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We introduce a large and flexible class of discrete tempered stable distributions, and analyze the domains of attraction for both this class and the related class of positive tempered stable distributions. Our results suggest that these are…

Probability · Mathematics 2020-01-22 Michael Grabchak

We provide a geometrical characterization of extremal negative dependence as a convex polytope in the simplex of multidimensional Bernoulli distributions, and we prove that it is an antichain that satisfies some minimality conditions with…

Probability · Mathematics 2025-05-08 Hélène Cossette , Etienne Marceau , Alessandro Mutti , Patrizia Semeraro

In this work we review and derive some elementary properties of the discrete renewal sequences based on a positive, finite and integer-valued random variable. Our results consider these sequences as dependent on the probability masses of…

Probability · Mathematics 2024-05-28 Nikolai Nikolov , Mladen Savov

In this paper we define the closure under weak convergence of the class of p-tempered {\alpha}-stable distributions. We give necessary and sufficient conditions for convergence of sequences in this class. Moreover, we show that any element…

Probability · Mathematics 2013-06-11 Michael Grabchak

In this paper, we give some conditions, under which, if an infinitely divisible distribution supported on $[0,\infty)$ belongs to the intersection of exponential distribution class $\mathcal{L}(\gamma)$ for some $\gamma\ge0$ and generalised…

Probability · Mathematics 2017-08-01 Yuebao Wang , Zhaolei Cui , Hui Xu

We introduce a new class of multivariate heavy-tailed distributions that are convolutions of heterogeneous multivariate t-distributions. Unlike commonly used heavy-tailed distributions, the multivariate convolution-t distributions embody…

Econometrics · Economics 2024-04-02 Peter Reinhard Hansen , Chen Tong

We introduce a general notion of covering property, of which many classical definitions are particular instances. Notions of closure under various sorts of convergence, or, more generally, under taking kinds of accumulation points, are…

General Topology · Mathematics 2022-06-28 Paolo Lipparini

Let R be a positive random variable independent of S which is beta distributed. In this paper we are interested on the relation between the distribution function of R and that of RS. For this model we derive first some distributional…

Probability · Mathematics 2013-05-14 Enkelejd Hashorva

We develop an asymptotic theory for extremes in decomposable graphical models by presenting results applicable to a range of extremal dependence types. Specifically, we investigate the weak limit of the distribution of suitably normalised…

Statistics Theory · Mathematics 2023-02-13 Adrian Casey , Ioannis Papastathopoulos

We characterise the existentially closed models of the theory of exponential fields. They do not form an elementary class, but can be studied using positive logic. We find the amalgamation bases and characterise the types over them. We…

Logic · Mathematics 2021-01-19 Levon Haykazyan , Jonathan Kirby

We extend the classical preferential attachment random graph model to random simplicial complexes. At each stage of the model, we choose one of the existing $k$-simplices with probability proportional to its $k$-degree. The chosen…

Probability · Mathematics 2024-10-24 Takashi Owada , Gennady Samorodnitsky

We introduce a class of distributions originating from an exponential family and having a property related to the strict stability property. A characteristic function representation for this family is obtained and its properties are…

Methodology · Statistics 2010-06-11 Lev B. Klebanov , Grigory Temnov

The variation distance closure of an exponential family with a convex set of canonical parameters is described, assuming no regularity conditions. The tools are the concepts of convex core of a measure and extension of an exponential…

Probability · Mathematics 2007-05-23 Imre Csiszar , Frantisek Matus

Let~$\cH$ be a class of boolean functions and consider a {\it composed class} $\cH'$ that is derived from~$\cH$ using some arbitrary aggregation rule (for example, $\cH'$ may be the class of all 3-wise majority-votes of functions in $\cH$).…

Machine Learning · Computer Science 2020-05-14 Noga Alon , Amos Beimel , Shay Moran , Uri Stemmer

A popular measure of association is the tail dependence coefficient which measures the strength of dependence in either the lower-left or upper-right tail of a bivariate distribution. In this paper, we develop the idea of quantile…

Statistics Theory · Mathematics 2024-02-09 A. Dastbaravarde , A. Dolati

We show that for ideals primary to a maximal ideal in a normal domain of finite type over the complex numbers, its tight closure is contained inside the continuous closure.

Commutative Algebra · Mathematics 2017-12-04 Holger Brenner , Jonathan Steinbuch

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

We formulate elementary SFT spectral invariants of a large class of symplectic cobordisms and stable Hamiltonian manifolds, in any dimension. We give criteria for the strong closing property using these invariants, and verify these criteria…

Symplectic Geometry · Mathematics 2023-12-29 Julian Chaidez , Shira Tanny

We consider an exit-time minimum problem with a running cost, $l\geq 0$ and unbounded controls. The occurrence of points where $l=0$ can be regarded as a transversality loss. Furthermore, since controls range over unbounded sets, the family…

Optimization and Control · Mathematics 2016-11-03 A. C. Lai , M. Motta , F. Rampazzo

We consider questions related to the well-known conjecture due to Embrechts and Goldie on the closedness of different classes of heavy- and light-tailed distributions with respect to convolution roots. We show that the class L(\gamma)\cap…

Probability · Mathematics 2016-09-28 Hui Xu , Yuebao Wang , Dongya Cheng , Changjun Yu