Related papers: Tail variational principle and asymptotic $h$-expa…

Let $X_{1},\ldots ,X_{n}$ be $n$ real-valued dependent random variables. With motivation from Mitra and Resnick (2009), we derive the tail asymptotic expansion for the weighted sum of order statistics $X_{1:n}\leq \cdots \leq X_{n:n}$ of…

In this paper, we introduce the notions of lowerable, D-lowerable, P-lowerable, hereditarily lowerable, and hereditarily uniformly lowerable for countably infinite amenable group actions. We show that a system with finite entropy is…

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…

In this paper we are concerned with a sample of asymptotically independent risks. Tail asymptotic probabilities for linear combinations of randomly weighted order statistics are approximated under various assumptions, where the individual…

We study tail behaviour of the distribution of the area under the positive excursion of a random walk which has negative drift and heavy-tailed increments. We determine the asymptotics for tail probabilities for the area.

The original definition of amenability given by von Neumann in the highly non-constructive terms of means was later recast by Day using approximately invariant probability measures. Moreover, as it was conjectured by Furstenberg and proved…

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

We compute the tail asymptotics of the product of a beta random variable and a generalized gamma random variable which are independent and have general parameters. A special case of these asymptotics were proved and used in a recent work of…

An asymptotic model for extreme behavior of certain Markov chains is the "tail chain". Generally taking the form of a multiplicative random walk, it is useful in deriving extremal characteristics such as point process limits. We place this…

We study under which condition an amalgamated free product or an HNN-extension over a finite subgroup admits an amenable, transitive and faithful action on an infinite countable set. We show that such an action exists if the initial groups…

In this note we prove bounds on the upper and lower probability tails of sums of independent geometric or exponentially distributed random variables. We also prove negative results showing that our established tail bounds are asymptotically…

This paper aims to investigate the thermodynamic formalism of weighted amenable topological pressure for factor maps of amenable group actions. Following the approach of Tsukamoto [\emph{Ergodic Theory Dynam. Syst.} \textbf{43}(2023),…

We consider a one-dimensional random walk $S_n$ with i.i.d. increments with zero mean and finite variance. We study the asymptotic expansion for the tail distribution $\mathbf P(\tau_x>n)$ of the first passage times…

Let $Y=\sum_{k\ge 1} 1_{A_k}$ be an infinite sum of the indicators of independent events. We investigate a precise (as opposed to logarithmic) first-order asymptotic behavior of the tail probabilities $\mathbb{P}\{Y\ge n\}$ and the point…

We study the tail asymptotics of the sum of two heavy-tailed random variables. The dependence structure is modeled by copulas with the so-called tail order property. Examples are presented to illustrate the approach. Further for each…

In this paper, we introduce topological pressure for continuous actions of countable sofic groups on compact metrizable spaces. This generalizes the classical topological pressure for continuous actions of countable amenable groups on such…

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

In this paper we introduce the notion of scale pressure and measure theoretic scale pressure for amenable group actions. A variational principle for amenable group actions is presented. We also describe these quantities by pseudo-orbits.…

We construct a Banach rearrangement invariant norm on the measurable space for which the finiteness of this norm for measurable function (random variable) is equivalent to suitable tail (heavy tail and light tail) behavior. We investigate…