Add to ORKGWe consider the random variables $R$ which are solutions of the distributional equation $R\overset{\cL}{=}MR+Q$, where $(Q,M)$ is independent of $R$ and $\ABS{M}\leq 1$. Goldie and Grübel showed that the tails of $R$ are no heavier than exponential. In this note we provide the exact lower and upper bounds of the domain of the Laplace transform of $R$
Testing the independence of two Gaussian populations involves the distribution of the sample canonic...
An exponential inequality is established for identically distributed negatively associated random v...
p. 8552-8561The Laplace transform is generalized by using the q-exponential function ex q [1 + .1 ...
We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\...
We consider the tail behavior of random variablesRwhich are solutions of the distributional equation...
AbstractRecently we established Matysiak and Szablowski's conjecture [V. Matysiak, P.J. Szablowski, ...
We study lower limits for the ratio $\overline{F^{*\tau}}(x)/\,\overline F(x)$ of tail distributions...
We consider a distribution equation which was initially studied by Bertoin \cite{Bertoin}: \[M \stac...
We prove an exponential inequality for positively associated and strictly stationary random variable...
summary:We give a sufficient condition for a non-negative random variable $X$ to be of Pareto type b...
Let $(\xi_k)_{k\geq1}$ be an i.i.d. sequence of positive random variables with $O$-varying distribut...
Let X1, X2,…, Xn be n independent, identically distributed, non negative random variables and put an...
AbstractLet X1, X2,…, Xn be n independent, identically distributed, non negative random variables an...
AbstractLet {Ai} be a sequence of random positive numbers, such that only N first of them are strict...
We establish a new concentration-of-measure inequality for the sum of independent random variables w...
Testing the independence of two Gaussian populations involves the distribution of the sample canonic...
An exponential inequality is established for identically distributed negatively associated random v...
p. 8552-8561The Laplace transform is generalized by using the q-exponential function ex q [1 + .1 ...
We consider the random variables $R$ which are solutions of the distributional equation $R\overset{\...
We consider the tail behavior of random variablesRwhich are solutions of the distributional equation...
AbstractRecently we established Matysiak and Szablowski's conjecture [V. Matysiak, P.J. Szablowski, ...
We study lower limits for the ratio $\overline{F^{*\tau}}(x)/\,\overline F(x)$ of tail distributions...
We consider a distribution equation which was initially studied by Bertoin \cite{Bertoin}: \[M \stac...
We prove an exponential inequality for positively associated and strictly stationary random variable...
summary:We give a sufficient condition for a non-negative random variable $X$ to be of Pareto type b...
Let $(\xi_k)_{k\geq1}$ be an i.i.d. sequence of positive random variables with $O$-varying distribut...
Let X1, X2,…, Xn be n independent, identically distributed, non negative random variables and put an...
AbstractLet X1, X2,…, Xn be n independent, identically distributed, non negative random variables an...
AbstractLet {Ai} be a sequence of random positive numbers, such that only N first of them are strict...
We establish a new concentration-of-measure inequality for the sum of independent random variables w...
Testing the independence of two Gaussian populations involves the distribution of the sample canonic...
An exponential inequality is established for identically distributed negatively associated random v...
p. 8552-8561The Laplace transform is generalized by using the q-exponential function ex q [1 + .1 ...
