Kendall更新函数的渐近性

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2021-01-29 DOI:10.30757/alea.v19-56

M. Cadena, B. Jasiulis-Gołdyn, E. Omey

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引用次数: 0

摘要

Jasiulis Gołdyn等人（2020）在一组Kendall卷积中提出的初等更新定理和Blackwell定理在较弱的假设下得到了证明，并推广到Gamma类。分析了这些定理中有关极限的收敛速度。我们的理论结果通过几个涉及新概率分布和极值的例子来说明。

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Asymptotics for Kendall’s renewal function

. An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Gołdyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits concerned in these theorems are analyzed. Our theoretical results are illustrated by several examples involving novel probability distributions and extremes.

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来源期刊

Alea-Latin American Journal of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.