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