相关论文: A Note on Maximum and Minimum Stability of Certain…

The main purpose of this paper is to obtain strong laws of large numbers for arrays or weighted sums of random variables under a scenario of dependence. Namely, for triangular arrays $\{X_{n,k}, \, 1 \leqslant k \leqslant n, \, n \geqslant…

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 article we derive the best possible upper bound for $E[\max{X_i}-\min_i{X_i}]$ under given means and variances on $n$ random variables $X_i$. The random vector $(X_1,...,X_n)$ is allowed to have any dependence structure, provided $E…

For a discrete dynamics defined by a sequence of bounded and not necessarily invertible linear operators, we give a complete characterization of exponential stability in terms of invertibility of a certain operator acting on suitable Banach…

In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

A finite point process is characterized by the distribution of the number of points (the size) of the process. In some applications, for example, in the context of packet flows in modern communication networks, it is of interest to infer…

In this paper, we consider approximating expansions for the distribution of integer valued random variables, in circumstances in which convergence in law cannot be expected. The setting is one in which the simplest approximation to the…

We study analytically and numerically the extreme value distribution of observables defined along the temporal evolution of a dynamical system. The convergence to the Gumbel law of observable recurrences gives information on the fractal…

We construct a non - improved exponential bounds for distribution of normed sums of i.,i.d. random variables with random numbers of summand.

We derive a sufficient condition for stability in probability of an equilibrium of a randomly perturbed map in ${\mathbb R}^d$. This condition can be used to stabilize weakly unstable equilibria by random forcing. Analytical results on…

There are given characterizations of the exponential distribution by the properties of the independence of linear forms with random coefficients. Related results based on the constancy of regression of one statistic on a linear form are…

A fractional generalization of variations is used to define a stability of non-integer order. Fractional variational derivatives are suggested to describe the properties of dynamical systems at fractional perturbations. We formulate…

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated…

Some points related to the exponential instability of N-body gravitating systems and which are misinterpreted in various papers are clarified. Exponential instability is a phenomenon essentially responsible for the relaxation, evolutionary,…

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…

We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the maximum of a multidimensional stationary sequence with…

Let $\mathbf{X}=\{X_{n}\}_{n\geq 1}$ be a sequence of stationary Gaussian variables and suppose that only some of the random variables from $\mathbf{X}$ can be observed. In this paper, by studying the limiting properties of multidimensional…

The recent argue about the existence of an instability in the definition of the mean value appearing in the Tsallis non extensive Statistical Mechanic is reconsidered. Here, it is simply underlined that the pair of probability distributions…