Das, Bikramjit; Wang, Tiandong; Dai, Gengling Asymptotic behavior of common connections in sparse random networks. (English) Zbl 07565042 Methodol. Comput. Appl. Probab. 24, No. 3, 2071-2092 (2022). MSC: 05C82 60F15 60G70 PDF BibTeX XML Cite \textit{B. Das} et al., Methodol. Comput. Appl. Probab. 24, No. 3, 2071--2092 (2022; Zbl 07565042) Full Text: DOI OpenURL
Wang, Tiandong; Resnick, Sidney I. Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. (English) Zbl 07563220 Extremes 25, No. 3, 417-450 (2022). MSC: 05C82 60F15 60G70 62G32 PDF BibTeX XML Cite \textit{T. Wang} and \textit{S. I. Resnick}, Extremes 25, No. 3, 417--450 (2022; Zbl 07563220) Full Text: DOI OpenURL
Chen, Yiqing; Liu, Jiajun An asymptotic study of systemic expected shortfall and marginal expected shortfall. (English) Zbl 07557845 Insur. Math. Econ. 105, 238-251 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{J. Liu}, Insur. Math. Econ. 105, 238--251 (2022; Zbl 07557845) Full Text: DOI OpenURL
Damek, Ewa; Matsui, Muneya Tails of bivariate stochastic recurrence equation with triangular matrices. (English) Zbl 07544378 Stochastic Processes Appl. 150, 147-191 (2022). MSC: 60G70 60G10 60H25 62M10 91B84 PDF BibTeX XML Cite \textit{E. Damek} and \textit{M. Matsui}, Stochastic Processes Appl. 150, 147--191 (2022; Zbl 07544378) Full Text: DOI OpenURL
Rønn-Nielsen, Anders; Stehr, Mads Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure. (English) Zbl 07544374 Stochastic Processes Appl. 150, 19-49 (2022). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60G60 60E07 60D05 PDF BibTeX XML Cite \textit{A. Rønn-Nielsen} and \textit{M. Stehr}, Stochastic Processes Appl. 150, 19--49 (2022; Zbl 07544374) Full Text: DOI OpenURL
Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy Tail measures and regular variation. (English) Zbl 07541200 Electron. J. Probab. 27, Paper No. 64, 43 p. (2022). MSC: 28A33 60G70 PDF BibTeX XML Cite \textit{M. Bladt} et al., Electron. J. Probab. 27, Paper No. 64, 43 p. (2022; Zbl 07541200) Full Text: DOI OpenURL
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula Convergence of partial sum processes to stable processes with application for aggregation of branching processes. (English) Zbl 07541084 Braz. J. Probab. Stat. 36, No. 2, 315-348 (2022). MSC: 60J80 60F05 60G55 PDF BibTeX XML Cite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 07541084) Full Text: DOI OpenURL
Kołodziejek, Bartosz; Szpojankowski, Kamil A phase transition for tails of the free multiplicative convolution powers. (English) Zbl 07534702 Adv. Math. 403, Article ID 108398, 50 p. (2022). MSC: 46L54 40E05 PDF BibTeX XML Cite \textit{B. Kołodziejek} and \textit{K. Szpojankowski}, Adv. Math. 403, Article ID 108398, 50 p. (2022; Zbl 07534702) Full Text: DOI OpenURL
Chen, Yu; Wang, Jiayi; Zhang, Weiping Tail distortion risk measure for portfolio with multivariate regularly variation. (English) Zbl 07531922 Commun. Math. Stat. 10, No. 2, 263-285 (2022). MSC: 62E20 PDF BibTeX XML Cite \textit{Y. Chen} et al., Commun. Math. Stat. 10, No. 2, 263--285 (2022; Zbl 07531922) Full Text: DOI OpenURL
