Related papers: On a property of the inequality curve $\lambda(p)$

Heavy-tailed distributions are infamously difficult to estimate because their moments tend to infinity as the shape of the tail decay increases. Nevertheless, this study shows the utilization of a modified group of moments for estimating a…

The higher-end tail of the wealth distribution in India is studied using recently published lists of the wealth of richest Indians between the years 2002-4. The resulting rank distribution seems to imply a power-law tail for the wealth…

In this paper, we study tail inequalities of the largest eigenvalue of a matrix infinitely divisible (i.d.) series, which is a finite sum of fixed matrices weighted by i.d. random variables. We obtain several types of tail inequalities,…

Consider the linear nonhomogeneous fixed point equation R =_d sum_{i=1}^N C_i R_i + Q, where (Q,N,C_1,...,C_N) is a random vector with N in{0,1,2,3,...}U{infty}, {C_i}_{i=1}^N >= 0, P(|Q|>0) > 0, and {R_i}_{i=1}^N is a sequence of i.i.d.…

We introduce an iterative discrete information production process where we can extend ordered normalised vectors by new elements based on a simple affine transformation, while preserving the predefined level of inequality, G, as measured by…

We introduce a new algorithm to compute the zeta function of a curve over a finite field. This method extends previous work of ours to all curves for which a good lift to characteristic zero is known. We develop all the necessary bounds,…

By introducing a weight function into the density power divergence, we develop a new class of robust and smooth estimators for the tail index of Pareto-type distributions, offering improved efficiency in the presence of outliers. These…

We investigate a way of comparing and classifying tails of random variables. Our approach extends the notion of classical indices, such as exponential and moment indices, which are widely used measuring heaviness of tail functions. A…

The present Letter, deals with the statistical theory [Phys. Rev. E {\bf 66}, 056125 (2002) and Phys. Rev E {\bf 72}, 036108 (2005)], which predicts the probability distribution $p(E) \propto \exp_{\kappa} (-I)$, where, $I \propto \beta E…

We find the set of extremal points of Lorenz curves with fixed Gini index and compute the maximal $L^1$-distance between Lorenz curves with given values of their Gini coefficients. As an application we introduce a bidimensional index that…

To count bundles on curves, we study zetas of elliptic curves and their zeros. There are two types, i.e., the pure non-abelian zetas defined using moduli spaces of semi-stable bundles, and the group zetas defined for special linear groups.…

On the critical line the conditional distribution of the zeta function's magnitude around zeta zeros exists and predicts the well-known pair correlation between nontrivial zeta zeros. However, this conditional distribution does not exist at…

We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…

In 1970, based on newly available empiric evidence, a remarkable monotonicity property for $| \zeta(z) |$ was conjectured by R. Spira. The $\zeta$-monotonicity property can be written as follows: $$ | \zeta (x_2 + y i ) | < | \zeta \left (…

We prove that the integer part of the reciprocal of the tail of $\zeta(s)$ at a rational number $s=\frac{1}{p}$ for any integer with $p \geq 5$ or $s=\frac{2}{p}$ for any odd integer with $p \geq 5$ can be described essentially as the…

We call two copulas tail equivalent if their first-order approximations in the tail coincide. As a special case, a copula is called tail symmetric if it is tail equivalent to the associated survival copula. We propose a novel measure and…

Inequality and its consequences are the subject of intense recent debate. Using a simplified model of the economy, we address the relation between inequality and liquidity, the latter understood as the frequency of economic exchanges.…

A Hardy inequality of the form \[\int_{\tilde{\Omega}} |\nabla f({\bf{x}})|^p d {\bf{x}} \ge (\frac{p-1}{p})^p \int_{\tilde{\Omega}} \{1 + a(\delta, \partial \tilde{\Omega})(\x)\}\frac{|f({\bf{x}})|^p}{\delta({\bf{x}})^p} d{\bf{x}}, \] for…

This article is devoted to the study of tail index estimation based on i.i.d. multivariate observations, drawn from a standard heavy-tailed distribution, i.e. of which 1-d Pareto-like marginals share the same tail index. A multivariate…

We have done a statistical analysis of some properties of the contour lines Im$(\zeta (s))$ = 0 of the Riemann zeta function. We find that this function is broken up into strips whose average width on the critical line does not appear to…