Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09601-3
Danijel Krizmanić
{"title":"A functional limit theorem for self-normalized linear processes with random coefficients and i.i.d. heavy-tailed innovations","authors":"Danijel Krizmanić","doi":"10.1007/s10986-023-09601-3","DOIUrl":"https://doi.org/10.1007/s10986-023-09601-3","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"63 1","pages":"305 - 336"},"PeriodicalIF":0.4,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42842797","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}
Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09602-2
B. Jasiulis-Gołdyn, Alicja Lechańska, Jolanta KrystynaMisiewicz
{"title":"Cramér–Lundberg model for some classes of extremal Markov sequences","authors":"B. Jasiulis-Gołdyn, Alicja Lechańska, Jolanta KrystynaMisiewicz","doi":"10.1007/s10986-023-09602-2","DOIUrl":"https://doi.org/10.1007/s10986-023-09602-2","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"63 1","pages":"272 - 290"},"PeriodicalIF":0.4,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48818112","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}
Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09607-x
Zbigniew J. Jurek
Abstract In the probability theory, selfdecomposable or class L 0 distributions play an important role as they are limit distributions of normalized partial sums of sequences of independent, not necessarily identically distributed, random variables. The class L 0 is quite large and includes many known classical distributions. For this note, the most important feature of the selfdecomposable variables are their random integral representation with respect to a Lévy process. From those random integral representations we get the equality of logarithms of some characteristic functions. These allow us to get formulas for some definite integrals; some of them were previously unknown, and some are rarely quoted in popular tables of integrals and series.
{"title":"Some definite integrals arising from selfdecomposable characteristic functions","authors":"Zbigniew J. Jurek","doi":"10.1007/s10986-023-09607-x","DOIUrl":"https://doi.org/10.1007/s10986-023-09607-x","url":null,"abstract":"Abstract In the probability theory, selfdecomposable or class L 0 distributions play an important role as they are limit distributions of normalized partial sums of sequences of independent, not necessarily identically distributed, random variables. The class L 0 is quite large and includes many known classical distributions. For this note, the most important feature of the selfdecomposable variables are their random integral representation with respect to a Lévy process. From those random integral representations we get the equality of logarithms of some characteristic functions. These allow us to get formulas for some definite integrals; some of them were previously unknown, and some are rarely quoted in popular tables of integrals and series.","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"60 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135805387","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}
Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09604-0
A. Alahmadi, O. Klurman, F. Luca, H. Shoaib
{"title":"On the arguments of the roots of the generalized Fibonacci polynomial","authors":"A. Alahmadi, O. Klurman, F. Luca, H. Shoaib","doi":"10.1007/s10986-023-09604-0","DOIUrl":"https://doi.org/10.1007/s10986-023-09604-0","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"63 1","pages":"249 - 253"},"PeriodicalIF":0.4,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42730345","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}
Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09606-y
Mantas Dirma, Neda Nakliuda, J. Šiaulys
{"title":"Generalized moments of sums with heavy-tailed random summands","authors":"Mantas Dirma, Neda Nakliuda, J. Šiaulys","doi":"10.1007/s10986-023-09606-y","DOIUrl":"https://doi.org/10.1007/s10986-023-09606-y","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"63 1","pages":"254 - 271"},"PeriodicalIF":0.4,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42647852","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}
Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09608-w
Yayoi Nakamura, Yoshitaka Sasaki
{"title":"Evaluation of functional relation formula for the Clausen and Glaisher functions and multiple L-values","authors":"Yayoi Nakamura, Yoshitaka Sasaki","doi":"10.1007/s10986-023-09608-w","DOIUrl":"https://doi.org/10.1007/s10986-023-09608-w","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135806166","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}
Pub Date : 2023-07-01DOI: 10.1007/s10986-023-09605-z
Yingqiu Li, Yushao Wei, Yangli Hu
{"title":"Joint occupation times in an infinite interval for spectrally negative Lévy processes on the last exit time","authors":"Yingqiu Li, Yushao Wei, Yangli Hu","doi":"10.1007/s10986-023-09605-z","DOIUrl":"https://doi.org/10.1007/s10986-023-09605-z","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"63 1","pages":"367 - 381"},"PeriodicalIF":0.4,"publicationDate":"2023-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45296762","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}
Pub Date : 2023-04-01DOI: 10.1007/s10986-023-09591-2
Assen Tchorbadjieff, Penka Mayster
{"title":"Wright function in the solution to the Kolmogorov equation of the Markov branching process with geometric reproduction of particles*","authors":"Assen Tchorbadjieff, Penka Mayster","doi":"10.1007/s10986-023-09591-2","DOIUrl":"https://doi.org/10.1007/s10986-023-09591-2","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"1 1","pages":"1-18"},"PeriodicalIF":0.4,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46227918","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}
Pub Date : 2023-04-01DOI: 10.1007/s10986-023-09592-1
T. Krajka
{"title":"Almost sure central limit theorems for the maxima of randomly chosen random variables","authors":"T. Krajka","doi":"10.1007/s10986-023-09592-1","DOIUrl":"https://doi.org/10.1007/s10986-023-09592-1","url":null,"abstract":"","PeriodicalId":51108,"journal":{"name":"Lithuanian Mathematical Journal","volume":"1 1","pages":"1-13"},"PeriodicalIF":0.4,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44709625","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}