Randomly stopped maximum and maximum of sums with consistently varying distributions
, 2017 Let $\{\xi_1,\xi_2,\ldots\}$ be a sequence of independent random variables, and $\eta$ be a counting random variable independent of this sequence. In addition, let $S_0:=0$ and $S_n:=\xi_1+\xi_2+\cdots+\xi_n$ for $n\geqslant1$. We consider conditions for
Andrulytė, Ieva Marija +2 more
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Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives [PDF]
, 2006 2000 Mathematics Subject Classification: 62G07, 60F10.In this paper we prove large and moderate deviations principles for the recursive kernel estimator of a probability density function and its partial derivatives.
Baba, Thiam +2 more
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Behavior of the empirical Wasserstein distance in R^d under moment conditions
, 2018 We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p $\in$ [1, $\infty$) between the empirical measure of independent and identically distributed R d-valued random variables and the ...
Dedecker, Jérôme, Merlevède, Florence
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A Distribution Function Arising in Computational Biology
, 2000 Karlin and Altschul in their statistical analysis for multiple high-scoring segments in molecular sequences introduced a distribution function which gives the probability there are at least r distinct and consistently ordered segment pairs all with score
Tracy, Craig A., Widom, Harold
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, 2007 The present paper provides an overview of results obtained in four recent papers by the authors. These papers address the problem of intermittency for the Parabolic Anderson Model in a \emph{time-dependent random medium}, describing the evolution of a ...
Gaertner, J. +2 more
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Rates of convergence for Renyi entropy in extreme value theory
, 2014 Max stable laws are limit laws of linearly normalized partial maxima of independent identically distributed random variables. Saeb (2014) proves that the Renyi entropy of order b (b > 1) of linear normalized maximum of iid random variables with ...
Saeb, Ali
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, 2005 In this paper, we are interested in some questions of Greven and den Hollander about the rate function $I\_{\eta}^q$ of quenched large deviations for random walk in random environment. By studying the hitting times of RWRE, we prove that in the recurrent
Devulder, Alexis
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Finite automata, probabilistic method, and occurrence enumeration of a pattern in words and permutations. [PDF]
SIAM J Discret Math, 2020 Mansour T, Rastegar R, Roitershtein A.
europepmc +1 more source
Precise large deviations for widely orthant dependent random variables with different distributions. [PDF]
J Inequal Appl, 2018 Gao M, Wang K, Chen L.
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Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. [PDF]
J Inequal Appl, 2017 Zhang S, Wang D, Yu S.
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