Jaunė, Eglė; Šiaulys, Jonas Asymptotic risk decomposition for regularly varying distributions with tail dependence. (English) Zbl 07531273 Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022). MSC: 91G05 62P05 60E15 PDF BibTeX XML Cite \textit{E. Jaunė} and \textit{J. Šiaulys}, Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022; Zbl 07531273) Full Text: DOI OpenURL
Bhattacharya, Ayan; Palmowski, Zbigniew; Zwart, Bert Persistence of heavy-tailed sample averages: principle of infinitely many big jumps. (English) Zbl 07524193 Electron. J. Probab. 27, Paper No. 50, 25 p. (2022). Reviewer: Renming Song (Urbana) MSC: 60B20 60J76 60F10 PDF BibTeX XML Cite \textit{A. Bhattacharya} et al., Electron. J. Probab. 27, Paper No. 50, 25 p. (2022; Zbl 07524193) Full Text: DOI OpenURL
Xu, Hui; Davis, Richard; Samorodnitsky, Gennady Handling missing extremes in tail estimation. (English) Zbl 07523469 Extremes 25, No. 2, 199-227 (2022). MSC: 62G32 60G70 PDF BibTeX XML Cite \textit{H. Xu} et al., Extremes 25, No. 2, 199--227 (2022; Zbl 07523469) Full Text: DOI OpenURL
Watanabe, Toshiro Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities. (English) Zbl 07517678 J. Theor. Probab. 35, No. 2, 1343-1366 (2022). Reviewer: Alexander Lindner (Ulm) MSC: 60E07 60G51 PDF BibTeX XML Cite \textit{T. Watanabe}, J. Theor. Probab. 35, No. 2, 1343--1366 (2022; Zbl 07517678) Full Text: DOI OpenURL
Ta Cong Son; Le Van Dung Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation. (English) Zbl 1487.60057 J. Theor. Probab. 35, No. 2, 988-1012 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60G46 62J05 PDF BibTeX XML Cite \textit{Ta Cong Son} and \textit{Le Van Dung}, J. Theor. Probab. 35, No. 2, 988--1012 (2022; Zbl 1487.60057) Full Text: DOI OpenURL
Roitershtein, Alexander; Zhou, Zirou Distribution tails of a history-dependent random linear recursion. (English) Zbl 1487.39025 Stoch. Models 38, No. 2, 250-267 (2022). Reviewer: Denis R. Bell (Jacksonville) MSC: 39A50 34F05 37H12 60H25 60H30 33C15 PDF BibTeX XML Cite \textit{A. Roitershtein} and \textit{Z. Zhou}, Stoch. Models 38, No. 2, 250--267 (2022; Zbl 1487.39025) Full Text: DOI OpenURL
Wang, Yizao Choquet random sup-measures with aggregations. (English) Zbl 07502778 Extremes 25, No. 1, 25-54 (2022). MSC: 60G70 60F17 60G57 PDF BibTeX XML Cite \textit{Y. Wang}, Extremes 25, No. 1, 25--54 (2022; Zbl 07502778) Full Text: DOI OpenURL
Foss, Sergey; Prasolov, Timofei; Shneer, Seva Limit theorems and structural properties of the cat-and-mouse Markov chain and its generalisations. (English) Zbl 1486.60090 Adv. Appl. Probab. 54, No. 1, 141-166 (2022). MSC: 60J10 60F05 90B18 PDF BibTeX XML Cite \textit{S. Foss} et al., Adv. Appl. Probab. 54, No. 1, 141--166 (2022; Zbl 1486.60090) Full Text: DOI OpenURL
Dombry, Clément; Tillier, Charles; Wintenberger, Olivier Hidden regular variation for point processes and the single/multiple large point heuristic. (English) Zbl 07493820 Ann. Appl. Probab. 32, No. 1, 191-234 (2022). MSC: 60G70 PDF BibTeX XML Cite \textit{C. Dombry} et al., Ann. Appl. Probab. 32, No. 1, 191--234 (2022; Zbl 07493820) Full Text: DOI arXiv OpenURL
