Displaying similar documents to “Stability of characterizations of distribution functions using failure rate functions”

Global approximations for the γ-order Lognormal distribution

Thomas L. Toulias (2013)

Discussiones Mathematicae Probability and Statistics

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A generalized form of the usual Lognormal distribution, denoted with γ , is introduced through the γ-order Normal distribution γ , with its p.d.f. defined into (0,+∞). The study of the c.d.f. of γ is focused on a heuristic method that provides global approximations with two anchor points, at zero and at infinity. Also evaluations are provided while certain bounds are obtained.

Order relations in the set of probability distribution functions and their applications in queueing theory

Tomasz Rolski

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CONTENTSIntroduction......................................................................................................................................... 51. n-Monotonic functions on (— ∞, ∞)........................................................................................... 62. Order relations in the set of probability distribution functions....................................................... 12 2.1. Preliminary concepts...............................................................................................................

Quantitative stability for sumsets in n

Alessio Figalli, David Jerison (2015)

Journal of the European Mathematical Society

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Given a measurable set A n of positive measure, it is not difficult to show that | A + A | = | 2 A | if and only if A is equal to its convex hull minus a set of measure zero. We investigate the stability of this statement: If ( | A + A | - | 2 A | ) / | A | is small, is A close to its convex hull? Our main result is an explicit control, in arbitrary dimension, on the measure of the difference between A and its convex hull in terms of ( | A + A | - | 2 A | ) / | A | .

On risk reserve under distribution constraints

Mariusz Michta (2000)

Discussiones Mathematicae Probability and Statistics

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The purpose of this work is a study of the following insurance reserve model: R ( t ) = η + 0 t p ( s , R ( s ) ) d s + 0 t σ ( s , R ( s ) ) d W s - Z ( t ) , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: i n f 0 t T P R ( t ) c γ is considered.

Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Philip S. Griffin, Ross A. Maller (2013)

Annales de l'I.H.P. Probabilités et statistiques

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This paper is concerned with the small time behaviour of a Lévy process X . In particular, we investigate theof the times, T ¯ b ( r ) and T b * ( r ) , at which X , started with X 0 = 0 , first leaves the space-time regions { ( t , y ) 2 : y r t b , t 0 } (one-sided exit), or { ( t , y ) 2 : | y | r t b , t 0 } (two-sided exit), 0 b l t ; 1 , as r 0 . Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in L p . In many instances these are...

Scale-free percolation

Maria Deijfen, Remco van der Hofstad, Gerard Hooghiemstra (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We formulate and study a model for inhomogeneous long-range percolation on d . Each vertex x d is assigned a non-negative weight W x , where ( W x ) x d are i.i.d. random variables. Conditionally on the weights, and given two parameters α , λ g t ; 0 , the edges are independent and the probability that there is an edge between x and y is given by p x y = 1 - exp { - λ W x W y / | x - y | α } . The parameter λ is the percolation parameter, while α describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether...

On Probability Distribution Solutions of a Functional Equation

Janusz Morawiec, Ludwig Reich (2005)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let 0 < β < α < 1 and let p ∈ (0,1). We consider the functional equation φ(x) = pφ (x-β)/(1-β) + (1-p)φ(minx/α, (x(α-β)+β(1-α))/α(1-β)) and its solutions in two classes of functions, namely ℐ = φ: ℝ → ℝ|φ is increasing, φ | ( - , 0 ] = 0 , φ | [ 1 , ) = 1 , = φ: ℝ → ℝ|φ is continuous, φ | ( - , 0 ] = 0 , φ | [ 1 , ) = 1 . We prove that the above equation has at most one solution in and that for some parameters α,β and p such a solution exists, and for some it does not. We also determine all solutions of the equation in ℐ and we show the...

