相关论文: Bloch functions and asymptotic tail variance

We develop a new method for studying the asymptotics of symmetric polynomials of representation-theoretic origin as the number of variables tends to infinity. Several applications of our method are presented: We prove a number of theorems…

We provide sharp bounds for the exponential moments and $p$-moments, $1\leqslant p \leqslant 2$, of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the…

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

In this paper we estimate the tail of distribution (i.e., the measure of the set $\{f\ge x\}$) for those functions $f$ whose dyadic square function is bounded by a given constant. In particular we get a bit better estimate than the estimate…

When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory of semiparametric efficient estimation inapplicable.…

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

The asymptotic analysis of Bergman kernels with respect to exponentially varying measures near emergent interfaces has attracted recent attention. Such interfaces typically occur when the associated limiting Bergman density function…

We prove an $\LlogL $-type distributional inequality for the commutator of the Bergman projection with a conjugate Bloch symbol function on the unit ball. Such an inequality can be seen as a Bergman version of a result due to C. P\'{e}rez…

This paper investigates pooling strategies for tail index and extreme quantile estimation from heavy-tailed data. To fully exploit the information contained in several samples, we present general weighted pooled Hill estimators of the tail…

We provide a new extension of Breiman's Theorem on computing tail probabilities of a product of random variables to a multivariate setting. In particular, we give a complete characterization of regular variation on cones in $[0,\infty)^d$…

We consider a two dimensional skip-free reflecting random walk on a nonnegative integer quadrant. We are interested in the tail asymptotics of its stationary distribution, provided its existence is assumed. We derive exact tail asymptotics…

We present a simple result that allows us to evaluate the asymptotic order of the remainder of a partial asymptotic expansion of the quantile function $h(u)$ as $u\to 0^+$ or $1^-$. This is focussed on important univariate distributions…

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

For proper lower semi-continuous functionals bounded below which do not increase upon polarization, an improved version of Ekeland's variational principle can be formulated in Banach spaces, which provides almost symmetric points.

A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin $3D$ aneurysm-type domain that consists of thin curvilinear cylinders that are joined through an aneurysm of diameter $\mathcal{O}(\varepsilon).$ A…

Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…

We consider differential operators defined as Friedrichs extensions of quadratic forms with non-smooth coefficients. We prove a two term optimal asymptotic for the Riesz means of these operators and thereby also reprove an optimal Weyl law…

We derive the asymptotic rate of decay to zero of the tail dependence of the bivariate skew Variance Gamma (VG) distribution under the equal-skewness condition, as an explicit regularly varying function. Our development is in terms of a…

We study the asymptotic behavior of extremal length along Teichm\"uller rays. Specifically, we determine the limit of extremal length along a Teichm\"uller ray and obtain an explicit expression for this limit, which complements a related…

M-type smoothing splines are a broad class of spline estimators that include the popular least-squares smoothing spline but also spline estimators that are less susceptible to outlying observations and model-misspecification. However,…