Related papers: Local subexponentiality and infinitely divisible d…
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth.This fact motivates the consideration of subdifferentials for such typically just continuous…
We consider the statistical properties of the gravitational field F in an infinite one-dimensional homogeneous Poisson distribution of particles, using an exponential cut-off of the pair interaction to control and study the divergences…
There is a wide range of applications where the local extrema of a function are the key quantity of interest. However, there is surprisingly little work on methods to infer local extrema with uncertainty quantification in the presence of…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
Strong negative dependence properties have recently been proved for the symmetric exclusion process. In this paper, we apply these results to prove convergence to the Poisson and normal distributions for various functionals of the process.
We give an explicit construction of the weak local limit of a class of preferential attachment graphs. This limit contains all local information and allows several computations that are otherwise hard, for example, joint degree…
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…
The main aim of this article is to characterize and investigate the three parameter exponentiated exponential Poisson probability distribution ${\rm EEP}(\alpha, \beta, \lambda)$ by giving explicit closed form expressions for its…
We provide new characterizations of two-points and some related distributions. We use properties of independence and/or identity of the distributions of suitable linear forms of random variables. Keywords: characterization of a…
In this paper we present various new inequalities for tail proabilities for distributions that are elements of the most improtant exponential families. These families include the Poisson distributions, the Gamma distributions, the binomial…
It will be recalled that the classical bivariate normal distributions have normal marginals and normal conditionals. It is natural to ask whether a similar phenomenon can be encountered involving Poisson marginals and conditionals.…
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…
We propose a definition of directional multivariate subexponential and convolution equivalent densities and find a useful characterization of these notions for a class of integrable and almost radial decreasing functions. We apply this…
Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…
Local solvability is analyzed for natural families of partial differential operators having double characteristics. In some families the set of all operators that are not locally solvable is shown to have both infinite dimension and…
Probability distributions and densities are derived for the excess and deficiency of the intensity or instantaneous energy (quasi-static power) associated with a $p$-dimensional random vector field. Explicit expressions for the exact…
In the seminal contribution [4] the joint weak convergence of maxima and minima of weakly dependent stationary sequences is derived under some mild asymptotic conditions. In this paper we address additionally the case of incomplete samples…
This paper is devoted to study a characterization of (strong) local maximal monotonicity in terms of a property involving the graphical derivative of a set-valued mapping defined on a Hilbert space. As a consequence, a second-order…