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Approximations in bivariate renewal theory
ArticleAbstract: We construct approximations to the renewal function for a bivariate renewal process. Suppose (X, Y )Palabras claves:Approximation, Asymptotic distribution, Bivariate renewal process, Equilibrium distribution, Regular variation, Renewal functionAutores:Edward A.M. Omey, Mitov K.V., Vesilo R.Fuentes:scopusA New Test for Convergence of Positive Series
ArticleAbstract: The paper provides a new test of convergence and divergence of positive series. In particular, it exPalabras claves:convergence/ divergence test, Karamata’s theorem, Partial Order, positive series, Rate of convergence, Regular variationAutores:Abramov V., Edward A.M. Omey, Meitner CadenaFuentes:scopusDomains of attraction of the random vector (X, X2) and applications
ArticleAbstract: Many statistics are based on functions of sample moments. Important examples are the sample variancePalabras claves:Domains of attraction, Non-central t-statistic, Regular variation, Sample coefficient of variation, Sample dispersionAutores:Edward A.M. OmeyFuentes:scopusSecond order behaviour of the tail of a subordinated probability distribution
ArticleAbstract: Let G = Σ<sup>∞</sup><inf>n=0</inf>p<inf>n</inf>F<sup>*n</sup> denote the probability measure subordPalabras claves:infinite divisibility, Regular variation, SubordinationAutores:Edward A.M. Omey, Willekens E.Fuentes:scopusSecond-order renewal theorem in the finite-means case
ArticleAbstract: Let F be a distribution function (d.f.) on (0, ∞) and let U be the renewal function associated withPalabras claves:O-regular variation, Regular variation, Renewal function, Subexponential distributionsAutores:Baltrūnas A., Edward A.M. OmeyFuentes:scopusSemi-Heavy Tails
ArticleAbstract: In this paper, we study properties of functions and sequences with a semi-heavy tail, that is, functPalabras claves:asymptotic behaviour, Convolutions, Regular variation, semi-heavy tail, SubordinationAutores:Edward A.M. Omey, Van Gulck S., Vesilo R.Fuentes:scopusShocks, runs and random sums
ArticleAbstract: In this paper we study random variables related to a shock reliability model. Our models can be usedPalabras claves:Random sums, Regular variation, reliability, Shock modelAutores:Edward A.M. Omey, Mallor F.Fuentes:scopusRandom sums of random variables and vectors: Including infinite means and unequal length sums
ArticleAbstract: Let {X, X<inf>i</inf>, i = 1, 2, . . . } be independent nonnegative random variables with common disPalabras claves:Dependence, Infinite mean, O-regular variation, Random sum, Regular variation, Subexponential distributionAutores:Edward A.M. Omey, Vesilo R.Fuentes:scopusRates of convergence in multivariate extreme value theory
ArticleAbstract: We discuss rates of convergence for the distribution of normalized sample extremes to the appropriatPalabras claves:dependence functions, multivariate extreme values, Regular variation, uniform rates of convergenceAutores:Edward A.M. Omey, Rachev S.Fuentes:scopusAsymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution
ArticleAbstract: This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavioPalabras claves:Exact asymptotics, Extremes, Kendall convolution, Limit theorems, Markov process, Regular variation, Williamson transformAutores:Edward A.M. Omey, Jasiulis-Gołdyn B.H., Marek ArendarczykFuentes:scopus