相关论文: Bloch functions and asymptotic tail variance

In 1994, M. M. Popov [On integrability in F-spaces, Studia Math. no 3, 205-220] showed that the fundamental theorem of calculus fails, in general, for functions mapping from a compact interval of the real line into the lp-spaces for 0<p<1,…

There are many families of functions on partitions, such as the shifted symmetric functions, for which the corresponding q-brackets are quasimodular forms. We extend these families so that the corresponding q-brackets are quasimodular for a…

We study probability inequalities leading to tail estimates in a general semigroup $\mathscr{G}$ with a translation-invariant metric $d_{\mathscr{G}}$. (An important and central example of this in the functional analysis literature is that…

Recently, Kayumov \cite{K} obtained a sharp estimate for the $n$-th truncated area functional for normalized functions in the Bloch space for $n\le 5$ and then, together with Wirths \cite{KW1}, extended the result for $n=6$. We prove that…

In this paper we investigate the complex exponential integral means spectra of univalent functions in the unit disk. We show that all integral means spectrum (IMS) functionals for complex exponents on the universal Teichm\"uller space, the…

A brief heuristic explanation is given of recent work with Juergen Fuchs, Beatriz Gato-Rivera and Christoph Schweigert on the construction of modular invariant partition functions from Galois symmetry in conformal field theory. A…

Modelling multivariate tail dependence is one of the key challenges in extreme-value theory. Multivariate extremes are usually characterized using parametric models, some of which have simpler submodels at the boundary of their parameter…

In this paper, we develop a comprehensive asymptotic and bootstrap theory for checkerboard-based estimation of lower and upper tail copulas under unknown marginal distributions. The estimator is constructed via local bilinear (checkerboard)…

We investigate the asymptotic behaviour of the implied volatility in the Bachelier setting, extending the large-strike results established for the Black-Scholes framework. Exploiting the theory of regular variation, we derive explicit…

In this paper we introduce an equivalence relation on the classes of almost periodic functions of a real or complex variable which is used to refine Bochner's result that characterizes these spaces of functions. In fact, with respect to the…

We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…

We study the extent of independence needed to approximate the product of bounded random variables in expectation, a natural question that has applications in pseudorandomness and min-wise independent hashing. For random variables whose…

We introduce a new type of estimator for the spectral tail process of a regularly varying time series. The approach is based on a characterizing invariance property of the spectral tail process, which is incorporated into the new estimator…

A notoriously difficult challenge in extreme value theory is the choice of the number $k\ll n$, where $n$ is the total sample size, of extreme data points to consider for inference of tail quantities. Existing theoretical guarantees for…

With motivation from K. D\c{e}bicki and P. Kisowski (2007), in this paper we derive the exact tail asymptotics of $\alpha(t)$-locally stationary Gaussian processes with non-constant variance functions. We show that some certain variance…

In this paper, according to a certain criterion, we divide the exponential distribution class into three subclasses. One of them is closely related to the regular-variation-tailed distribution class, so it is called the…

This contribution establishes exact tail asymptotics of $\sup_{(s,t)\in\mathbf{E}}$ $X(s,t)$ for a large class of nonhomogeneous Gaussian random fields $X$ on a bounded convex set $\mathbf{E}\subset\mathbb{R}^2$, with variance function that…

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

Based on suitable left-truncated or censored data, two flexible classes of $M$-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination. Asymptotic normality with…

We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…