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On the structure and probabilistic interpretation of Askey-Wilson densities and polynomials with complex parameters
Askey-Wilson densities polynomials complex parameters
2010/11/11
We give equivalent forms of Askey-Wilson (AW) polynomials expressing them with a help of Al-Salam-Chihara polynomials. After restricting parameters of AW polynomials to complex conjugate pairs we giv...
Parametric probability densities and distribution functions for Tukey g-and-h transformations and their use for fitting data
Distribution fitting Moments Monte Carlo Non-normality
2010/9/10
The family of g-and-h transformations are popular algorithms used for simulating non-normal distributions because of their simplicity and ease of execution. In general, two limitations associated with...
Asymptotic Expansions of Transition Densities for Hybrid Jump-diffusions
Markov chain jump diffusion hybrid model Poisson process asymptotic expansion
2007/12/11
A class of hybrid jump diffusions modulated by a Markovchain is considered in this work. The motivation stems frominsurance risk models, and emerging applications in productionplanning and wireless co...