A Note on Electrical Networks and the Inverse Gaussian Distribution

DOI10.2307/1427579MaRDI QIDQ4287969zbMATHOpenAlexFDO

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

random graphinverse Gaussian distributionKirchhoff's lawsrandom electrical network

Mathematics Subject Classification ID

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

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Cited in

(16)

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

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