Thomas Simon

1. Comparing Fréchet and positive stable laws
   2013/10/07 by Thomas Simon, Simon, Thomas · 2 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Multiplicative strong unimodality for positive stable laws
   2010/02/26 by Thomas Simon, Simon, Thomas · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #60E07 #60E15 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
3. On the infinite divisibility of inverse Beta distributions
   2014/05/16 by Pierre Bosch, Thomas Simon, Bosch, Pierre +1 · 1 citation
   Mathematics · #FOS: Mathematics #Holomorphic and Operator Theory #Mathematical functions and polynomials #Probability (math.PR) #Random Matrices and Applications
4. On the limit law of the superdiffusive elephant random walk
   2024/09/10 by Hélène Guérin, Lucile Laulin, Guérin, Hélène +5 · 3 citations
   Computer Science · Mathematics · Physics and Astronomy · #05A10 #33E12 #40E05 #60E05 #60E10 #60G50 #60K35 #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
5. On the log-concavity of the Wright function
   2022/12/15 by Rui A. C. Ferreira, Ferreira, Rui A. C., Thomas Simon +1 · 2 citations
   Computer Science · Mathematics · Physics and Astronomy · #Bayesian Methods and Mixture Models #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Mathematical functions and polynomials #Probability (math.PR) #Statistical Mechanics and Entropy
6. Convolution of beta prime distribution
   2021/08/20 by Rui A. C. Ferreira, Ferreira, Rui A. C., Thomas Simon +1 · 1 citation
   Mathematics · #Advanced Mathematical Identities #Analytic Number Theory Research #Mathematics and Applications
7. Persistence for a class of order-one autoregressive processes and Mallows-Riordan polynomials
   2021/12/06 by Gerold Alsmeyer, Alsmeyer, Gerold, Alin Bostan +5 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #30C15 #60F99 #60J05 #Census and Population Estimation #Combinatorics (math.CO) #FOS: Mathematics #Financial Risk and Volatility Modeling #Primary 05C31 #Probability (math.PR) #Secondary 11B37 #Stochastic processes and statistical mechanics