Krizmanić, Danijel Maxima of linear processes with heavy-tailed innovations and random coefficients. (English) Zbl 1487.60070 J. Time Ser. Anal. 43, No. 2, 238-262 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F17 60G70 PDF BibTeX XML Cite \textit{D. Krizmanić}, J. Time Ser. Anal. 43, No. 2, 238--262 (2022; Zbl 1487.60070) Full Text: DOI arXiv OpenURL
Chebunin, Mikhail; Zuyev, Sergei Functional central limit theorems for occupancies and missing mass process in infinite urn models. (English) Zbl 1484.60039 J. Theor. Probab. 35, No. 1, 1-19 (2022). MSC: 60F17 60G22 60G15 60G18 PDF BibTeX XML Cite \textit{M. Chebunin} and \textit{S. Zuyev}, J. Theor. Probab. 35, No. 1, 1--19 (2022; Zbl 1484.60039) Full Text: DOI arXiv OpenURL
Doney, Ron Erratum to: “The remainder in the renewal theorem”. (English) Zbl 1481.60185 Electron. Commun. Probab. 27, Paper No. 17, 5 p. (2022). MSC: 60K05 60G50 PDF BibTeX XML Cite \textit{R. Doney}, Electron. Commun. Probab. 27, Paper No. 17, 5 p. (2022; Zbl 1481.60185) Full Text: DOI OpenURL
Kim, Mihyun; Kokoszka, Piotr Extremal dependence measure for functional data. (English) Zbl 07482255 J. Multivariate Anal. 189, Article ID 104887, 20 p. (2022). MSC: 62Hxx 62G05 62G32 62H20 PDF BibTeX XML Cite \textit{M. Kim} and \textit{P. Kokoszka}, J. Multivariate Anal. 189, Article ID 104887, 20 p. (2022; Zbl 07482255) Full Text: DOI OpenURL
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Satisficing credibility for heterogeneous risks. (English) Zbl 07478850 Eur. J. Oper. Res. 298, No. 2, 752-768 (2022). MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{K. C. Cheung} et al., Eur. J. Oper. Res. 298, No. 2, 752--768 (2022; Zbl 07478850) Full Text: DOI OpenURL
Krizmanić, Danijel A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations. (English) Zbl 07477299 Braz. J. Probab. Stat. 36, No. 1, 138-156 (2022). MSC: 60F17 60F05 60G55 PDF BibTeX XML Cite \textit{D. Krizmanić}, Braz. J. Probab. Stat. 36, No. 1, 138--156 (2022; Zbl 07477299) Full Text: DOI arXiv OpenURL
Ma, Qingyin; Toda, Alexis Akira Asymptotic linearity of consumption functions and computational efficiency. (English) Zbl 1483.91121 J. Math. Econ. 98, Article ID 102562, 14 p. (2022). MSC: 91B42 PDF BibTeX XML Cite \textit{Q. Ma} and \textit{A. A. Toda}, J. Math. Econ. 98, Article ID 102562, 14 p. (2022; Zbl 1483.91121) Full Text: DOI arXiv OpenURL
Jiménez-Garrido, Javier; Sanz, Javier; Schindl, Gerhard Equality of ultradifferentiable classes by means of indices of mixed O-regular variation. (English) Zbl 1484.46031 Result. Math. 77, No. 1, Paper No. 28, 32 p. (2022). Reviewer: Antonio Galbis (Valencia) MSC: 46E10 26A12 26A48 46A13 PDF BibTeX XML Cite \textit{J. Jiménez-Garrido} et al., Result. Math. 77, No. 1, Paper No. 28, 32 p. (2022; Zbl 1484.46031) Full Text: DOI arXiv OpenURL
Durieu, Olivier; Wang, Yizao Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise. (English) Zbl 07444672 Stochastic Processes Appl. 143, 55-88 (2022). Reviewer: Fabrizio Durante (Lecce) MSC: 60G70 60F17 60G57 PDF BibTeX XML Cite \textit{O. Durieu} and \textit{Y. Wang}, Stochastic Processes Appl. 143, 55--88 (2022; Zbl 07444672) Full Text: DOI arXiv OpenURL
