Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution

2000 Mathematics Subject Classification: 62H10.

Study of Queuing Systems with a Generalized Departure Process

This work was supported by the Bulgarian National Science Fund under grant BY-TH-105/2005.

Application of the Multivariate Prediction Method to Time Series

* This work was financially supported by RFBR-04-01-00858.

Some Marginal Densities of the Wishart Distribution

Евелина Илиева Велева - Разпределението на Уишарт се среща в практиката като разпределението на извадъчната ковариационна матрица за наблюдения над многомерно нормално разпределение. Изведени са някои маргинални плътности, получени чрез интегриране на плътността на Уишарт разпределението. Доказани са необходими и достатъчни условия за положителна определеност на една матрица, които дават нужните граници за интегрирането.

Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

Generalized Priority Systems. Analytical Results and Numerical Algorithms

A class of priority systems with non-zero switching times, referred as generalized priority systems, is considered. Analytical results regarding the distribution of busy periods, queue lengths and various auxiliary characteristics are presented. These results can be viewed as generalizations of the Kendall functional equation and the Pollaczek-Khintchin transform equation, respectively. Numerical algorithms for systems’ busy periods and traffic coefficients are developed. ACM Computing Classification System (1998): 60K25.

A Generalized Quasi-Likelihood Estimator for Nonstationary Stochastic Processes−Asymptotic Properties and Examples

2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.

On Generalized Models and Singular Products of Distributions in Colombeau Algebra G(R)

MSC 2010: 46F30, 46F10

Bayesian and Frequentist Two-Sample Predictions of the Inverse Weibull Model Based on Generalized Order Statistics

2000 Mathematics Subject Classification: 62E16,62F15, 62H12, 62M20.