Related papers: A Lundberg-type inequality for an inhomogeneous re…

In this paper, we investigate the ruin probabilities of non-homogeneous risk models. By employing martingale method, the Lundberg-type inequalities of ruin probabilities of non-homogeneous renewal risk models are obtained under weak…

Lundberg-type inequalities for ruin probabilities of non-homogeneous risk models are presented in this paper. By employing martingale method, the upper bounds of ruin probabilities are obtained for the general risk models under weak…

In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate…

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

In queueing theory, Lorden's inequality can be used for bounds estimation of the moments of backward and forward renewal times. Two random variables called backwards renewal time and forward renewal time for this process are defined.…

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

In this paper we examine a multivariate risk model, with common renewal counting process, constant interest rate, and each claim vector is accompanied by a random number of delayed claim vectors. The interest is focused on the asymptotic…

We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…

In this paper we prove a Lyapunov type inequality for quasilinear problems with indefinite weights. We show that the first eigenvalue is bounded below in terms of the integral of the weight, instead of the integral of its positive part. We…

In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.

Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probability and the uniform asymptotic estimation of finite-time…

Strong-type inhomogeneous Strichartz estimates are shown to be false for the wave equation outside the so-called acceptable region. On a critical line where the acceptability condition marginally fails, we prove substitute estimates with a…

We present a simple extension of Lindeberg's argument for the Central Limit Theorem to get a general invariance result. We apply the technique to prove results from random matrix theory, spin glasses, and maxima of random fields.

This paper establishes a combinatorial central limit theorem for stratified randomization, which holds under a Lindeberg-type condition. The theorem allows for an arbitrary number or sizes of strata, with the sole requirement being that…

We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…

We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…

We derive a Bell-type inequality for observables with arbitrary spectra. For the case of continuous variable systems we propose a possible experimental violation of this inequality, by using squeezed light and homodyne detection together…

Identification-robust hypothesis tests are commonly based on the continuous updating GMM objective function. When the number of moment conditions grows proportionally with the sample size, the large-dimensional weighting matrix prohibits…

We establish explicit exponential convergence estimates for the renewal theorem, in terms of a uniform component of the inter arrival distribution, of its Laplace transform which is assumed finite on a positive interval, and of the Laplace…