Éléments extrémaux pour les inégalités de Brunn-Minkowski gaussiennes
Equipartitioning Common Domains of Non-Atomic Measures.
Erratum / Correction to : “A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement”
Estimates in the laws of large numbers for regular summation methods.
Étude probabiliste des sommes des puissances s-ièmes
Exact rates in Vapnik-Chervonenkis bounds
Explicit bounds for the approximation error in Benford's law.
Exponential concentration for first passage percolation through modified Poincaré inequalities
We provide a new exponential concentration inequality for first passage percolation valid for a wide class of edge times distributions. This improves and extends a result by Benjamini, Kalai and Schramm (Ann. Probab.31 (2003)) which gave a variance bound for Bernoulli edge times. Our approach is based on some functional inequalities extending the work of Rossignol (Ann. Probab.35 (2006)), Falik and Samorodnitsky (Combin. Probab. Comput.16 (2007)).
Exponential deficiency of convolutions of densities
If a probability density p(x) (x ∈ ℝk) is bounded and R(t) := ∫e〈x, tu〉p(x)dx < ∞ for some linear functional u and all t ∈ (0,1), then, for each t ∈ (0,1) and all large enough n, the n-fold convolution of the t-tilted density ˜pt := e〈x, tu〉p(x)/R(t) is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...
Exponential deficiency of convolutions of densities∗
If a probability density p(x) (x ∈ ℝk) is bounded and R(t) := ∫e〈x, tu〉p(x)dx < ∞ for some linear functional u and all t ∈ (0,1), then, for each t ∈ (0,1) and all large enough n, the n-fold convolution of the t-tilted density := e〈x, tu〉p(x)/R(t) is bounded. This is a corollary of a general, “non-i.i.d.” result, which is also shown to enjoy a certain optimality property. Such results and their corollaries stated in terms of the absolute integrability of the corresponding characteristic...
Exponential inequalities for Bessel processes
Exponential inequalities for positively associated random variables and applications.
Exponential inequalities for self-normalized processes with applications.
Exponential inequalities for sums of weakly dependent variables.
Exponential tail bounds for max-recursive sequences.
Extension of stochastic dominance theory to random variables
Extension of stochastic dominance theory to random variables
In this paper, we develop some stochastic dominance theorems for the location and scale family and linear combinations of random variables and for risk lovers as well as risk averters that extend results in Hadar and Russell (1971) and Tesfatsion (1976). The results are discussed and applied to decision-making.
Extremal moment methods and stochastic orders.
Extremal moment methods and stochastic orders. Application in actuarial science.
Extreme distribution functions of copulas
In this paper we study some properties of the distribution function of the random variable C(X,Y) when the copula of the random pair (X,Y) is M (respectively, W) – the copula for which each of X and Y is almost surely an increasing (respectively, decreasing) function of the other –, and C is any copula. We also study the distribution functions of M(X,Y) and W(X,Y) given that the joint distribution function of the random variables X and Y is any copula.