A generalized Sibuya distribution.

Seminarium: 
Teoria prawdopodobieństwa i modelowanie stochastyczne
Osoba referująca: 
Tomasz J. Kozubowski (University of Nevada)
Data spotkania seminaryjnego: 
czwartek, 7. Grudzień 2017 - 12:15
Sala: 
602
Opis: 
The Sibuya distribution arises as the distribution of the waiting time for the first success in Bernoulli trials, where the probabilities of success are inversely proportional to the number of a trial. We study a generalization that can be viewed as the distribution of the excess random variable N-k given N>k, where N has the Sibuya distribution and k is an integer. We summarize basic facts regarding this distribution and provide several new results and characterizations, shedding more light on its origin and possible applications. This is joint work with K. Podgorski.