Calcul pratique de la distance de Prokhorov
Cauchy's equation on ?: futher results.
Central limit theorem for coloured hard dimers.
Certain infinitely divisible characteristic functions
Chaotic behavior of infinitely divisible processes
The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.
Characteristic properties of generalized order statistics from exponential distributions
Exponential distributions are characterized by distributional properties of generalized order statistics. These characterizations include known results for ordinary order statistics and record values as particular cases.
Characterization of distributions with the length-bias scaling property.
Characterization of equality in the correlation inequality for convex functions, the U-conjecture
Characterization of probability distributions by Poincaré-type inequalities
Characterization of -entropy with preference
Characterizations based on length-biased weighted measure of inaccuracy for truncated random variables
In survival studies and life testing, the data are generally truncated. Recently, authors have studied a weighted version of Kerridge inaccuracy measure for truncated distributions. In the present paper we consider weighted residual and weighted past inaccuracy measure and study various aspects of their bounds. Characterizations of several important continuous distributions are provided based on weighted residual (past) inaccuracy measure.
Characterizations of continuous distributions through inequalities involving the expected values of selected functions
Nanda (2010) and Bhattacharjee et al. (2013) characterized a few distributions with help of the failure rate, mean residual, log-odds rate and aging intensity functions. In this paper, we generalize their results and characterize some distributions through functions used by them and Glaser’s function. Kundu and Ghosh (2016) obtained similar results using reversed hazard rate, expected inactivity time and reversed aging intensity functions. We also, via -function defined by Cacoullos and Papathanasiou...
Characterizations of distributions by moments of order statistics when the sample size is random
We give characterizations of the uniform distribution in terms of moments of order statistics when the sample size is random. Special cases of a random sample size (logarithmic series, geometrical, binomial, negative binomial, and Poisson distribution) are also considered.
Characterizations of inequality orderings by means of dispersive orderings.
The generalized Lorenz order and the absolute Lorenz order are used in economics to compare income distributions in terms of social welfare. In Section 2, we show that these orders are equivalent to two stochastic orders, the concave order and the dilation order, which are used to compare the dispersion of probability distributions. In Section 3, a sufficient condition for the absolute Lorenz order, which is often easy to verify in practice, is presented. This condition is applied in Section 4 to...
Characterizations of some Distributions Connected Wtth Extremal-type Distributions
Characterizations of the exponential distribution based on certain properties of its characteristic function
Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.
Characterizations using intersections of random events.
Characterizing the general multivariate normal distribution through the conditional distributions.
In this paper we give a characterization of the multivariate normal distribution through the conditional distributions in the most general case, which include the singular distribution.
Charges, poids et mesures de Lévy dans les espaces vectoriels localement convexes
Chevet type inequality and norms of submatrices
We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of the expectation of the supremum of “symmetric exponential” processes, compared to the Gaussian ones in the Chevet inequality. This is used to give a sharp upper estimate for a quantity that controls uniformly the Euclidean operator norm of the submatrices with k rows and m columns of an isotropic log-concave unconditional random matrix. We apply these estimates...