Scaling of the Generalized Inverse Gaussian distribution

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F21%3A00356507" target="_blank" >RIV/68407700:21340/21:00356507 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Scaling of the Generalized Inverse Gaussian distribution
Original language description
The Generalized Inverse Gaussian distribution (GIG) is frequently used in the vehicular traffic modelling. Its properties for non-negative value of parameter $alpha$ have been presented in previous research cite{VU}. The objective of this paper is to follow up discovered relations and further explore properties of GIG with the negative value of parameter $alpha$, such as normalization constant and the approximation of scaling constant. Because of the symmetric properties of Macdonald's function, many procedures from previous research can be adjusted and re-applied for GIG with negative value of $alpha$. The main output of this article is analytical derivation of the scaling condition and asymptotical expression for the scaling constant.
Czech name
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Czech description
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Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
SPMS 2020/21 Stochastic and Physical Monitoring Systems, Proceedings of the international conferences
ISBN
978-80-01-06922-6
ISSN
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e-ISSN
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Number of pages
12
Pages from-to
119-130
Publisher name
České vysoké učení technické v Praze
Place of publication
Praha
Event location
Malá Skála
Event date
Jun 24, 2021
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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