Results 51 to 60 of about 85,692 (163)
AxiomsThe Haezendonck–Goovaerts (HG) risk measure defined on Orlicz spaces via the so-called normalised Young function is a direct generalisation of the Expected Shortfall risk measure.
Jonas Šiaulys +3 more
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The Scientific World Journal, 2015 I present a parametric, bijective transformation to generate heavy tail versions of arbitrary random variables. The tail behavior of this heavy tail Lambert W × FX random variable depends on a tail parameter δ≥0: for δ=0, Y≡X, for δ>0 Y has heavier ...
Georg M. Goerg
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Polynomial tails of additive-type recursions [PDF]
Discrete Mathematics & Theoretical Computer Science, 2008 Polynomial bounds and tail estimates are derived for additive random recursive sequences, which typically arise as functionals of recursive structures, of random trees, or in recursive algorithms.
Eva-Maria Schopp
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Tail behavior of negatively associated heavy-tailed sums [PDF]
Journal of Applied Probability, 2006 Consider a sequence {Xk, k ≥ 1} of random variables on (−∞, ∞). Results on the asymptotic tail probabilities of the quantities , and S(n) = max0 ≤ k ≤ nSk, with X0 = 0 and n ≥ 1, are well known in the case where the random variables are independent with a heavy-tailed (subexponential) distribution.
Geluk, J, Ng, KW
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The Spectrum of Heavy Tailed Random Matrices [PDF]
Communications in Mathematical Physics, 2007 Let $X_N$ be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law $P$ of the entries has a finite second moment, it was shown by Wigner \cite{wigner} that the empirical distribution of the eigenvalues of $X_N$, once renormalized by $\sqrt{N}$, converges almost surely and in expectation to the so-called semicircular ...
Ben Arous, Gerard, Guionnet, Alice
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Improvements in the Estimation of a Heavy Tail
Revstat Statistical Journal, 2006 In this paper, and in a context of regularly varying tails, we suggest new tail index estimators, which provide interesting alternatives to the classical Hill estimator of the tail index γ.
Orlando Oliveira +2 more
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The fundamentals of heavy-tails [PDF]
ACM SIGMETRICS Performance Evaluation Review, 2013 Heavy-tails are a continual source of excitement and confusion across disciplines as they are repeatedly "discovered" in new contexts. This is especially true within computer systems, where heavy-tails seemingly pop up everywhere -- from degree distributions in the internet and social networks to file sizes and interarrival times of workloads. However,
Nair, Jayakrishnan +2 more
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The C-terminal amino acid of the MHC-I heavy chain is critical for binding to Derlin-1 in human cytomegalovirus US11-induced MHC-I degradation. [PDF]
PLoS ONE, 2013 Derlin-1 plays a critical role in endoplasmic reticulum-associated protein degradation (ERAD) of a particular subset of proteins. Although it is generally accepted that Derlin-1 mediates the export of ERAD substrates from the ER to the cytosol, little is
Sunglim Cho +3 more
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The Random Effect Transformation for Three Regularity Classes
MathematicsWe continue the analysis of the influence of the random effect transformation on the regularity of distribution functions. The paper considers three regularity classes: heavy-tailed distributions, distributions with consistently varying tails, and ...
Jonas Šiaulys +2 more
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A Note on Second Order Conditions in Extreme Value Theory: Linking General and Heavy Tail Conditions
Revstat Statistical Journal, 2007 Second order conditions ruling the rate of convergence in any first order condition involving regular variation and assuring a unified extreme value limiting distribution function for the sequence of maximum values, linearly normalized, have appeared in
M. Isabel Fraga Alves +3 more
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