{"title":"On an extrapolation problem for characteristic functions","authors":"S. Norvidas","doi":"10.1007/s10986-020-09485-7","DOIUrl":"https://doi.org/10.1007/s10986-020-09485-7","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141201970","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On an extrapolation problem for characteristic functions","authors":"S. Norvidas","doi":"10.1007/s10986-020-09485-7","DOIUrl":"https://doi.org/10.1007/s10986-020-09485-7","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141201974","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables","authors":"J. Sunklodas","doi":"10.1007/s10986-020-09483-9","DOIUrl":"https://doi.org/10.1007/s10986-020-09483-9","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141204012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the rate of convergence in the global central limit theorem for random sums of uniformly strong mixing random variables","authors":"J. Sunklodas","doi":"10.1007/s10986-020-09483-9","DOIUrl":"https://doi.org/10.1007/s10986-020-09483-9","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141204290","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the long tail property of product convolution","authors":"Zhaolei Cui, Yuebao Wang","doi":"10.1007/s10986-020-09482-w","DOIUrl":"https://doi.org/10.1007/s10986-020-09482-w","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141204531","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Correction to: On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of 𝓂-dependent random variables","authors":"T. Hung, P. Kien","doi":"10.1007/s10986-020-09486-6","DOIUrl":"https://doi.org/10.1007/s10986-020-09486-6","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141218362","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Correction to: On the rates of convergence in weak limit theorems for geometric random sums of the strictly stationary sequence of 𝓂-dependent random variables","authors":"T. Hung, P. Kien","doi":"10.1007/s10986-020-09486-6","DOIUrl":"https://doi.org/10.1007/s10986-020-09486-6","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2020-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141217321","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Density of generalized Verhulst process and Bessel process with constant drift","authors":"Zhenyu Cui, D. Nguyen","doi":"10.2139/ssrn.2759884","DOIUrl":"https://doi.org/10.2139/ssrn.2759884","url":null,"abstract":"In this paper, we derive exact closed-form density functions of the generalized Verhulst process and the Bessel process with constant drift, which have applications in mathematical biology and queueing theory. We propose a generic probabilistic method for deriving exact closed-form density functions for these two diffusion processes based on a novel application of the exponential measure change in [T. Hurd and A. Kuznetsov, Explicit formulas for Laplace transforms of stochastic integrals, Markov Process. Relat. Fields, 14(2):277–290, 2008], together with formulae in [A. Borodin and P. Salminen, Handbook of Brownian Motion – Facts and Formulae, Birkhäuser, Basel, 2015]. Our study generalizes several known results in the literature.","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":null,"pages":null},"PeriodicalIF":0.4,"publicationDate":"2016-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"68298273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}