Results 11 to 20 of about 145 (61)
Higher-order expansions for distributions of extremes from general error distribution
Journal of Inequalities and Applications, 2014 In this short note, with optimal normalizing constants, the higher-order expansion for a distribution of normalized partial maximum from the general error distribution is derived, by which one deduces the associate convergence rate of the distribution of
Pu Jia, Tingting Li
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Convergence rate of extremes from Maxwell sample
Journal of Inequalities and Applications, 2013 For the partial maximum from a sequence of independent and identically distributed random variables with Maxwell distribution, we establish the uniform convergence rate of its distribution to the extreme value distribution.MSC:62E20, 60E05, 60F15, 60G15.
Chuandi Liu, Baogen Liu
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Acta Universitatis Sapientiae: Mathematica, 2020 The main objective of this paper is to investigate the problem of estimating the trend function St = S(xt) for process satisfying stochastic differential equations of the type dXt=S(Xt)dt+εdBtH,K, X0=x0, 0≤t≤T,{\rm{d}}{{\rm{X}}_{\rm{t}}} = {\rm{S}}\left(
Keddi Abdelmalik +2 more
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Forum of Mathematics, Pi, 2020 We determine the order of magnitude of $\mathbb{E}|\sum _{n\leqslant x}f(n)|^{2q}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, and $0\leqslant q\leqslant 1$.
ADAM J. HARPER
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Domination of sample maxima and related extremal dependence measures
Dependence Modeling, 2018 For a given d-dimensional distribution function (df) H we introduce the class of dependence measures μ(H, Q) = −E{n H(Z1, . . . , Zd)}, where the random vector (Z1, . . . , Zd) has df Q which has the same marginal dfs as H. If both H and Q are max-stable
Hashorva Enkelejd
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Properties of Local Nondeterminism of Gaussian and Stable Random Fields and Their Applications
, 2006 In this survey, we flrst review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random flelds. Then we give su‐cient conditions for Gaussian random flelds with stationary increments to be strongly locally ...
Yimin Xiao
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A note on stability of SPDEs driven by α-stable noises
Advances in Differential Equations, 2014 In this paper, by the Minkovski inequality and the semigroup method we discuss the stability of mild solutions for a class of SPDEs driven by α-stable noise, and the methods are also generalized to deal with the stability of SPDEs driven by subordinated ...
Jiying Wang, Yulei Rao
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On the distribution of Brownian areas
, 1996 We nd the distribution of the areas under the positive parts of a Brownian motion process and a Brownian bridge process, and compare these distributions with the corresponding areas for the absolute values of these processes.
M. Perman, J. Wellner
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Infinite secret sharing – Examples
Journal of Mathematical Cryptology, 2014 The motivation for extending secret sharing schemes to cases when either the set of players is infinite or the domain from which the secret and/or the shares are drawn is infinite or both, is similar to the case when switching to abstract probability ...
Dibert Alexander, Csirmaz László
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Journal of Inequalities and Applications, 2013 In this paper, using the recent results on Stein’s method combining with Malliavin calculus and the almost sure central limit theorem for sequences of functionals of general Gaussian fields developed by Nourdin and Peccati, we derive the explicit bounds ...
Guangjun Shen, Litan Yan, Jing Cui
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