We consider the uncovered set (i.e. the complement of the union of growing random intervals) in the one-dimensional Johnson-Mehl model. Let S(z, L) be the number of components of this set at time z > ...

This is a preview. Log in through your library . Abstract Let $\{X_{n,j}: j = 1, \cdots, n, n \geqslant 1\}$ be an array of nonnegative random variables in which each row forms a (finite) stationary ...

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The Poisson distribution is a discrete probability distribution. It gives the probability of a certain number of events occurring during a fixed interval. This web calculator allows users to specify ...

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