Showing 1–20 of 21 results
/ Date/ Name
Sep 5, 2011On A New Class of Tempered Stable Distributions: Moments and Regular VariationJan 25, 2016Finite sample properties of the mean occupancy counts and probabilitiesJan 29, 2012Limit Theorems For Sequences of Tempered Stable and Related DistributionsNov 8, 2020A Zero-One Law for Markov ChainsApr 15, 2019On the Simulation of General Tempered Stable Ornstein-Uhlenbeck ProcessesJun 2, 2018Rejection Sampling for Tempered Levy ProcessesJun 16, 2015Three Upsilon Transforms Related to Tempered Stable DistributionsMar 12, 2014Entropic Representation and Estimation of Diversity IndicesMar 14, 2017Domains of Attraction for Positive and Discrete Tempered Stable DistributionsMar 18, 2025Confidence Intervals Using Turing's Estimator: Simulations and ApplicationsApr 20, 2026Exact Simulation from Tempered Stable Distributions with Infinite Variation ($α\ge1$)May 16, 2020On the Transition Laws of $p$-Tempered $α$-Stable OU-ProcessesMar 1, 2022Efficient Simulation of $p$-Tempered $α$-Stable OU ProcessesDec 25, 2018On the occupancy problem for a regime switching modelJul 18, 2012Inversions of Levy Measures and the Relation Between Long and Short Time Behavior of Levy ProcessesSep 12, 2020An Exact Method For Simulating Rapidly Decreasing Tempered Stable DistributionsMay 29, 2023Representation and Simulation of Multivariate Dickman Distributions and Vervaat PerpetuitiesSep 16, 2024On Approximations of Subordinators in $L^p$ and the Simulation of Tempered Stable DistributionsJun 8, 2013A Note on the Multivariate CLT and Convergence of Levy Processes at Long and Short TimesMar 30, 2024On the Simulation of General Multivariate Gamma Distributions using Dickman Approximations