On directional convolution equivalent densities

نویسندگان

چکیده

We propose a definition of directional multivariate subexponential and convolution equivalent densities find useful characterization these notions for class integrable almost radial decreasing functions. apply this result to show that the density absolutely continuous part compound Poisson measure built on given f is directionally inherits its asymptotic behaviour from if only equivalent. also extend more general infinitely divisible distributions ℝ d, d≥1, which are not pure Poisson.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On Problems Equivalent to (min, +)-Convolution

In the recent years, significant progress has been made in explaining apparent hardness ofimproving over naive solutions for many fundamental polynomially solvable problems. Thiscame in the form of conditional lower bounds – reductions to one of problems assumed to behard. These include 3SUM, All-Pairs Shortest Paths, SAT and Orthogonal Vectors, and others.In the (min,+)-convolu...

متن کامل

Convolution Equivalent Lévy Processes and First Passage Times

We investigate the behavior of Lévy processes with convolution equivalent Lévy measures, up to the time of first passage over a high level u. Such problems arise naturally in the context of insurance risk where u is the initial reserve. We obtain a precise asymptotic estimate on the probability of first passage occurring by time T . This result is then used to study the process conditioned on f...

متن کامل

Approximating Directional Densities by Sequences of Exponential Families

This paper develops approximation techniques for directional densities by nite dimensional exponential densities. The methodology is to use expansions with respect to classical spherical harmonics followed by estimating the unknown parameters by maximum likelihood. The advantage of this approach is that one estimates directional probability densities by probability densities while at the same t...

متن کامل

BanyanNet, A Bi-Directional Equivalent of Shu eNet

A multihop, wavelength division multiplex (WDM)-based network, BanyanNet, is proposed for the realization of terabit lightwave networks. BanyanNet can be considered as the bi-directional equivalent of the popular ShuueNet. Exploiting its represenation, we developed a fast, decentralized, bi-directional routing algorithm for BanyanNet. The performance of BanyanNet is compared with that of the Sh...

متن کامل

On non-stationary convolution and inverse convolution

Recursive inverse filtering with non-stationary filters is becoming a useful tool in a range of applications, from multi-dimensional inverse problems to wave extrapolation. I formulate causal non-stationary convolution and combination and their adjoints in such a way that it is apparent that the corresponding non-stationary recursive filters are true inverse processes. Stationary recursive inve...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2022

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/22-ejp790