Publikation: Zeitschriftenartikel

The class of (p,q)-spherical distributions with an extension of the sector and circle number functions

Grunddaten
Abstract
Autoren
Einrichtung

Grunddaten

Titel	The class of (p,q)-spherical distributions with an extension of the sector and circle number functions
Veröffentlicht in	Risks : open access journal, ISSN 2227-9091, ZDB-ID 2704357-5. - Basel : MDPI
Erscheinungsjahr	2017
Band	5
Heft-Nr.	3
Jahr	2017
Publikationsform	Elektronische Ressource
Publikationsart	Zeitschriftenartikel
Sprache	Englisch
DOI	10.3390/risks5030040
Letzte Änderung	14.08.2018 18:07:34
Bearbeitungsstatus	durch UB Rostock abschließend validiert
Dauerhafte URL	http://purl.uni-rostock.de/fodb/pub/57379
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Abstract

For evaluating the probabilities of arbitrary random events with respect to a given multivariate probability distribution, specific techniques are of great interest. An important two-dimensional high risk limit law is the Gauss-exponential distribution whose probabilities can be dealt with based on the Gauss-Laplace law. The latter will be considered here as an element of the newly-introduced family of (p,q) -spherical distributions. Based on a suitably-defined non-Euclidean arc-length measure on (p,q) -circles, we prove geometric and stochastic representations of these distributions and correspondingly distributed random vectors, respectively. These representations allow dealing with the new probability measures similarly to with elliptically-contoured distributions and more general homogeneous star-shaped ones. This is demonstrated by the generalization of the Box-Muller simulation method. In passing, we prove an extension of the sector and circle number functions.

Autor

Richter, Wolf-Dieter

Einrichtung

MNF/Institut für Mathematik (IfMA)