相关论文: Transformations des lois multivari\'ees avec queue…
In this paper we show under weak assumptions that for $R\stackrel{d}{=}1+M_1+M_1M_2+\ldots$, where $P(M\in[0,1])=1$ and $M_i$ are independent copies of $M$, we have $\ln P(R>x)\sim C\, x\ln P(M>1-\frac1x)$ as $x\to\infty$. The constant $C$…
We provide a necessary and sufficient condition for the ratio of two jointly alpha-Frechet random variables to be regularly varying. This condition is based on the spectral representation of the joint distribution and is easy to check in…
A random variable $\xi$ has a {\it light-tailed} distribution (for short: is light-tailed) if it possesses a finite exponential moment, $\E \exp (\lambda \xi) <\infty$ for some $\lambda >0$, and has a {\it heavy-tailed} distribution (is…
A common object to describe the extremal dependence of a $d$-variate random vector $X$ is the stable tail dependence function $L$. Various parametric models have emerged, with a popular subclass consisting of those stable tail dependence…
Consider independent fair coin-flips at each site of the lattice Z^d. A translation-equivariant matching rule is a perfect matching of heads to tails that commutes with translations of Z^d and is given by a deterministic function of the…
Let $X$ and $Y$ be two independent random variables with corresponding distributions $F$ and $G$ supported on $[0,\infty)$. The distribution of the product $XY$, which is called the product convolution of $F$ and $G$, is denoted by $H$. In…
Let $(X_n)_{n\in \mathbb{N}}$ be a sequence of i.i.d. random variables with distribution $\mathbb P(X_1=1)=\mathbb P(X_1=-1)=1/2$. Let $F(\sigma)=\sum_{n=1}^\infty X_nn^{-\sigma}$. We prove that the following holds almost surely…
We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with q-deformed exponential distributions. Our main result is a large deviation property for probability…
Let $R$ be a finite ring (with unit, not necessarily commutative) and define the paraboloid $P = \{(x_1, \dots, x_d)\in R^d|x_d = x_1^2 + \dots + x_{d-1}^2\}.$ Suppose that for a sequence of finite rings of size tending to infinity, the…
We study the continuity properties of trajectories for some random series of functions $\sum a\_kf(\alpha X\_k(\omega))$ where $a\_k$ is a complex sequence, $X\_k$ a sequence of real independent random variables, $f$ is a real valued…
Our work aims to study the tail behaviour of weighted sums of the form $\sum_{i=1}^{\infty} X_{i} \prod_{j=1}^{i}Y_{j}$, where $(X_{i}, Y_{i})$ are independent and identically distributed, with common joint distribution bivariate Sarmanov.…
Consider a sequence $\{(X_{i}, Y_{i})\}$ of independent and identically distributed random vectors, with joint distribution bivariate Sarmanov. This is a natural set-up for discrete time financial risk models with insurance risks. Of…
Regular and rapid variation have been extensively studied in the literature and applied across various fields, particularly in extreme value theory. In this paper, we examine regular and rapid variation through the lens of generalized…
This paper presents precise large deviation estimates for solutions to stochastic fixed point equations of the type V =_d f(V), where f(v) = Av + g(v) for a random function g(v) = o(v) a.s. as v tends to infinity. Specifically, we provide…
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the…
We consider a translation invariant linear equation in four variables with integer coefficients of the form: $ax_1 +bx_2= cy_1+dy_2$. The main result of the paper states that any set on the real line with Fourier dimension greater than 1/2…
We introduce the relative tail entropy to establish a variational principle for continuous bundle random dynamical systems. We also show that the relative tail entropy is conserved by the principal extension.
Two approximations, derived from continuous expansions of Riemann-Liouville fractional derivatives into series involving integer order derivatives, are studied. Using those series, one can formally transform any problem that contains…
Let X be a projective smooth irreducible polarized variety over the field of complex numbers. Typical examples of wide extensions are vector bundles E that have a subsheaf F whose slope is much bigger than the slope of E/F, and such that F…
We say that a random variable is $light$-$tailed$ if moments of order $2+\epsilon$ are finite for some $\epsilon>0$; otherwise, we say that it is $heavy$-$tailed$. We study queueing networks that operate under the Max-Weight scheduling…