Results 1 to 10 of about 1,719,049 (133)
Models with hidden regular variation: Generation and detection
Stochastic Systems, 2015 We review the notions of multivariate regular variation (MRV) and hidden regular variation (HRV) for distributions of random vectors and then discuss methods for generating models exhibiting both properties concentrating on the non-negative orthant in ...
Bikramjit Das, Sidney Ira Resnick
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A Seneta's Conjecture and the Williamson Transform [PDF]
Sahand Communications in Mathematical Analysis, 2023 Considering slowly varying functions (SVF), %Seneta (2019) Seneta in 2019 conjectured the following implication, for $\alpha\geq1$,$$\int_0^x y^{\alpha-1}(1-F(y))dy\textrm{\ is SVF}\ \Rightarrow\ \int_{0}^x y^{\alpha}dF(y)\textrm{\ is SVF, as $x\to\infty$
Edward Omey, Meitner Cadena
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Truncated Moments for Heavy-Tailed and Related Distribution Classes
Mathematics, 2023 Suppose that ξ+ is the positive part of a random variable defined on the probability space (Ω,F,P) with the distribution function Fξ. When the moment Eξ+p of order p>0 is finite, then the truncated moment F¯ξ,p(x)=min1,Eξp1I{ξ>x}, defined for all x⩾0, is
Saulius Paukštys +2 more
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On regular variation of entire Dirichlet series
Математичні Студії, 2023 Consider an entire (absolutely convergent in $\mathbb{C}$) Dirichlet series $F$ with the exponents $\lambda_n$, i.e., of the form $F(s)=\sum_{n=0}^\infty a_ne^{s\lambda_n}$, and, for all $\sigma\in\mathbb{R}$, put $\mu(\sigma,F)=\max\{|a_n|e^{\sigma ...
P. V. Filevych, O. B. Hrybel
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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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Even Order Half-Linear Differential Equations with Regularly Varying Coefficients
Mathematics, 2020 We establish nonoscillation criterion for the even order half-linear differential equation (−1)nfn(t)Φx(n)(n)+∑l=1n(−1)n−lβn−lfn−l(t)Φx(n−l)(n−l)=0, where β0,β1,…,βn−1 are real numbers, n∈N, Φ(s)=sp−1sgns for s∈R, p∈(1,∞) and fn−l is a regularly varying (
Vojtěch Růžička
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Half-linear differential equations: Regular variation, principal solutions, and asymptotic classes
Electronic Journal of Qualitative Theory of Differential Equations, 2023 We are interested in the structure of the solution space of second-order half-linear differential equations taking into account various classifications regarding asymptotics of solutions.
Pavel Řehák
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General inverse problems for regular variation [PDF]
, 2013 Regular variation of distributional tails is known to be preserved by various linear transformations of some random structures. An inverse problem for regular variation aims at understanding whether the regular variation of a transformed random object is
Damek, Ewa +3 more
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Cauchy's functional equation and extensions: Goldie's equation and inequality, the Go{\l}\k{a}b-Schinzel equation and Beurling's equation [PDF]
, 2014 The Cauchy functional equation is not only the most important single functional equation, it is also central to regular variation. Classical Karamata regular variation involves a functional equation and inequality due to Goldie; we study this, and its ...
Bingham, N. H., Ostaszewski, A. J.
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Second order corrections for the limits of normalized ruin times in the presence of heavy tails
Stochastic Systems, 2014 In this paper we consider a compound Poisson risk model with regularly varying claim sizes. For this model in [4] an asymptotic formula for the finite time ruin probability is provided when the time is scaled by the mean excess function. In this paper
Dominik Kortschak, Søren Asmussen
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