Uniform large and moderate deviations for functional empirical processes
For {Xi}i >= 1 a sequence of i.i.d. random variables taking values in a Polish space [Sigma] with distribution [mu], we obtain large and moderate deviation principles for the processes {n-1 [Sigma][nt]i = 1 [delta]Xi; t >= 0}n >= 1 and {n-1/2 [Sigma][nt ...
Zajic, Tim, Dembo, Amir
core
Error bounds for linear complementarity problems of weakly chained diagonally dominant B-matrices. [PDF]
Wang F.
europepmc +1 more source
An improved error bound for linear complementarity problems for B-matrices. [PDF]
Gao L, Li C.
europepmc +1 more source
General Bahr-Esseen inequalities and their applications. [PDF]
Fazekas I, Pecsora S.
europepmc +1 more source
A bivariate Lévy process with negative binomial and gamma marginals
The joint distribution of X and N, where N has a geometric distribution and X is the sum of N IID exponential variables (independent of N), is infinitely divisible.
Kozubowski, Tomasz J. +2 more
core
Uniform asymptotics for ruin probabilities in a two-dimensional nonstandard renewal risk model with stochastic returns. [PDF]
Dong Y, Wang D.
europepmc +1 more source
On bounds in Poisson approximation for distributions of independent negative-binomial distributed random variables. [PDF]
Hung TL, Giang le T.
europepmc +1 more source
Weak convergence of stochastic integrals on Skorokhod space in Skorokhod's J 1 and M 1 topologies. [PDF]
Søjmark A, Wunderlich F.
europepmc +1 more source
A characterization of Chover-type law of iterated logarithm. [PDF]
Li D, Chen P.
europepmc +1 more source
Some Open Questions About the Anisotropic Random Walks. [PDF]
Csáki E, Földes A.
europepmc +1 more source

