Displaying similar documents to “Number theory, balls in boxes, and the asymptotic uniqueness of maximal discrete order statistics.”

Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable

Kenji Nakagawa (2015)

Applications of Mathematics

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We give a sufficient condition for a non-negative random variable X to be of Pareto type by investigating the Laplace-Stieltjes transform of the cumulative distribution function. We focus on the relation between the singularity at the real point of the axis of convergence and the asymptotic decay of the tail probability. For the proof of our theorems, we apply Graham-Vaaler’s complex Tauberian theorem. As an application of our theorems, we consider the asymptotic decay of the stationary...

A note on the Ecogen language built-in random deviate generators.

Jordi Ocaña, M.ª Carmen Ruiz de Villa, Guillem Alonso (1986)

Qüestiió

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The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN language was described. The ECOGEN random deviate generators include the continuous and discrete uniform, Poisson, binomial, exponential, Cauchy, normal or Laplace-Gauss, beta, gamma, Weibull, Pareto...