Related papers: Second-order asymptotics for convolution of distri…

In this paper we extend the work of Owen (2007) by deriving a second order expansion for the slope parameter in logistic regression, when the size of the majority class is unbounded and the minority class is finite. More precisely, we…

We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail…

We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…

In this paper we study well-posedness and asymptotic stability for a class of nonlinear second-order evolution equations with intermittent delay damping. More precisely, a delay feedback and an undelayed one act alternately in time. We show…

The use of hyperasymptotics and the Weniger transformation has been proposed, in a joint fashion, for decoding the divergent asymptotic series generated by the steepest descent on a wide class of saddle-point integrals {evaluated across…

We extend the class of tempered stable distributions first introduced in Rosinski 2007. Our new class allows for more structure and more variety of tail behaviors. We discuss various subclasses and the relation between them. To characterize…

We investigate the tail asymptotics of the supremum of X(t)+Y(t)-ct, where X={X(t),t\geq 0} and Y={Y(t),t\geq 0} are two independent stochastic processes. We assume that the process Y has subexponential characteristics and that the process…

Let $Y=\sum_{k\ge 1} 1_{A_k}$ be an infinite sum of the indicators of independent events. We investigate a precise (as opposed to logarithmic) first-order asymptotic behavior of the tail probabilities $\mathbb{P}\{Y\ge n\}$ and the point…

In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the stationary distribution. As a consequence, the light-tailed…

We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…

A famous result by Hammersley and Versik-Kerov states that the length $L_n$ of the longest increasing subsequence among $n$ iid continuous random variables grows like $2\sqrt{n}$. We investigate here the asymptotic behavior of $L_n$ for…

We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…

This paper provides a generalization of a classical result obtained by Wilks about the asymptotic behavior of the likelihood ratio. The new results deal with the asymptotic behavior of the joint distribution of a vector of likelihood ratios…

Second order asymptotics of fixed-length source coding and intrinsic randomness is discussed with a constant error constraint. There was a difference between optimal rates of fixed-length source coding and intrinsic randomness, which never…

In this paper, we consider a discrete-time preemptive priority queue with different service rates for two classes of customers, one with high-priority and the other with low-priority. This model corresponds to the classical preemptive…

In Class. Quantum Grav. 26 (2009) 175006 (arXiv:0812.4333v3) Bizon et al discuss the power-law tail in the long-time evolution of a spherically symmetric self-gravitating massless scalar field in odd spatial dimensions. They derive explicit…

The goodness-of-fit test for discrimination of two tail distribution using higher order statistics is proposed. The consistency of proposed test is proved for two different alternatives. We do not assume belonging the corresponding…

The asymptotic behavior (such as convergence to an equilibrium, convergence to a 2-cycle, and divergence to infinity) of solutions of the following multi-parameter, rational, second order difference equation x_{n+1} =(ax_{n}^3+…