Brain activities often follow an exponential family of distributions. The exponential distribution is the maximum entropy distribution of continuous random variables in the presence of a mean. The ...
Department of Applied Mathematics, Faculty of Sciences, Lebanese University, Zahle, Lebanon. Department of Mathematics, Faculty of Sciences, Beirut Arab University, Beirut, Lebanon. School of ...
Abstract: In order to evaluate exactly the performance of some diversity schemes, the probability density function (pdf) of a sum of independent exponential random variables (r.v.'s) must be known.
The aim of this paper is to investigate discrete approximations of the exponential functional of Brownian motion (which plays an important role in Asian options of financial mathematics) with the help ...
Abstract: In this correspondence, we give a sufficient condition for the exponential decay of the tail probability of a nonnegative random variable. We consider the Laplace-Stieltjes transform of the ...