Additions and correction to “The bootstrap of the mean with arbitrary bootstrap sample”
Admissible functions for cones and asumptotics of infinitely divisible distributions.
Almost Higher Order Stochastic Dominance
In this paper, we develop the concept of almost stochastic dominance for higher order preferences and investigate the related properties of this concept.
Almost sure absolute continuity of Bernoulli convolutions
We prove an extension of a result by Peres and Solomyak on almost sure absolute continuity in a class of symmetric Bernoulli convolutions.
An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
We revisit Sklar’s Theorem and give another proof, primarily based on the use of right quantile functions. To this end we slightly generalise the distributional transform approach of Rüschendorf and facilitate some new results including a rigorous characterisation of an almost surely existing “left-invertibility” of distribution functions.
An application of multivariate total positivity to peacocks
We use multivariate total positivity theory to exhibit new families of peacocks. As the authors of [F. Hirsch, C. Profeta, B. Roynette and M. Yor, Peacocks and associated martingales vol. 3. Bocconi-Springer (2011)], our guiding example is the result of Carr−Ewald−Xiao [P. Carr, C.-O. Ewald and Y. Xiao, Finance Res. Lett. 5 (2008) 162–171]. We shall introduce the notion of strong conditional monotonicity. This concept is strictly more restrictive than the conditional monotonicity as defined in [F....
An Application of the Renewal Theoretic Selection Principle: The First Divisible Sum.
An Approach to Distribution of the Product of Two Normal Variables
The distribution of product of two normally distributed variables come from the first part of the XX Century. First works about this issue were [1] and [2] showed that under certain conditions the product could be considered as a normally distributed. A more recent approach is [3] that studied approximation to density function of the product using three methods: numerical integration, Monte Carlo simulation and analytical approximation to the result using the normal distribution....
An approach to generating uniform distribution
An Elementary Inequality Between the Probabilities of Events.
An example of the decomposability semigroup
An exponential inequality for negatively associated random variables.
An extension of Billingsley’s uniform boundedness theorem to higher-dimensional -processes
An extension of Chebyshev's inequality
An extension of Stolarsky means.
An Improved General Stochastic Inequality
An inequality about -Series.
An inequality for the asymmetry of distributions and a Berry-Esseen theorem for random summation.
An inequality for the predictable projection of an adapted process
An integral analogue of the Ostrowski inequality.