The right tail exponent of the Tracy–Widom β distribution

Laure Dumaz, Bálint Virág (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The Tracy–Widom β distribution is the large dimensional limit of the top eigenvalue of β random matrix ensembles. We use the stochastic Airy operator representation to show that as a the tail of the Tracy–Widom distribution satisfies P ( 𝑇𝑊 β g t ; a ) = a - ( 3 / 4 ) β + o ( 1 ) exp - 2 3 β a 3 / 2 .

On Noether and strict stability, Hilbert exponent, and relative Nullstellensatz

Chia-chi Tung (2013)

Annales Polonici Mathematici

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Conditions characterizing the membership of the ideal of a subvariety arising from (effective) divisors in a product complex space Y × X are given. For the algebra Y [ V ] of relative regular functions on an algebraic variety V, the strict stability is proved, in the case where Y is a normal space, and the Noether stability is established under a weakened condition. As a consequence (for both general and complete intersections) a global Nullstellensatz is derived for divisors in Y × N , respectively,...

Moser's Inequality for a class of integral operators

Finbarr Holland, David Walsh (1995)

Studia Mathematica

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Let 1 < p < ∞, q = p/(p-1) and for f L p ( 0 , ) define F ( x ) = ( 1 / x ) ʃ 0 x f ( t ) d t , x > 0. Moser’s Inequality states that there is a constant C p such that s u p a 1 s u p f B p ʃ 0 e x p [ a x q | F ( x ) | q - x ] d x = C p where B p is the unit ball of L p . Moreover, the value a = 1 is sharp. We observe that F = K 1 f where the integral operator K 1 has a simple kernel K. We consider the question of for what kernels K(t,x), 0 ≤ t, x < ∞, this result can be extended, and proceed to discuss this when K is non-negative and homogeneous of degree -1. A sufficient condition on K is found for...

Equilibrium states for interval maps: the potential - t log | D f |

Henk Bruin, Mike Todd (2009)

Annales scientifiques de l'École Normale Supérieure

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Let f : I I be a C 2 multimodal interval map satisfying polynomial growth of the derivatives along critical orbits. We prove the existence and uniqueness of equilibrium states for the potential φ t : x - t log | D f ( x ) | for t close to 1 , and also that the pressure function t P ( φ t ) is analytic on an appropriate interval near t = 1 .

Spectra of elements in the group ring of SU(2)

Alex Gamburd, Dmitry Jakobson, Peter Sarnak (1999)

Journal of the European Mathematical Society

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We present a new method for establishing the ‘‘gap” property for finitely generated subgroups of SU ( 2 ) , providing an elementary solution of Ruziewicz problem on S 2 as well as giving many new examples of finitely generated subgroups of SU ( 2 ) with an explicit gap. The distribution of the eigenvalues of the elements of the group ring 𝐑 [ SU ( 2 ) ] in the N -th irreducible representation of SU ( 2 ) is also studied. Numerical experiments indicate that for a generic (in measure) element of 𝐑 [ SU ( 2 ) ] , the “unfolded” consecutive...

Optimal estimators in learning theory

V. N. Temlyakov (2006)

Banach Center Publications

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This paper is a survey of recent results on some problems of supervised learning in the setting formulated by Cucker and Smale. Supervised learning, or learning-from-examples, refers to a process that builds on the base of available data of inputs x i and outputs y i , i = 1,...,m, a function that best represents the relation between the inputs x ∈ X and the corresponding outputs y ∈ Y. The goal is to find an estimator f z on the base of given data z : = ( ( x , y ) , . . . , ( x m , y m ) ) that approximates well the regression function...

On sum-product representations in q

Mei-Chu Chang (2006)

Journal of the European Mathematical Society

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The purpose of this paper is to investigate efficient representations of the residue classes modulo q , by performing sum and product set operations starting from a given subset A of q . We consider the case of very small sets A and composite q for which not much seemed known (nontrivial results were recently obtained when q is prime or when log | A | log q ). Roughly speaking we show that all residue classes are obtained from a k -fold sum of an r -fold product set of A , where r log q and log k log q , provided the...