Kevei, Péter; Oluoch, Lillian; Viharos, László Limit laws for the norms of extremal samples. (English) Zbl 1473.62154 J. Stat. Plann. Inference 216, 151-173 (2022). MSC: 62G32 60F05 PDF BibTeX XML Cite \textit{P. Kevei} et al., J. Stat. Plann. Inference 216, 151--173 (2022; Zbl 1473.62154) Full Text: DOI arXiv OpenURL
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 07481280 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100-2127 (2021). Reviewer: Dmitry Zaporozhets (Sankt-Peterburg) MSC: 60B20 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 4, 2100--2127 (2021; Zbl 07481280) Full Text: DOI arXiv OpenURL
Ayed, Fadhel; Battiston, Marco; Camerlenghi, Federico; Favaro, Stefano On consistent and rate optimal estimation of the missing mass. (English) Zbl 07481256 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1476-1494 (2021). MSC: 62C20 62G05 PDF BibTeX XML Cite \textit{F. Ayed} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1476--1494 (2021; Zbl 07481256) Full Text: DOI arXiv OpenURL
Ullah, Khalil; Srivastava, H. M.; Rafiq, Ayesha; Arif, Muhammad; Arjika, Sama A study of sharp coefficient bounds for a new subfamily of starlike functions. (English) Zbl 07465173 J. Inequal. Appl. 2021, Paper No. 194, 20 p. (2021). MSC: 30Cxx 05Axx 11Bxx PDF BibTeX XML Cite \textit{K. Ullah} et al., J. Inequal. Appl. 2021, Paper No. 194, 20 p. (2021; Zbl 07465173) Full Text: DOI OpenURL
Behme, Anita; Strietzel, Philipp Lukas A \(2\times 2\) random switching model and its dual risk model. (English) Zbl 1483.90043 Queueing Syst. 99, No. 1-2, 27-64 (2021). MSC: 90B22 60K30 60K10 PDF BibTeX XML Cite \textit{A. Behme} and \textit{P. L. Strietzel}, Queueing Syst. 99, No. 1--2, 27--64 (2021; Zbl 1483.90043) Full Text: DOI arXiv OpenURL
Eliazar, Iddo Five degrees of randomness. (English) Zbl 07457006 Physica A 568, Article ID 125662, 14 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{I. Eliazar}, Physica A 568, Article ID 125662, 14 p. (2021; Zbl 07457006) Full Text: DOI OpenURL
Djordjević, Katarina S.; Manojlović, Jelena V. \(q\)-regular variation and the existence of solutions of half-linear \(q\)-difference equation. (English) Zbl 1484.39003 Math. Methods Appl. Sci. 44, No. 17, 12673-12687 (2021). MSC: 39A13 39A22 39A21 PDF BibTeX XML Cite \textit{K. S. Djordjević} and \textit{J. V. Manojlović}, Math. Methods Appl. Sci. 44, No. 17, 12673--12687 (2021; Zbl 1484.39003) Full Text: DOI OpenURL
Coates, Douglas; Holland, Mark; Terhesiu, Dalia Limit theorems for wobbly interval intermittent maps. (English) Zbl 1482.60035 Stud. Math. 261, No. 3, 269-305 (2021). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F05 37A50 37C40 PDF BibTeX XML Cite \textit{D. Coates} et al., Stud. Math. 261, No. 3, 269--305 (2021; Zbl 1482.60035) Full Text: DOI arXiv OpenURL
Meyer, Nicolas; Wintenberger, Olivier Sparse regular variation. (English) Zbl 1479.62032 Adv. Appl. Probab. 53, No. 4, 1115-1148 (2021). MSC: 62G32 62H12 62M15 60G70 PDF BibTeX XML Cite \textit{N. Meyer} and \textit{O. Wintenberger}, Adv. Appl. Probab. 53, No. 4, 1115--1148 (2021; Zbl 1479.62032) Full Text: DOI arXiv OpenURL
