相关论文: Tail asymptotics for the bivariate skew normal in …

A bivariate random vector can exhibit either asymptotic independence or dependence between the largest values of its components. When used as a statistical model for risk assessment in fields such as finance, insurance or meteorology, it is…

We consider the Dirichlet problem $-\Delta u=\lambda f(u)$ with $\lambda<0$ and $f$ non-negative and non-decreasing. We show existence and uniqueness of solutions $u_\lambda$ for any $\lambda$ and discuss their asymptotic behavior as…

We provide the exact large-time behavior of the tail distribution of the extinction time of a self-similar fragmentation process with a negative index of self-similarity, improving thus a previous result on the logarithmic asymptotic…

We prove global asymptotic bifurcation for a very general class of asymptotically linear Schr\"odinger equations \begin{equation}\label{1} \{{array}{lr} \D u + f(x,u)u = \lam u \quad \text{in} \ {\mathbb R}^N, u \in H^1({\mathbb…

We propose a mean functional which exists for any probability distributions, and which characterizes the Pareto distribution within the set of distributions with finite left endpoint. This is in sharp contrast to the mean excess plot which…

We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…

In this note, by explaining two key methods that were employed in \cite{Liu-21} and by giving some remarks, we show that the proof of Theorem 1.1 in \cite{Liu-21} is a rigorous proof based on theory of strongly continuous semigroups and…

In the performance analyses of wireless networks, asymptotic quantities and properties often pro- vide useful results and insights. The asymptotic analyses become especially important when complete analytical expressions of the performance…

In this paper we derive the asymptotic behaviour of the survival function of both random sum and random maximum of log-normal risks. As for the case of finite sum and maximum investigated in Asmussen and Rojas-Nandaypa (2008) also for the…

Let $\{X_1, X_2, ... \}$ be a sequence of dependent heavy-tailed random variables with distributions $F_1, F_2,...$ on $(-\infty,\infty)$, and let $\tau$ be a nonnegative integer-valued random variable independent of the sequence $\{X_k, k…

Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…

We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…

This paper contains sharp estimates about the distribution of multiple random integrals of functions of several variables with respect to a normalized empirical measure, about the distribution of U-statistics and multiple Wiener-Ito…

In this paper we consider the problem of estimating the joint upper and lower tail large deviations of the edge eigenvalues of an Erd\H{o}s-R\'enyi random graph $\mathcal{G}_{n,p}$, in the regime of $p$ where the edge of the spectrum is no…

The estimation of the extremal dependence structure is spoiled by the impact of the bias, which increases with the number of observations used for the estimation. Already known in the univariate setting, the bias correction procedure is…

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extensively investigated , in particular when X 1 is not…

In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…

We study underdetermined-elliptic linear partial differential operators $P$ on asymptotically Euclidean manifolds, such as the divergence operator on 1-forms or symmetric 2-tensors. Suitably interpreted, these are instances of (weighted)…

In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time $W$ in the $GI/GI/2$ FCFS queue is studied. Under subexponential-type assumptions on the service time distribution, bounds and sharp asymptotics…

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…