Results 31 to 40 of about 6,594 (144)
Subexponential instability implies infinite invariant measure
, 2010 We study subexponential instability to characterize a dynamical instability of weak chaos. We show that a dynamical system with subexponential instability has an infinite invariant measure, and then we present the generalized Lyapunov exponent to ...
Collet P. +3 more
core +1 more source
AxiomsIn this paper, we find conditions under which distribution functions of randomly stopped minimum, maximum, minimum of sums and maximum of sums belong to the class of generalized subexponential distributions.
Jūratė Karasevičienė, Jonas Šiaulys
doaj +1 more source
Two-dimensional ruin probability for subexponential claim size
, 2017 We analyse the asymptotics of ruin probabilities of two insurance companies (or two branches of the same company) that divide between them both claims and premia in some specified proportions when the initial reserves of both companies tend to infinity ...
Foss, Sergey +3 more
core +1 more source
Local subexponentiality and infinitely divisible distributions
, 2023 We completely characterize $Δ$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $Δ$-subexponentiality of infinitely divisible distributions is characterized with new conditions, and local subexponentiality is newly characterized in the two-sided case. In
Matsui, Muneya, Watanabe, Toshiro
openaire +2 more sources
A sufficient condition for the subexponential asymptotics of GI/G/1-type Markov chains with queueing applications [PDF]
, 2014 The main contribution of this paper is to present a new sufficient condition for the subexponential asymptotics of the stationary distribution of a GI/GI/1-type Markov chain without jumps from level "infinity" to level zero.
Masuyama, Hiroyuki
core
Passage time and fluctuation calculations for subexponential L\'evy processes
, 2016 We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s.
Doney, Ron +2 more
core +1 more source
THE SUBEXPONENTIAL PRODUCT CONVOLUTION OF TWO WEIBULL-TYPE DISTRIBUTIONS [PDF]
Journal of the Australian Mathematical Society, 2010 AbstractLet X1 and X2 be two independent and nonnegative random variables with distributions F1 and F2, respectively. This paper proves that if both F1 and F2 are of Weibull type and fulfill certain easily verifiable conditions, then the distribution of the product X1X2, called the product convolution of F1 and F2, belongs to the class 𝒮* and, hence ...
Liu, Yan, Tang, Qihe
openaire +1 more source
A Novel Form of Multiplicative Gamma Function and Its Analytical Properties
Journal of Function Spaces, Volume 2026, Issue 1, 2026.In this article, we introduce and investigate a novel Euler‐style multiplicative gamma function formulated within the framework of multiplicative calculus. This function is defined via a multiplicative integral and serves as a multiplicative analogue of the classical gamma function.
Sajedeh Norozpour +4 more
wiley +1 more source
The Class of Subexponential Distributions
The Annals of Probability, 1975 The class $\mathscr{J}$ of subexponential distributions is characterized by $F(0) = 0, 1 - F^{(2)} (x) \sim 2\{1 - F(x)\}$ as $x \rightarrow \infty$. New properties of the class $\mathscr{J}$ are derived as well as for the more general case where $1 - F^{(2)} (x) \sim \beta\{1 - F(x)\}$.
openaire +3 more sources
Extension of the Risk Model From a Hawkes Variable Memory Process via the Spearman Copula
Journal of Probability and Statistics, Volume 2026, Issue 1, 2026.The ultimate ruin probability of an insurance company throughout its operating life remains and continues to be a major and very complex concern for the latter. Although this probability of ruin can be modeled using stochastic processes, its determination remains particularly complex.
Souleymane Badini +4 more
wiley +1 more source