A Note on Electrical Networks and the Inverse Gaussian Distribution

DOI10.2307/1427579MaRDI QIDQ4287969zbMATH OpenOpenAlexFDO

Authors Ole E. Barndorff-Nielsen

Publication date 14 July 1994

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427579

zbMATH Keywords

inverse Gaussian distributionKirchhoff's lawsrandom electrical networkrandom graph

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Geometric probability and stochastic geometry (60D05) Distribution theory (60E99) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Statistical distribution theory (62E99)

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Cited in

(19)

• An actuarial approach to option pricing under the physical measure and without market assumptions
• On mixed exponential processes and martingales
• Inifinite trees and inverse Gaussian random variables
• Stein's method in two limit theorems involving the generalized inverse Gaussian distribution
• Effective resistance of random trees
• A link between the Matsumoto-Yor property and an independence property on trees
• Shared frailty models based on reversed hazard rate for modified inverse Weibull distribution as baseline distribution
• Exact Distributional Results for Random Resistance Trees
• Moments of nonparametric probability density functions of entropy estimators applied to testing the inverse Gaussian distribution
• Correlated inverse Gaussian frailty models for bivariate survival data
• An efficient correction to the density-based empirical likelihood ratio goodness-of-fit test for the inverse Gaussian distribution
• Monte Carlo comparison of goodness-of-fit tests for the inverse Gaussian distribution based on empirical distribution function
• An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions
• Varentropy estimators applied to test of fit for inverse Gaussian distribution
• On the power of Gini index-based goodness-of-fit test for the inverse Gaussian distribution
• A new goodness-of-fit test for the inverse Gaussian distribution
• A powerful goodness-of-fit test for the inverse Gaussian distribution
• Stock returns and hyperbolic distributions
• A testable version of the Pareto-Stable CAPM

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