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Probabilistic proof of product formulas for Bessel functions
We write, for geometric index values, a probabilistic proof of the product formula for spherical Bessel functions. Our proof has the merit to carry over without any... -
Only the first term of some series counts
International audience -
An empirical analysis of heavy-tails behavior of financial data: The case for...
This article aims at underlying the importance of a correct modelling of the heavy-tail behavior of extreme values of financial data for an accurate risk estimation.... -
A completion simulator for the two-sided truncated normal distribution
International audience -
Representing uncertainty by possibility distributions encoding confidence ban...
For a given sample set, there are already different methods for building possibility distributions encoding the family of probability distributions that may have...
