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Characterizations of inequality orderings by means of dispersive orderings.

Héctor M. Ramos Romero, Miguel Angel Sordo Díaz (2002)

Qüestiió

The generalized Lorenz order and the absolute Lorenz order are used in economics to compare income distributions in terms of social welfare. In Section 2, we show that these orders are equivalent to two stochastic orders, the concave order and the dilation order, which are used to compare the dispersion of probability distributions. In Section 3, a sufficient condition for the absolute Lorenz order, which is often easy to verify in practice, is presented. This condition is applied in Section 4 to...

Characterizations of the exponential distribution based on certain properties of its characteristic function

Simos G. Meintanis, George Iliopoulos (2003)

Kybernetika

Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.

Chernoff and Berry–Esséen inequalities for Markov processes

Pascal Lezaud (2001)

ESAIM: Probability and Statistics

In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.

Chernoff and Berry–Esséen inequalities for Markov processes

Pascal Lezaud (2010)

ESAIM: Probability and Statistics

In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.

Chevet type inequality and norms of submatrices

Radosław Adamczak, Rafał Latała, Alexander E. Litvak, Alain Pajor, Nicole Tomczak-Jaegermann (2012)

Studia Mathematica

We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of the expectation of the supremum of “symmetric exponential” processes, compared to the Gaussian ones in the Chevet inequality. This is used to give a sharp upper estimate for a quantity Γ k , m that controls uniformly the Euclidean operator norm of the submatrices with k rows and m columns of an isotropic log-concave unconditional random matrix. We apply these estimates...

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