Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Shanbhag, D. N."
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Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability
Sapatinas, Theofanis; Shanbhag, D. N. (2010)Ramachandran (1969) [9, Theorem 8] has shown that for any univariate infinitely divisible distribution and any positive real number α, an absolute moment of order α relative to the distribution exists (as a finite number) ...
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Article
Some new approaches to infinite divisibility
Sapatinas, Theofanis; Shanbhag, D. N.; Gupta, A. K. (2011)Using an approach based, amongst other things, on Proposition 1 of Kaluza (1928), Goldie (1967) and, using a different approach based especially on zeros of polynomials, Steutel (1967) have proved that each nondegenerate ...
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Some properties of extreme stable laws and related infinitely divisible random variables
Radhakrishna Rao, C.; Shanbhag, D. N.; Sapatinas, Theofanis; Bhaskara Rao, M. (2009)In the course of studying the moment sequence { nn : n = 0, 1, ... }, Eaton et al. [1971. On extreme stable laws and some applications. J. Appl. Probab. 8, 794-801] have shown that this sequence, which is, indeed, the ...