Results 31 to 40 of about 1,706,602 (188)
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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Topological regular variation: I. Slow variation
Topology and its Applications, 2010 The authors extend and unify the multivariate regular variation literature by a reformulation in the language of topological dynamics. They use metric groups and study convergence and divergence of self-homeomorphisms in a normed topological group. The authors define a general form of slow variation on a metric space \(S\) that includes and extends ...
Bingham, N.H., Ostaszewski, A.J.
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Electronic Journal of Qualitative Theory of Differential Equations, 2016 In this paper we consider the rate of convergence of solutions of a scalar ordinary differential equation which is a perturbed version of an autonomous equation with a globally stable equilibrium.
John Appleby, Denis Patterson
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Tail measures and regular variation
Electronic Journal of Probability, 2022 37 pages ...
Bladt, Martin +2 more
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Electronic Journal of Qualitative Theory of Differential Equations, 2012 In this paper we consider the global and local stability and instability of solutions of a scalar nonlinear differential equation with non-negative solutions.
John Appleby, Jian Cheng
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A note on asymptotics and nonoscillation of linear $q$-difference equations
Electronic Journal of Qualitative Theory of Differential Equations, 2012 We study the linear second order $q$-difference equation $y(q^2t)+a(t)y(qt)+b(t)y(t)=0$ on the $q$-uniform lattice $\{q^k:k\in\mathbb{N}_0\}$ with $q>1$, where $b(t)\ne0$. We establish various conditions guaranteeing the existence of solutions satisfying
Pavel Řehák
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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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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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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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