Results 31 to 40 of about 1,701,850 (325)
A direct approach to the stable distributions [PDF]
, 2016 The explicit form for the characteristic function of a stable distribution on the line is derived analytically by solving the associated functional equation and applying theory of regular variation, without appeal to the general L\'evy-Khintchine ...
Pitman, E. J. G., Pitman, Jim
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Tail measures and regular variation
Electronic Journal of Probability, 2022 37 pages ...
Bladt, Martin +2 more
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Top Incomes, Heavy Tails, and Rank-Size Regressions
Econometrics, 2018 In economics, rank-size regressions provide popular estimators of tail exponents of heavy-tailed distributions. We discuss the properties of this approach when the tail of the distribution is regularly varying rather than strictly Pareto.
Christian Schluter
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Asymptotic behavior of positive solutions of a semilinear Dirichlet problem in the annulus [PDF]
Opuscula Mathematica, 2015 In this paper, we establish existence and asymptotic behavior of a positive classical solution to the following semilinear boundary value problem: \[-\Delta u=q(x)u^{\sigma }\;\text{in}\;\Omega,\quad u_{|\partial\Omega}=0.\] Here \(\Omega\) is an annulus
Safa Dridi, Bilel Khamessi
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Regular variation of GARCH processes [PDF]
Stochastic Processes and their Applications, 2002 We show that the finite-dimensional distributions of a GARCH process are regularly varying, i.e., the tails of these distributions are Pareto-like and hence heavy-tailed. Regular variation of the joint distributions provides insight into the moment properties of the process as well as the dependence structure between neighboring observations when both ...
Basrak, Bojan +2 more
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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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Directional total generalized variation regularization [PDF]
BIT Numerical Mathematics, 2019 In inverse problems, prior information and a priori-based regularization techniques play important roles. In this paper, we focus on image restoration problems, especially on restoring images whose texture mainly follow one direction. In order to incorporate the directional information, we propose a new directional total generalized variation (DTGV ...
Rasmus Dalgas Kongskov +2 more
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Geometrical Folding Transitions of the Triangular Lattice in the Face-Centred Cubic Lattice [PDF]
, 1996 We study the folding of the regular two-dimensional triangular lattice embedded in the regular three-dimensional Face-Centred Cubic lattice, a discrete model for the crumpling of membranes.
Bowick, Mark +3 more
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A possible effect of atmospheric circulation in the daily variation of the earth's magnetic field. II. [PDF]
, 1965 Seasonal features that are not related in a simple way to solar declination occur in the daily variation of the horizontal intensity of the earth's magnetic field at Tucson, as at Honolulu studied previously.
Wulf, Oliver Reynolds
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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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