Related papers: On a property of the inequality curve $\lambda(p)$
Methodologies to test hypotheses about the tail-heaviness of an underlying distribution are introduced based on results of Rojo (1996) using the limiting behavior of the extreme spacings. The tests are consistent and have point-wise robust…
A new multivariate distribution possessing arbitrarily parametrized and positively dependent univariate Pareto margins is introduced. Unlike the probability law of Asimit et al. (2010) [Asimit, V., Furman, E. and Vernic, R. (2010) On a…
The present paper is devoted to the relativistic statistical theory, introduced in Phys. Rev. E {\bf 66} (2002) 056125 and Phys. Rev. E {\bf 72} (2005) 036108, predicting the particle distribution function $p(E)= \exp_{\kappa}…
We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a different idea.
When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…
We show the following. \begin{theorem} Let $M$ be an finite-state ergodic time-reversible Markov chain with transition matrix $P$ and conductance $\phi$. Let $\lambda \in (0,1)$ be an eigenvalue of $P$. Then, $$\phi^2 + \lambda^2 \leq 1$$…
Consider the continuous greedy paths model: given a $d$-dimensional Poisson point process with positive marks interpreted as masses, let $\mathrm P(\ell)$ denote the maximum mass gathered by a path of length $\ell$ starting from the origin.…
We study the spectra of quantum graphs with the method of trace identities (sum rules), which are used to derive inequalities of Lieb-Thirring, Payne-P\'olya-Weinberger, and Yang types, among others. We show that the sharp constants of…
We propose a simple phenomenological model exhibiting on-off intermittency over an extended range of control parameter. We find that the distribution of the 'off' periods has as a power-law tail with an exponent varying continuously between…
We revisit and refine known tail inequalities and confidence bounds for the hypergeometric distribution, i.e., for the setting where we sample without replacement from a fixed population with binary values or properties. The results are…
Handling multiplicity without losing much power has been a persistent challenge in various fields that often face the necessity of managing numerous statistical tests simultaneously. Recently, $p$-value combination methods based on…
This paper analyzes the equilibrium distribution of wealth in an economy where firms' productivities are subject to idiosyncratic shocks, returns on factors are determined in competitive markets, dynasties have linear consumption functions…
Recently some papers, such as Aban, Meerschaert and Panorska (2006), Nuyts (2010) and Clark (2013), have drawn attention to possible truncation in Pareto tail modelling. Sometimes natural upper bounds exist that truncate the probability…
We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications…
We propose a simple dynamical model of wealth evolution. The invariant distributions are of Pareto type and are dynamically stable as conjectured by Pareto.
For a class of potentials $\psi$ satisfying a condition depending on the roof function of a suspension (semi)flow, we show an EKP inequality, which can be interpreted as a H\"older continuity property in the weak${^*}$ norm of measures,…
The Riemann zeta-function $\zeta(s)$ is a meromorphic complex-valued function of the complex variable $s$ with the unique pole at $s=1$. It plays a central role in the studies of prime numbers. The upper bound in the critical strip $0\le…
We study the lower tail large deviation problem for subgraph counts in a random graph. Let $X_H$ denote the number of copies of $H$ in an Erd\H{o}s-R\'enyi random graph $\mathcal{G}(n,p)$. We are interested in estimating the lower tail…
In this note prove the following Berwald-type inequality, showing that for any integrable log-concave function $f:\mathbb R^n\rightarrow[0,\infty)$ and any concave function $h:L\rightarrow\mathbb [0,\infty)$, where $L$ is the epigraph of…
A recent paper of Furdui and Valean proves some results about sums of products of "tails" of the series for the Riemann zeta function. We show how such results can be proved with weaker hypotheses using multiple zeta values, and also show…