Pakes, Anthony G. Weighted laws of large numbers for a class of independent summands. (English) Zbl 1480.60055 Probab. Math. Stat. 41, No. 1, 55-75 (2021). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60F15 60E10 PDF BibTeX XML Cite \textit{A. G. Pakes}, Probab. Math. Stat. 41, No. 1, 55--75 (2021; Zbl 1480.60055) Full Text: DOI OpenURL
Matsui, Muneya; Świątkowski, Witold Tail indices for \(AX+B\) recursion with triangular matrices. (English) Zbl 1482.60053 J. Theor. Probab. 34, No. 4, 1831-1869 (2021). MSC: 60G10 60G70 62M10 60H25 PDF BibTeX XML Cite \textit{M. Matsui} and \textit{W. Świątkowski}, J. Theor. Probab. 34, No. 4, 1831--1869 (2021; Zbl 1482.60053) Full Text: DOI arXiv OpenURL
Jiménez-Garrido, Javier; Sanz, Javier; Schindl, Gerhard Surjectivity of the asymptotic Borel map in Carleman-Roumieu ultraholomorphic classes defined by regular sequences. (English) Zbl 1476.30133 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 115, No. 4, Paper No. 181, 18 p. (2021). MSC: 30D60 30E05 47A57 34E05 PDF BibTeX XML Cite \textit{J. Jiménez-Garrido} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 115, No. 4, Paper No. 181, 18 p. (2021; Zbl 1476.30133) Full Text: DOI arXiv OpenURL
Heiny, Johannes; Mikosch, Thomas Large sample autocovariance matrices of linear processes with heavy tails. (English) Zbl 1476.60014 Stochastic Processes Appl. 141, 344-375 (2021). MSC: 60B20 60F05 60F10 60G10 60G55 60G70 PDF BibTeX XML Cite \textit{J. Heiny} and \textit{T. Mikosch}, Stochastic Processes Appl. 141, 344--375 (2021; Zbl 1476.60014) Full Text: DOI arXiv OpenURL
Buck, Johannes; Klüppelberg, Claudia Recursive max-linear models with propagating noise. (English) Zbl 1471.62353 Electron. J. Stat. 15, No. 2, 4770-4822 (2021). MSC: 62G32 62G08 62M10 62H22 60G70 PDF BibTeX XML Cite \textit{J. Buck} and \textit{C. Klüppelberg}, Electron. J. Stat. 15, No. 2, 4770--4822 (2021; Zbl 1471.62353) Full Text: DOI arXiv Link OpenURL
Buchmann, Boris; Ferreira, Ana; Maller, Ross A. Convergence of extreme values of Poisson point processes at small times. (English) Zbl 1473.60080 Extremes 24, No. 3, 501-529 (2021). MSC: 60G55 60F05 60G51 60G70 62G30 62G32 PDF BibTeX XML Cite \textit{B. Buchmann} et al., Extremes 24, No. 3, 501--529 (2021; Zbl 1473.60080) Full Text: DOI OpenURL
Oluoch, Lillian Achola; Viharos, László Asymptotic distributions for weighted power sums of extreme values. (English) Zbl 07399116 Acta Sci. Math. 87, No. 1-2, 331-346 (2021). Reviewer: Ludwig Paditz (Dresden) MSC: 60F05 62G32 PDF BibTeX XML Cite \textit{L. A. Oluoch} and \textit{L. Viharos}, Acta Sci. Math. 87, No. 1--2, 331--346 (2021; Zbl 07399116) Full Text: DOI arXiv OpenURL
Xu, Wei Asymptotic results for heavy-tailed Lévy processes and their exponential functionals. (English) Zbl 07394108 Bernoulli 27, No. 4, 2766-2803 (2021). Reviewer: Jean-Jil Duchamps (Besançon) MSC: 60G51 60J80 60G50 PDF BibTeX XML Cite \textit{W. Xu}, Bernoulli 27, No. 4, 2766--2803 (2021; Zbl 07394108) Full Text: DOI arXiv OpenURL
Fu, Ke-ang; Shen, Xin-mei; Li, Hui-jie Precise large deviations for sums of claim-size vectors in a two-dimensional size-dependent renewal risk model. (English) Zbl 1470.60086 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539-547 (2021). MSC: 60F10 91G05 60K05 PDF BibTeX XML Cite \textit{K.-a. Fu} et al., Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 539--547 (2021; Zbl 1470.60086) Full Text: DOI OpenURL
