On the use of bivariate Mellin transform in bivariate random scaling and some applications

DOI10.1007/S11009-012-9309-4MaRDI QIDQ2445487zbMATH OpenOpenAlexFDO

Authors Narayanaswamy Balakrishnan, A. Stepanov

Publication date 14 April 2014

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-012-9309-4

zbMATH Keywords

Mellin transformpoint estimatorsrandom contractionproducts of random variablesrandom dilationgeneration of random vectorspositive random vectorsproducts of random vectors

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Pseudo-random numbers; Monte Carlo methods (11K45)

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Cites work

• scientific article; zbMATH DE number 3139262 (Why is no real title available?)
• scientific article; zbMATH DE number 1161536 (Why is no real title available?)
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• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 2115800 (Why is no real title available?)
• Asymptotics and Mellin-Barnes integrals
• Asymptotics of random contractions
• DISTRIBUTIONAL CHARACTERIZATIONS THROUGH SCALING RELATIONS
• Data network models of burstiness
• Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
• From light tails to heavy tails through multiplier
• Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
• Mellin transforms and asymptotics: Harmonic sums
• On a Theorem of Breiman and a Class of Random Difference Equations
• Random Contraction and Random Dilation of Generalized Order Statistics
• Random difference equations and renewal theory for products of random matrices
• Subexponentiality of the product of independent random variables
• Tail asymptotics under beta random scaling
• The Self‐Similar and Multifractal Nature of a Network Traffic Model
• The influence of dependence on data network models
• The subexponentiality of products revisited

Cited in

(4)

• Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\)
• Random translation, dilation and contraction of order statistics
• Short hyperuniform random walks
• A numerical inversion of the bivariate characteristic function

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