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Relations between subexponential densities and locally subexponential distributions are discussed. It is shown that the class of subexponential densities is neither closed under convolution roots nor closed under asymptotic equivalence. A…

Probability · Mathematics 2016-02-05 Toshiro Watanabe , Kouji Yamamuro

We consider closure properties in the class of positively decreasing distributions. Our results stem from different types of dependence, but each type belongs in the family of asymptotically independent dependence structure. Namely we…

We obtain a number of new general properties, related to the closedness of the class of long-tailed distributions under convolutions, that are of interest themselves and may be applied in many models that deal with "plus" and/or "max"…

Probability · Mathematics 2015-11-24 Hui Xu , Sergey Foss , Yuebao Wang

We completely characterize $\Delta$- and local subexponentialities of positive-half compound Poisson distributions and extend the characterization on two-sided distributions. Moreover, $\Delta$-subexponentiality of infinitely divisible…

Probability · Mathematics 2023-02-21 Muneya Matsui , Toshiro Watanabe

We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…

Probability · Mathematics 2023-02-16 Muneya Matsui

If a probability density p(\x) (\x\in\R^k) is bounded and R(t) := \int \exp(t\ell(\x)) \d\x < \infty for some linear functional \ell and all t\in(0,1), then, for each t\in(0,1) and all large enough n, the n-fold convolution of the t-tilted…

Probability · Mathematics 2017-01-17 Iosif Pinelis

While Liouvillian sequences are closed under many operations, simple examples show that they are not closed under convolution, and the same goes for d'Alembertian sequences. Nevertheless, we show that d'Alembertian sequences are closed…

Symbolic Computation · Computer Science 2018-03-26 Sergei A. Abramov , Marko Petkovšek , Helena Zakrajšek

The starting point of this work is that the class of evolution algebras over a fixed field is closed under tensor product. This arises questions about the inheritance of properties from the tensor product to the factors and conversely. For…

It is shown that the class of convolution equivalent distributions and the class of locally subexponential distributions are not closed under convolution roots. Moreover, two sufficient conditions for the closure under convolution roots of…

Probability · Mathematics 2015-11-05 Toshiro Watanabe

Convolutions of long-tailed and subexponential distributions play a major role in the analysis of many stochastic systems. We study these convolutions, proving some important new results through a simple and coherent approach, and showing…

Probability · Mathematics 2017-11-29 Sergey Foss , Dmitry Korshunov , Stan Zachary

Closure seems to be something rheologists would prefer to avoid. Here, the story of closure is told in such a way that one should enduringly forget any improper undertone of "uncontrolled approximation" or "necessary evil" which might…

Soft Condensed Matter · Physics 2010-11-10 Hans Christian Öttinger

Linear logical frameworks with subexponentials have been used for the specification of among other systems, proof systems, concurrent programming languages and linear authorization logics. In these frameworks, subexponentials can be…

Logic · Mathematics 2019-10-09 Max Kanovich , Stepan Kuznetsov , Vivek Nigam , Andre Scedrov

For a subexponential density, so far, there has been no positive conclusion or counter example to show whether it is almost decreasing. In this paper, a subexponential density supported on $\mathbb{R}^+\cup\{0\}$ without the almost decrease…

Probability · Mathematics 2018-08-21 Tao Jiang , Yuebao Wang , Zhaolei Cui

This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…

Operator Algebras · Mathematics 2010-08-30 Takahiro Hasebe

This paper is devoted to the study of generalized differentiation properties of the infimal convolution. This class of functions covers a large spectrum of nonsmooth functions well known in the literature. The subdifferential formulas…

Optimization and Control · Mathematics 2014-11-04 Nguyen Mau Nam , Dang Van Cuong

Bivariate generating functions for various subsets of the class of permutations containing no descending sequence of length three or more are determined. The notion of absolute indecomposability of a permutation is introduced, and used in…

Combinatorics · Mathematics 2015-08-07 Michael H. Albert

An involution is usually defined as a mapping that is its own inverse. In this paper, we study quaternion involutions that have the additional properties of distribution over addition and multiplication. We review formal axioms for such…

Rings and Algebras · Mathematics 2007-06-13 Todd A. Ell , Stephen J. Sangwine

Many Properties of a category X, as for instance the existence of an adjoint or a factorization system, are a consequence of the cowellpoweredness of X. In the absence of cowellpoweredness, for general results, fairly strong assumption on…

Category Theory · Mathematics 2007-05-23 Vishvajit V. S. Gautam

We obtain sufficient conditions under which the limit of a sequence of functions exhibits a particular dynamical behaviour at a point like expansivity, shadowing, mixing, sensitivity and transitivity. We provide examples to show that the…

Dynamical Systems · Mathematics 2019-07-15 Abdul Gaffar Khan , Pramod Kumar Das , Tarun Das

We introduce a finite version of free probability and show the link between recent results using polynomial convolutions and the traditional theory of free probability. One tool for accomplishing this is a seemingly new transformation that…

Combinatorics · Mathematics 2021-08-17 Adam W. Marcus
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