Related papers: Remarks on the tail order on moment sequences
We prove that the relation of bisimilarity between countable labelled transition systems is $\Sigma_1^1$-complete (hence not Borel), by reducing the set of non-wellorders over the natural numbers continuously to it. This has an impact on…
This paper focuses on generalizing quantiles from the ordering point of view. We propose the concept of partial quantiles, which are based on a given partial order. We establish that partial quantiles are equivariant under order-preserving…
It is well known that a countable group admits a left-invariant total order if and only if it acts faithfully on R by orientation preserving homeomorphisms. Such group actions are special cases of group actions on simply connected…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
We consider measures supported on sets of irrational numbers possessing many consecutive partial quotients satisfying a condition based on the previous partial quotients. We show that under mild assumptions, such sets will always support…
The relation between tempered distributions and measures is analysed and clarified. While this is straightforward for positive measures, it is surprisingly subtle for signed or complex measures.
A `whole-part' theory is developed for a set of finite quantum systems $\Sigma (n)$ with variables in ${\mathbb Z}(n)$. The partial order `subsystem' is defined, by embedding various attributes of the system $\Sigma (m)$ (quantum states,…
We establish the one-to one bilateral interrelations between an asymptotic behavior for the tail of distributions for random variables and its great moments evaluation. Our results generalize the famous Richter's ones.
In distributed systems where strong consistency is costly when not impossible, causal consistency provides a valuable abstraction to represent program executions as partial orders. In addition to the sequential program order of each…
We consider random walks with finite second moment which drifts to $-\infty$ and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to some compact set. We first specify the associated…
A perturbative approach is used to derive approximations of arbitrary order to estimate high percentiles of sums of positive independent random variables that exhibit heavy tails. Closed-form expressions for the successive approximations…
We extend the class of tempered stable distributions first introduced in Rosinski 2007. Our new class allows for more structure and more variety of tail behaviors. We discuss various subclasses and the relation between them. To characterize…
This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…
This short note gives a sufficient condition for having the class of polynomials dense in the space of square integrable functions with respect to a finite measure dominated by the Lebesgue measure in the real line, here denoted by $L^2$.…
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be computed through an auxiliary optimization problem over some…
In this note, we shall consider the existence of invariant measures for a class of infinite dimensional stochastic functional differential equations with delay whose driving semigroup is eventually norm continuous. The results obtained are…
Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…
We prove that in some cases definable thin sets (including chains) of Borel partial orderings are necessarily countably cofinal. This includes the following cases: analytic thin sets, ROD thin sets in the Solovay model, and $\Sigma^1_2$…
Concavity and its refinements underpin tractability in multiplayer games, where players independently choose actions to maximize their own payoffs which depend on other players' actions. In concave games, where players' strategy sets are…
In this paper we study moment sequences of matrix-valued measures on compact intervals. A complete parametrization of such sequences is obtained via a symmetric version of matricial canonical moments. Furthermore, distinguished extensions…