Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Milto Hadjikyriakou"'
Publikováno v:
Journal of Inequalities and Applications, Vol 2016, Iss 1, Pp 1-18 (2016)
Abstract Acceptable random variables introduced by Giuliano Antonini et al. (J. Math. Anal. Appl. 338:1188-1203, 2008) form a class of dependent random variables that contains negatively dependent random variables as a particular case. The concept of
Externí odkaz:
https://doaj.org/article/7e82367479d1474ab06139d995463520
Publikováno v:
Probability in the Engineering and Informational Sciences. 37:49-59
The star-shaped ordering between probability distributions is a common way to express aging properties. A well-known criterion was proposed by Saunders and Moran [(1978). On the quantiles of the gamma and F distributions. Journal of Applied Probabili
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::180a5905a900ea99b5a8b1e3c45d9385
https://doi.org/10.1017/s0269964821000449
https://doi.org/10.1017/s0269964821000449
Publikováno v:
Communications in Statistics - Theory and Methods. 51:4638-4652
High order stop-loss transforms provide a risk measure that enables some flexibility on the weight given to high or low values of the risk. We interpret stop-loss transforms as iterated distributions and prove a recursive representation for risks exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f667b5657df5cf7458db58a01f6db16
https://doi.org/10.1080/03610926.2020.1818101
https://doi.org/10.1080/03610926.2020.1818101
Autor:
Milto Hadjikyriakou, Rita Giuliano
In this work we prove an asymptotic result, that under some conditions on the involved distribution functions, is valid for any Oppenheim expansion, extending a classical result proven by W. Vervaat in 1972 for denominators of the Luroth case. Furthe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::138dbb5b18999b7d63527546557494f4
http://arxiv.org/abs/2010.09310
http://arxiv.org/abs/2010.09310
Autor:
Milto Hadjikyriakou, Rita Giuliano
In this work, we investigate the asymptotic behaviour of weighted partial sums of a particular class of random variables related to Oppenheim series expansions. More precisely, we verify convergence in probability as well as almost sure convergence t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c6ec4ef7f5e30bc127b21204cf555620
http://arxiv.org/abs/2004.02992
http://arxiv.org/abs/2004.02992
Publikováno v:
Probability and Mathematical Statistics. 41
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ca2001bc9758061fa10558fb95330c4
https://doi.org/10.37190/0208-4147.41.2.8
https://doi.org/10.37190/0208-4147.41.2.8
In the literature of stochastic orders, one rarely finds results that can be considered as criteria for the non-comparability of random variables. In this paper, we provide results that enable researchers to use simple tools to conclude that two rand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f1e8e75f395e39a446c29623ab89ea34
http://arxiv.org/abs/1909.03024
http://arxiv.org/abs/1909.03024
Publikováno v:
Proceedings of the 29th European Safety and Reliability Conference (ESREL).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::907db9ed16b783e9934f37956303c44f
https://doi.org/10.3850/978-981-11-2724-3_0986-cd
https://doi.org/10.3850/978-981-11-2724-3_0986-cd
We study failure rate monotonicity and generalised convex transform stochastic ordering properties of random variables, with an emphasis on applications. We are especially interested in the effect of a tail-weight iteration procedure to define distri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::46fd8dfbf929bb4aba61aed3a1c674a0
Autor:
Milto Hadjikyriakou
We consider a sequence of strong demimartingales. For these random objects, a central limit theorem is obtained by utilizing Zolotarev’s ideal metric and the fact that a sequence of strong demimartingales is ordered via the convex order with the se
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0c8c3f8c2a39a2f96e6ac8e3f0f7c770