Drees, Holger; Sabourin, Anne Principal component analysis for multivariate extremes. (English) Zbl 07379665 Electron. J. Stat. 15, No. 1, 908-943 (2021). MSC: 62G32 62G30 62H25 60G70 PDF BibTeX XML Cite \textit{H. Drees} and \textit{A. Sabourin}, Electron. J. Stat. 15, No. 1, 908--943 (2021; Zbl 07379665) Full Text: DOI arXiv OpenURL
Jentsch, Carsten; Kulik, Rafał Bootstrapping Hill estimator and tail array sums for regularly varying time series. (English) Zbl 1479.62073 Bernoulli 27, No. 2, 1409-1439 (2021). Reviewer: Gilles Stupfler (Bruz) MSC: 62M10 62G32 62G05 60F10 60G70 PDF BibTeX XML Cite \textit{C. Jentsch} and \textit{R. Kulik}, Bernoulli 27, No. 2, 1409--1439 (2021; Zbl 1479.62073) Full Text: DOI OpenURL
Basrak, Bojan; Planinić, Hrvoje Compound Poisson approximation for regularly varying fields with application to sequence alignment. (English) Zbl 1480.60136 Bernoulli 27, No. 2, 1371-1408 (2021). MSC: 60G60 60G55 60G70 PDF BibTeX XML Cite \textit{B. Basrak} and \textit{H. Planinić}, Bernoulli 27, No. 2, 1371--1408 (2021; Zbl 1480.60136) Full Text: DOI arXiv OpenURL
Mikosch, Thomas; Rodionov, Igor Precise large deviations for dependent subexponential variables. (English) Zbl 1480.60062 Bernoulli 27, No. 2, 1319-1347 (2021). MSC: 60F10 60G70 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{I. Rodionov}, Bernoulli 27, No. 2, 1319--1347 (2021; Zbl 1480.60062) Full Text: DOI arXiv OpenURL
Djordjević, Katarina S. Asymptotic formulas for \(q\)-regularly varying solutions of half-linear \(q\)-difference equations. (English) Zbl 1476.39006 Electron. J. Differ. Equ. 2021, Paper No. 50, 23 p. (2021). Reviewer: Thanin Sitthiwirattham (Bangkok) MSC: 39A13 39A21 39A22 26A12 PDF BibTeX XML Cite \textit{K. S. Djordjević}, Electron. J. Differ. Equ. 2021, Paper No. 50, 23 p. (2021; Zbl 1476.39006) Full Text: Link OpenURL
Zhang, Aili; Liu, Shuang; Yang, Yang Asymptotics for ultimate ruin probability in a by-claim risk model. (English) Zbl 1466.91274 Nonlinear Anal., Model. Control 26, No. 2, 259-270 (2021). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Zhang} et al., Nonlinear Anal., Model. Control 26, No. 2, 259--270 (2021; Zbl 1466.91274) Full Text: DOI OpenURL
Kevei, Péter On a conjecture of Seneta on regular variation of truncated moments. (English) Zbl 1474.26008 Publ. Inst. Math., Nouv. Sér. 109(123), 77-82 (2021). MSC: 26A12 60E05 PDF BibTeX XML Cite \textit{P. Kevei}, Publ. Inst. Math., Nouv. Sér. 109(123), 77--82 (2021; Zbl 1474.26008) Full Text: DOI OpenURL
Abramov, Vyacheslav; Cadena, Meitner; Omey, Edward A new test for convergence of positive series. (English) Zbl 1474.40001 Publ. Inst. Math., Nouv. Sér. 109(123), 61-76 (2021). MSC: 40A05 26A12 PDF BibTeX XML Cite \textit{V. Abramov} et al., Publ. Inst. Math., Nouv. Sér. 109(123), 61--76 (2021; Zbl 1474.40001) Full Text: DOI arXiv OpenURL
