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

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The task of estimation of the tails of probability distributions having small samples seems to be still opened and almost unsolvable. The paper tries to make a step in filling this gap. In 2017 Jordanova et al. introduce six new…

Statistics Theory · Mathematics 2018-11-14 Pavlina Jordanova , Monika Peteva

We investigate the upper tail distribution of the partition function of the directed polymer in a random environment on $\mathbb Z^d$ in the weak disorder phase. We show that the distribution of the infinite volume partition function…

Probability · Mathematics 2025-01-09 Stefan Junk , Hubert Lacoin

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…

Probability · Mathematics 2007-05-23 Stephen Montgomery-Smith , Alexander R. Pruss

The paper provides a survey of results related to the "$\kappa$-generalized distribution", a statistical model for the size distribution of income and wealth. Topics include, among others, discussion of basic analytical properties,…

General Finance · Quantitative Finance 2016-10-28 F. Clementi , M. Gallegati , G. Kaniadakis , S. Landini

It was shown that when one disposes of a parametric information of the truncation distribution, the semiparametric estimator of the distribution function for truncated data (Wang, 1989) is more efficient than the nonparametric one. On the…

Statistics Theory · Mathematics 2021-06-03 Saida Mancer , Abdelhakim Necir , Souad Benchaira

We present a tail inequality for suprema of empirical processes generated by variables with finite $\psi_\alpha$ norms and apply it to some geometrically ergodic Markov chains to derive similar estimates for empirical processes of such…

Probability · Mathematics 2008-06-08 Radosław Adamczak

We present an overview of possible reasons for the appearance of heavy-tailed distributions in applications to the natural sciences. These distributions include the laws of Pareto, Lotka, and some new ones. The reasons are illustrated using…

Physics and Society · Physics 2023-01-24 Lev B. Klebanov , Yulia V. Kuvaeva

It was observed that the number of cases and deaths for infectious diseases were associated with heavy-tailed power law distributions such as the Pareto distribution. While Pareto distribution was widely used to model the cases and deaths…

Methodology · Statistics 2023-09-29 Bowen Liu , Malwane M. A. Ananda

The zeta function of a curve $C$ over a finite field may be expressed in terms of the characteristic polynomial of a unitary matrix $\Theta_C$. We develop and present a new technique to compute the expected value of…

Number Theory · Mathematics 2025-07-28 Alina Bucur , Edgar Costa , Chantal David , João Guerreiro , David Lowry-Duda

Morrey's classical inequality implies the H\"older continuity of a function whose gradient is sufficiently integrable. Another consequence is the Hardy-type inequality $$ \lambda\biggl\|\frac{u}{d_\Omega^{1-n/p}}\biggr\|_{\infty}^p\le…

Analysis of PDEs · Mathematics 2025-04-17 Ryan Hynd , Simon Larson , Erik Lindgren

Asymptotic theory of tail index estimation has been studied extensively in the frequentist literature on extreme values, but rarely in the Bayesian context. We investigate whether popular Bayesian kernel mixture models are able to support…

Statistics Theory · Mathematics 2018-04-19 Cheng Li , Lizhen Lin , David B. Dunson

We put forward the concept of measure graphs. These are (possibly uncountable) graphs equipped with an action of a groupoid and a measure invariant under this action. Examples include finite graphs, periodic graphs, graphings and…

Metric Geometry · Mathematics 2018-01-10 Daniel Lenz , Felix Pogorzelski , Marcel Schmidt

In samples from a heavy-tailed distribution a second-order approximation is often use to approximate the tail function. Based on the parameters of the approximation, an optimal sample fraction can be estimated which is then used to estimate…

Statistics Theory · Mathematics 2016-12-15 J. Martin van Zyl

Let $\gamma_0$ be a curve on a surface $\Sigma$ of genus $g$ and with $r$ boundary components and let $\pi_1(\Sigma)\curvearrowright X$ be a discrete and cocompact action on some metric space. We study the asymptotic behavior of the number…

Geometric Topology · Mathematics 2016-12-23 Viveka Erlandsson , Hugo Parlier , Juan Souto

Let $a(1) >0$, $a(n) \ge 0$ for $n \ge 2$ and $a(n) = O(n^\varepsilon)$ for any $\varepsilon >0$, and put $Z(\sigma + it):= \sum_{n=1}^\infty a(n) n^{-\sigma - it}$ where $\sigma , t \in {\mathbb{R}}$. In the present paper, we show that any…

Number Theory · Mathematics 2022-09-28 Takashi Nakamura

We find the exact values for constants in bilateral Calderon-Stein-Weiss inequalities between tail (Marcinkiewicz) norm and weak Lebesgue (Lorentz) norm. Possible applications: Functional Analysis (for instance, interpolation of operators),…

Functional Analysis · Mathematics 2012-10-18 E. Ostrovsky , L. Sirota

Study of the level curve for the real part of $\eta(s)=0$ with $\eta(s)=\pi^{-s/2}\Gamma(s/2)\zeta^\prime(s)$ gives a new classification of the zeros of $\zeta(s)$ and of $\zeta^\prime(s)$. We conjecture that for type 2 zeros, $\liminf…

Number Theory · Mathematics 2025-03-12 Jeffrey Stopple

We study the uniform distribution of the polynomial sequence $\lambda(P)=(\lfloor P(k) \rfloor )_{k\geq 1}$ modulo integers, where $P(x)$ is a polynomial with real coefficients. In the nonlinear case, we show that $\lambda(P)$ is uniformly…

Number Theory · Mathematics 2018-12-18 Mohammad Javaheri

In this paper we characterize the validity of the Hardy-type inequality \begin{equation*} \left\|\left\|\int_s^{\infty}h(z)dz\right\|_{p,u,(0,t)}\right\|_{q,w,\infty}\leq c \,\|h\|_{1,v,\infty} \end{equation*} where $0<p< \infty$, $0<q\leq…

Classical Analysis and ODEs · Mathematics 2013-02-15 Amiran Gogatishvili , Rza Chingiz Mustafayev , Lars-Erik Persson
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