Multivariate subexponential distributions
Stochastic Processes and their Applications, 1992 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cline, Daren B.H., Resnick, Sidney I.
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Telecommunication traffic, queueing models, and subexponential distributions [PDF]
Queueing Systems, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Greiner, Michael +2 more
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Large deviations for random walks under subexponentiality: the big-jump domain [PDF]
, 2007 For a given one-dimensional random walk $\{S_n\}$ with a subexponential step-size distribution, we present a unifying theory to study the sequences $\{x_n\}$ for which $\mathsf{P}\{S_n>x\}\sim n\mathsf{P}\{S_1>x\}$ as $n\to\infty$ uniformly for $x\ge x_n$
Denisov, D., Dieker, A. B., Shneer, V.
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Tail asymptotics for cumulative processes sampled at heavy-tailed random times with applications to queueing models in Markovian environments [PDF]
, 2013 This paper considers the tail asymptotics for a cumulative process $\{B(t); t \ge 0\}$ sampled at a heavy-tailed random time $T$. The main contribution of this paper is to establish several sufficient conditions for the asymptotic equality ${\sf P}(B(T) >
Masuyama, Hiroyuki
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Renewal theory for random variables with a heavy tailed distribution and finite variance [PDF]
, 2011 Let X-1, X-2,... X-n be independent and identically distributed (i.i.d.) non-negative random variables with a common distribution function (d.f.) F with unbounded support and EX12 < infinity.
Frenk, Hans J.B.G., Geluk, Jaap J.L
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Large deviations of the interference in the Ginibre network model
Stochastic Systems, 2014 Under different assumptions on the distribution of the fading random variables, we derive large deviation estimates for the tail of the interference in a wireless network model whose nodes are placed, over a bounded region of the plane, according to the ...
Giovanni Luca Torrisi, Emilio Leonardi
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Samplers and Extractors for Unbounded Functions [PDF]
, 2019 Blasiok (SODA\u2718) recently introduced the notion of a subgaussian sampler, defined as an averaging sampler for approximating the mean of functions f from {0,1}^m to the real numbers such that f(U_m) has subgaussian tails, and asked for explicit ...
Agrawal, Rohit
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Hazard rates and subexponential distributions
Publications de l'Institut Mathematique, 2006 A distribution function F on the nonnegative halfline is called subexponential if limx??(1?F*n(x))/(1?F(x)) = n for all n>_ 2. We obtain new sufficient conditions for subexponential distributions and related classes of distribution functions. Our results are formulated in terms of the hazard rate.
Baltrunas, A., Omey, E., Van Gulck, S.
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Universality for generalized Wigner matrices with Bernoulli distribution [PDF]
, 2010 The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements.
Erdos, László +2 more
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Subexponential distribution tails and point processes [PDF]
Communications in Statistics. Stochastic Models, 1988 A distribution function F(x) is said to be in the class \(S_ r(\gamma)\), for \(\gamma\geq 0\), if \(F(x)
Goldie, Charles M., Resnick, Sidney
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