 2023, s. 29-29Konferansepaper, Oral presentation with published abstract (Fagfellevurdert)
Abstract [en]

The fourth cumulant for the random sum of random vectors is considered. A formula is presented for the general case when the aggregating variable is independent of the random vectors. Two important special cases are considered. In the first one, multivariate skew-normal random vectors are considered that are aggregated by a Poisson variable. The second case deals with multivariatea symmetric generalized Laplace random vectors and aggregation is made by a negative binomial variable. There is a well-established relation between asymmetric Laplace motion and negative binomial process that corresponds to the invariance principle of the random sum of random vectors for the generalized asymmetric Laplace distribution. We explore this relation and provide a multivariate continuous time version of the results.

sted, utgiver, år, opplag, sider
2023. s. 29-29
Emneord [en]
Fourth cumulant, Random sum of random vectors, Skew-normal, Laplace motion
HSV kategori
Identifikatorer
URN: urn:nbn:se:oru:diva-109097OAI: oai:DiVA.org:oru-109097DiVA, id: diva2:1806001
Konferanse
29th International Workshop on Matrices and Statistics (IWMS-2023), Linköping, Sweden, August 21–23, 2023
Tilgjengelig fra: 2023-10-19 Laget: 2023-10-19 Sist oppdatert: 2023-10-24bibliografisk kontrollert

Open Access i DiVA

Fulltekst mangler i DiVA

Person

Mazur, Stepan

Søk i DiVA

Av forfatter/redaktør
Mazur, Stepan
Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric

urn-nbn
Totalt: 54 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf