Results 31 to 40 of about 398,282 (297)

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
doaj   +1 more source

Beurling slow and regular variation [PDF]

, 2014
We give a new theory of Beurling regular variation ( Part II). This includes the previously known theory of Beurling slow variation ( Part I) to which we contribute by extending Bloom's theorem.
Bingham, N. H., Ostaszewski, A. J.
core   +1 more source

Risk concentration under second order regular variation [PDF]

, 2020
Measures of risk concentration and their asymptotic behavior for portfolios with heavy-tailed risk factors is of interest in risk management. Second order regular variation is a structural assumption often imposed on such risk factors to study their ...
Kratz, Marie,, Das, Bikramjit,, Lund University.   +2 more
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A Range Condition for Polyconvex Variational Regularization [PDF]

Numerical Functional Analysis and Optimization, 2018
In the context of convex variational regularization it is a known result that, under suitable differentiability assumptions, source conditions in the form of variational inequalities imply range conditions, while the converse implication only holds under an additional restriction on the operator.
Kirisits, Clemens, Scherzer, Otmar
openaire   +3 more sources

Multivariate regular variation [PDF]

, 2017
In insurance and reinsurance, heavy-tail analysis is used to model insurance claim sizes and frequencies in order to quantify the risk to the insurance company and to set appropriate premium rates.
Bernardo, Alexandre
core   +4 more sources

Extreme value theory for moving average processes with light-tailed innovations [PDF]

, 2005
We consider stationary infinite moving average processes of the form $Y_n = \sum c_i Z_{n+i}$, where the sum ranges over the integers, (Z_i) is a sequence of iid random variables with ``light tails'' and (c_i) is a sequence of positive and summable ...
Lindner, Alexander M., Lindner, A., Klüppelberg, Claudia   +2 more
core   +1 more source

Skorokhod M1 convergence of maxima of multivariate linear processes with heavy-tailed innovations and random coefficients

Modern Stochastics: Theory and Applications
In this paper, functional convergence is derived for the partial maxima stochastic processes of multivariate linear processes with weakly dependent heavy-tailed innovations and random coefficients. The convergence takes place in the space of ${\mathbb{R}^
Danijel Krizmanić
doaj   +1 more source

Regular Dependence of Total Variation on Parameters [PDF]

Real Analysis Exchange, 2004
If \(X\) is an interval, \(Y\) -- a metric space, \(T\) -- a set of parameters, and \(f: T\times X\to Y\) a function, then it can happen that \(f\) is measurable with respect to some \(\sigma\)-algebra while the function \(v:T\to X\), defined by \(v(t)\) equals to the total variation of \(f(t,\cdot)\), is not measurable.
Balcerzak, M., Kucia, A., Nowak, A.
openaire   +3 more sources

Operator Regular Variation of Multivariate Liouville Distributions [PDF]

, 2023
Operator regular variation reveals general power-law distribution tail decay phenomena using operator scaling, that includes multivariate regular variation with scalar scaling as a special case.
Li, Haijun
core   +1 more source

The weak Pareto law and regular variation in the tails

Statistica, 2007
We show that the weak Pareto law, as used to characterize the tail behaviour of income distributions, implies regularly varying tail probabilities, but that the reverse implication does not hold. We also establish implications among other versions of the
Walter Kramer, T. Ziebach
doaj   +1 more source