Related papers: Closure properties in positively decreasing and re…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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 $\cH$).…
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…
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.
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…
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…
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…
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…