相关论文: Randomly stopped sums with consistently varying di…
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…
The paper considers multivariate discrete random sums with equal number of summands. Such distributions describe the total claim amount received by a company in a fixed time point. In Queuing theory they characterize cumulative waiting…
We study the learnability of sums of independent integer random variables given a bound on the size of the union of their supports. For $\mathcal{A} \subset \mathbf{Z}_{+}$, a sum of independent random variables with collective support…
Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…
The paper presents an elaboration of some results on Lin's conditions. A new proof of the fact that if densities of independent random variables $\xi_1$ and $\xi_2$ satisfy Lin's condition, the same is true for their product is presented.…
The (general) hypoexponential distribution is the distribution of a sum of independent exponential random variables. We consider the particular case when the involved exponential variables have distinct rate parameters. We prove that the…
A new version of a strong law of large numbers for a ``good'' pairwise independent sequence of random variables (r.v.'s) with a small part of ``bad'' dependent r.v.'s is proposed. The main goal is to relax the assumption on the existence of…
In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…
Let $\xi$ be a random integer vector, having uniform distribution \[\mathbf{P} \{\xi = (i_1,i_2,...,i_n) = 1/n^n \} \ \hbox{for} \ 1 \leq i_1,i_2,...,i_n\leq n.\] A realization $(i_1,i_2,...,i_n)$ of $\xi$ is called \textit{good}, if its…
Many key quantities in statistics and probability theory such as the expectation, quantiles, expectiles and many risk measures are law-determined maps from a space of random variables to the reals. We call such a law-determined map, which…
In this paper, we prove a conditional limit theorem for independent not necessarily identically distributed random variables. Namely, we obtain the asymptotic distribution of a large number of them given the sum.
We introduce a family of quantum semigroups and their natural coactions on noncommutative polynomials. We present three invariance conditions, associated with these coactions, for the joint distribution of sequences of selfadjoint…
The probability that the sum of independent, centered, identically distributed, heavy-tailed random variables achieves a very large value is asymptotically equal to the probability that there exists a single summand equalling that value. We…
We study sums of independent random variables that take values $0$, $1/2$, or $1$. We show that the probability mass function of the sum splits into two interleaved parts: one supported on the integers and the other supported on the…
Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if…
We give the exact distribution of the average of n independent beta random variables weighted by the selected cuts of (0, 1) by the order statistics of a random sample of size n-1 from the uniform distribution U(0,1), for each n. A new…
This paper is organized in three parts closely related to closure properties of heavy-tailed distributions and heavy-tailed random vectors. In the first part we consider two random variables X and Y with distributions F and G respectively.…
With $\{\xi_i\}_{i\ge 0}$ being a centered stationary Gaussian sequence with non-negative correlation function $\rho(i):=\mathbb{E}[ \xi_0\xi_i]$ and $\{\sigma(i)\}_{i\ge 1}$ a sequence of positive reals, we study the asymptotics of the…
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.…
Self-similarity of systems is very popular and intensively developing field during last decades. To this field belong so-called stable distributions and their generalization. In Klebanov and Sl\'amov\'a (2014) there was given an approach to…