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The product of subsequent partial sums of independent, identically distributed, square integrable, positive random variables is asymptotically lognormal. The result extends in a rather routine way to… (More)

Viewing the Matsumoto–Yor property as a bivariate property with respect to the simple tree with two vertices and one edge, we extend it to a p-variate property with respect to any tree with p… (More)

Abstract. Let X1,X2,…,Xn be a random sample from a continuous distribution with the corresponding order statistics X1:n≤X2:n≤…≤Xn:n. All the distributions for which E(Xk+r: n|Xk:n)=aXk:n+b are… (More)

Abstract.We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter… (More)

- Jacek Wesołowski
- 2007

- Jacek Wesołowski
- 2002

We find the distributions in Rn for the independent random variables X and Y such that E(X|X + Y ) = a(X + Y ) and E(q(X)|X + Y ) = bq(X + Y ) where q runs through the set of all quadratic forms on… (More)