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

DOI10.1007/S11009-012-9309-4zbMATH Open1296.60024OpenAlexW1977941684MaRDI QIDQ2445487FDOQ2445487

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

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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)

Cites Work

• Random difference equations and renewal theory for products of random matrices
• Tail asymptotics under beta random scaling
• Heavy tail modeling and teletraffic data. (With discussions and rejoinder)
• DISTRIBUTIONAL CHARACTERIZATIONS THROUGH SCALING RELATIONS
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• Asymptotics and Mellin-Barnes integrals
• Mellin transforms and asymptotics: Harmonic sums
• On a Theorem of Breiman and a Class of Random Difference Equations
• Subexponentiality of the product of independent random variables
• Large deviations and ruin probabilities for solutions to stochastic recurrence equations with heavy-tailed innovations
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• The subexponentiality of products revisited
• From light tails to heavy tails through multiplier
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• The Self‐Similar and Multifractal Nature of a Network Traffic Model
• Asymptotics of random contractions
• The influence of dependence on data network models
• Data network models of burstiness
• Random Contraction and Random Dilation of Generalized Order Statistics
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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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