Related papers: A Lundberg-type inequality for an inhomogeneous re…
We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
In the present paper we derive Liouville type results and existence of periodic solutions for $\chi^{(2)}$ type systems with non-homogeneous nonlinearities. Moreover, we prove both universal bounds as well as singularity and decay estimates…
The collective risk model differentiates usually between claims frequencies (and their distribution) and claim sizes (and their distribution). For the claims frequencies typically classical discrete distributions are considered, such as…
If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of…
The Dirichlet problem is considered both for degenerate and singular inhomogeneous quasilinear parabolic equations. We prove the existence of a solution $u$ such that $u_t$ belongs to $L_{\infty}$. The $L_{\infty}$ estimate of $u_t$ is…
This article studies the monotonicity, log-convexity of the modified Lommel functions by using its power series and infinite product representation. Same properties for the ratio of the modified Lommel functions with the Lommel function,…
We derive a backward and forward nonlinear PDEs that govern the implied volatility of a contingent claim whenever the latter is well-defined. This would include at least any contingent claim written on a positive stock price whose payoff at…
We consider the problem of asymptotic convergence to invariant sets in interconnected nonlinear dynamic systems. Standard approaches often require that the invariant sets be uniformly attracting. e.g. stable in the Lyapunov sense. This,…
Moment inequalities play important roles in probability limit theory and mathematical statistics. In this work, the von Bahr-Esseen type inequality for extended negatively dependent random variables under sub-linear expectations is…
In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…
Limit theorems for non-additive probabilities or non-linear expectations are challenging issues which have raised progressive interest recently. The purpose of this paper is to study the strong law of large numbers and the law of the…
We study the free central limit theorem for not necessarily identically distributed free random variables where the limiting distribution is the semicircle distribution. Starting from an estimate for the Kolmogorov distance between the…
It is generally believed that Bell's inequality holds for the case of entangled states, including two correlated particles or special states of a single particle. Here, we derive a single-particle Bell's inequality for two correlated spin…
The Caushy problem in the LTB model is formulated. The rules of calculating three undetermined functions which defined a solution in the LTB model are presented. One example of exact nonhomogeneous model is studied. The limit transformation…
In this paper, we consider time-inhomogeneous branching processes and time-inhomogeneous birth-and-death processes, in which the offspring distribution and birth and death rates (respectively) vary in time. A classical result of branching…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
The aim of this paper is to get asymptotic deviation bounds via a Large Deviation Principle (LDP) for cumulative processes also known as compound renewal processes or renewal-reward processes. These processes cumulate independent random…
We address some recent erroneous claim that $H_0$ observations are difficult to accommodate with LTB cosmological models, showing how to construct solutions in agreement with an arbitrary value of $H_0$ by re-writing the exact solution in…
In the paper, the authors review several refinements of Young's integral inequality via several mean value theorems, such as Lagrange's and Taylor's mean value theorems of Lagrange's and Cauchy's type remainders, and via several fundamental…
Small-scale intermittency is studied as the deviation of the probability distributions of pseudodissipation, dissipation and enstrophy in turbulence from those of a Gaussian random velocity field. This deviation is quantified using…