A new construction of the Gaussian distribution is introduced and proven. The procedure consists of using fractal interpolating functions, with graphs having increasing fractal dimensions, to ...

The subject of this work is a study of four properties of an isotropic Gaussian process on an infinite dimensional sphere in Hilbert space. The process is deterministic in the sense that its values on ...

Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population’s growth rate is typically ...

Having seen Bayesian field theoretical models working for Gaussian prior factors we will study in this section the slightly more complex prior mixture models. Prior mixture models are an especially ...

It may be misleading to estimate value-at-risk (VAR) or other risk measures assuming normally distributed innovations in a model for a heteroscedastic financial return series. Using the t-distribution ...