相关论文: On a property of the inequality curve $\lambda(p)$
The most popular approach in extreme value statistics is the modelling of threshold exceedances using the asymptotically motivated generalised Pareto distribution. This approach involves the selection of a high threshold above which the…
We fit the exponent of the Pareto distribution, that is equivalent or can approximate the continuous power law distribution given a cutoff point, using linear regression (LR). We use LR on the logged variables of the empirical tail (one…
We study the fluctuations in the distribution of zeros of zeta functions of a family of hyperelliptic curves defined over a fixed finite field, in the limit of large genus. According to the Riemann Hypothesis for curves, the zeros all lie…
It has been conjectured that canonical Bewley--Huggett--Aiyagari heterogeneous-agent models cannot explain the joint distribution of income and wealth. The results stated below verify this conjecture and clarify its implications under very…
Multistable distributions, which have been introduced recently by Falconer, L\'evy V\'ehel and their co-authors, are natural generalizations of symmetric "alpha" stable distributions; roughly speaking, they are obtained by replacing the…
In this paper, we consider the Zenga index, one of the most recent inequality index. We keep the finite-valued original form and address the asymptotic theory. The asymptotic normality is established through a multinomial representation.…
We introduce a new actuarial tail-shape index, the $\theta$-index, based on a probability equal level relationship between Value at Risk and Expected Shortfall. The index is defined at each tail probability level as the parameter value for…
We investigate a stationary random coefficient autoregressive process. Using renewal type arguments tailor-made for such processes, we show that the stationary distribution has a power-law tail. When the model is normal, we show that the…
In this paper we study asymptotic properties of families of zeta and $L$-functions over finite fields. We do it in the context of three main problems: the basic inequality, the Brauer--Siegel type results and the results on distribution of…
We define an inhomogeneous percolation model on "ladder graphs" obtained as direct products of an arbitrary graph $G = (V,E)$ and the set of integers $\mathbb{Z}$ (vertices are thought of as having a "vertical" component indexed by an…
The hypergeometric distribution is briefly and informally surveyed, including popular notation, symmetries, and the tail inequalities $Pr[i \ge E[i]+tn] \le e^{-2t^2n}$ and $Pr[i \le E[i]-tn] \le e^{-2t^2n}$.
In this paper, we present a new framework to obtain tail inequalities for sums of random matrices. Compared with existing works, our tail inequalities have the following characteristics: 1) high feasibility--they can be used to study the…
We suggest approximating the distribution of the sum of independent and identically distributed random variables with a Pareto-like tail by combining extreme value approximations for the largest summands with a normal approximation for the…
We consider a Markov chain on $R^+$ with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invariant tail distribution is proven; such a heavy-tailed invariant…
In extreme value inference it is a fundamental problem how the target value is required to be extreme by the extreme value theory. In iid settings this study both theoretically and numerically compares tail estimators, which are based on…
We obtain inequalities of the form $$\int_C |f(z)|^p |dz| \leq A(p) \int_{\mathbb{T}} |f(z)|^p |dz|, \quad (p>1)$$ where $f$ is harmonic in the unit disk $\mathbb{D}$, $\mathbb{T}$ is the unit circle, and $C$ is any convex curve in…
Given an arbitrary continuous probability density function, it is introduced a conjugated probability density, which is defined through the Shannon information associated with its cumulative distribution function. These new densities are…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
An extension of Maxwell's original prescription for an ideal gas is adopted to derive a broad class of Kappa-type velocity distributions, encompassing both fat and short-tailed forms. Within this general framework, a physically consistent…
In this paper, we prove a $p$-Hardy inequality on the discrete half-line with weights $n^{\alpha}$ for all real $p > 1$. Building on the work of Miclo for $p = 2$ and Muckenhoupt in the continuous settings, we develop a quantitative…