On the structure of monoids of admissible translates of probability measures.
On the Support of the Measures in a Symmetric Convolution Semigroup.
On the supports and absolute continuity of infinitely divisible probability measures.
On the tails of the distribution of the maximum of a smooth stationary gaussian process
We study the tails of the distribution of the maximum of a stationary gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order 8, we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [11] for a sufficiently small interval.
On the tails of the distribution of the maximum of a smooth stationary Gaussian process
We study the tails of the distribution of the maximum of a stationary Gaussian process on a bounded interval of the real line. Under regularity conditions including the existence of the spectral moment of order 8, we give an additional term for this asymptotics. This widens the application of an expansion given originally by Piterbarg [CITE] for a sufficiently small interval.
On the Unimodality and self-Decomposability of Certain Transformed Distributions
On the Unimodality of Discrete Probability Measures.
On the Urysohn condition and the convergence of probability distributions
On the zeroes of some random functions
On Three and Five Parameter Bivariate Beta Distributions.
On two functional equations connected with the characterizations of the distance measures.
On uniform tail expansions of multivariate copulas and wide convergence of measures
The theory of copulas provides a useful tool for modeling dependence in risk management. In insurance and finance, as well as in other applications, dependence of extreme events is particularly important, hence there is a need for a detailed study of the tail behaviour of multivariate copulas. We investigate the class of copulas having regular tails with a uniform expansion. We present several equivalent characterizations of uniform tail expansions. Next, basing on them, we determine the class of...
On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
Let be a pair of exchangeable lifetimes whose dependence structure is described by an Archimedean survival copula, and let denotes the corresponding pair of residual lifetimes after time , with . This note deals with stochastic comparisons between and : we provide sufficient conditions for their comparison in usual stochastic and lower orthant orders. Some of the results and examples presented here are quite unexpected, since they show that there is not a direct correspondence between univariate...
On Urbanik's characterization of Gaussian measures on locally compact abelian groups
On Weak Tail Domination of Random Vectors
Motivated by a question of Krzysztof Oleszkiewicz we study a notion of weak tail domination of random vectors. We show that if the dominating random variable is sufficiently regular then weak tail domination implies strong tail domination. In particular, a positive answer to Oleszkiewicz's question would follow from the so-called Bernoulli conjecture. We also prove that any unconditional logarithmically concave distribution is strongly dominated by a product symmetric exponential measure.
On Wiener–Hopf factors for stable processes
We give a series representation of the logarithm of the bivariate Laplace exponent κ of α-stable processes for almost all α ∈ (0, 2].
Open problems posed at the tenth International conference on fuzzy set theory and applications (FSTA 2010, Liptovský Ján, Slovakia)
Eighteen open problems posed during FSTA 2010 (Liptovský Ján, Slovakia) are presented. These problems concern copulas, triangular norms and related aggregation functions. Some open problems concerning effect algebras are also included.
Opérateurs réguliers sur les espaces
Operations on distribution functions not derivable from operations on random variables
Operator semistable probability measures on Banach spaces