Results 21 to 30 of about 3,092 (108)
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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Rate of convergence of uniform transport processes to a Brownian sheet
Open Mathematics, 2020 We give the rate of convergence to a Brownian sheet from a family of processes constructed starting from a set of independent standard Poisson processes.
Rovira Carles
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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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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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Gaussian Assignment Process [PDF]
arXiv, 2021 We define Gaussian assignment process, determine the asymptotic behavior of its maximum's expectation and suggest an explicit strategy that attains the corresponding asymptotics.
arxiv