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1. Uniform Strong Law of Large Numbers

   We prove the strong law of large numbers for random signed measures. The result is uniform over a family of subsets under mild assumptions.

   V. Yu. Bogdanskii, O. I. Klesov, I. Molchanov in Methodology and Computing in Applied Probability

   Article 27 May 2019

2. Implicit max-stable extremal integrals

   Recently, the notion of implicit extreme value distributions has been established, which is based on a given loss function f ≥ 0. From an application...

   D. Kremer in Extremes

   Article Open access 22 October 2020

3. Moderate Deviations for Ewens-Pitman Sampling Models

   Consider a population of individuals belonging to an infinity number of types, and assume that type proportions follow the Poisson-Dirichlet...

   Stefano Favaro, Shui Feng, Fuqing Gao in Sankhya A

   Article 02 February 2018

4. Fluctuation Analysis in Parallel Queues with Hysteretic Control

   We study an enhanced hysteretic control system, with primary and secondary queues and random batch service. When the primary queue down-crosses r ,...

   Jewgeni H. Dshalalow, Ahmed Merie, Ryan T. White in Methodology and Computing in Applied Probability

   Article 09 March 2019

5. Consistency of Hill estimators in a linear preferential attachment model

   Preferential attachment is widely used to model power-law behavior of degree distributions in both directed and undirected networks. Statistical...

   Tiandong Wang, Sidney I. Resnick in Extremes

   Article 08 September 2018

6. A random measure algebra under convolution

   In this article, a convolution of second-order random measures on a locally compact abelian groups is considered. A random measure is an analog of a...

   Jason Hong Jae Park in Journal of Statistical Theory and Practice

   Article 01 December 2016

7. Market Viability and Martingale Measures under Partial Information

   We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded...

   Claudio Fontana, Bernt Øksendal, Agnès Sulem in Methodology and Computing in Applied Probability

   Article 22 February 2014

8. Distribution of Statistics of Hidden State Sequences Through the Sum-Product Algorithm

   We compute exact distributions of statistics of hidden state sequences in general settings. Distributions are computed for undirected and directed...

   Donald E. K. Martin, John A. D. Aston in Methodology and Computing in Applied Probability

   Article 17 May 2012

9. Multivariate Normal Approximation in Geometric Probability

   Consider a measure μ _λ = Σ _x ξ _x δ _x where the sum is over points x of a Poisson point process of intensity _λ on a bounded region in d -space, and ξ _x is a...

   Mathew D. Penrose, Andrew R. Wade in Journal of Statistical Theory and Practice

   Article 01 June 2008

10. Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence

    We survey the related asymptotic properties of multivariate distributions; (i) asymptotic independence, (ii) hidden regular variation, and (iii)...

    Sidney Resnick in Extremes

    Article 01 December 2002

11. On randomized stop** times

    In this note we give a proof of the fact that the extremal elements of the set of randomized stop** times are exactly the stop** times.

    C. Arenas in Trabajos de Estadistica

    Article 01 September 1990

12. Non parametric tests of independence

    If (Xn)(1),...,Xn(p)) is for n=1,2,..., an i.i.d. sequence, with Fn(x1,...,xp) as its empirical c.d.f. with margins F n...

    Paul Deheuvels in Statistique non Paramétrique Asymptotique

    Conference paper 1980