Klüppelberg, Claudia; Krali, Mario Estimating an extreme Bayesian network via scalings. (English) Zbl 1461.62083 J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021). MSC: 62H22 62R01 62G30 62G32 60G70 60F10 65S05 05C90 62P10 62P05 PDF BibTeX XML Cite \textit{C. Klüppelberg} and \textit{M. Krali}, J. Multivariate Anal. 181, Article ID 104672, 23 p. (2021; Zbl 1461.62083) Full Text: DOI arXiv OpenURL
Buraczewski, Dariusz; Dovgay, Bohdan; Marynych, Alexander Moderate parts in regenerative compositions: the case of regular variation. (English) Zbl 1464.60042 J. Math. Anal. Appl. 497, No. 1, Article ID 124894, 21 p. (2021). MSC: 60G51 60F17 PDF BibTeX XML Cite \textit{D. Buraczewski} et al., J. Math. Anal. Appl. 497, No. 1, Article ID 124894, 21 p. (2021; Zbl 1464.60042) Full Text: DOI arXiv OpenURL
Řehák, Pavel Asymptotics of perturbed discrete Euler equations in the critical case. (English) Zbl 1459.39024 J. Math. Anal. Appl. 496, No. 2, Article ID 124825, 10 p. (2021). MSC: 39A21 39A22 PDF BibTeX XML Cite \textit{P. Řehák}, J. Math. Anal. Appl. 496, No. 2, Article ID 124825, 10 p. (2021; Zbl 1459.39024) Full Text: DOI OpenURL
Salazar Flores, Yuri; Díaz Hernández, Adán Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach. (English) Zbl 1464.62286 J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021). MSC: 62H05 62G05 62G32 62M10 60F10 60G55 62P05 PDF BibTeX XML Cite \textit{Y. Salazar Flores} and \textit{A. Díaz Hernández}, J. Stat. Theory Pract. 15, No. 1, Paper No. 9, 9 p. (2021; Zbl 1464.62286) Full Text: DOI OpenURL
Krizmanić, Danijel On joint weak convergence of partial sum and maxima processes. (English) Zbl 07553690 Stochastics 92, No. 6, 876-899 (2020). MSC: 60F17 60G51 60G55 60G70 PDF BibTeX XML Cite \textit{D. Krizmanić}, Stochastics 92, No. 6, 876--899 (2020; Zbl 07553690) Full Text: DOI OpenURL
Xing, Guo-dong; Li, Xiaohu; Yang, Shanchao Second-order asymptotics of tail distortion risk measure for portfolio loss in the multivariate regularly varying model. (English) Zbl 07552588 Commun. Stat., Simulation Comput. 49, No. 2, 491-503 (2020). MSC: 60F05 91B30 PDF BibTeX XML Cite \textit{G.-d. Xing} et al., Commun. Stat., Simulation Comput. 49, No. 2, 491--503 (2020; Zbl 07552588) Full Text: DOI OpenURL
Jasiński, Krzysztof Asymptotic behavior of the ratio of weak \(k\)th records. (English) Zbl 07549016 Commun. Stat., Theory Methods 49, No. 1, 16-26 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{K. Jasiński}, Commun. Stat., Theory Methods 49, No. 1, 16--26 (2020; Zbl 07549016) Full Text: DOI OpenURL
Torres, Raúl; Di Bernardino, Elena; Laniado, Henry; Lillo, Rosa E. On the estimation of extreme directional multivariate quantiles. (English) Zbl 07529969 Commun. Stat., Theory Methods 49, No. 22, 5504-5534 (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{R. Torres} et al., Commun. Stat., Theory Methods 49, No. 22, 5504--5534 (2020; Zbl 07529969) Full Text: DOI OpenURL
Xing, Guo-dong; Gan, Xiaoli Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation. (English) Zbl 07528718 Commun. Stat., Theory Methods 49, No. 12, 2931-2941 (2020). MSC: 62E20 62-XX PDF BibTeX XML Cite \textit{G.-d. Xing} and \textit{X. Gan}, Commun. Stat., Theory Methods 49, No. 12, 2931--2941 (2020; Zbl 07528718) Full Text: DOI OpenURL
Pedersen, Rasmus Søndergaard Robust inference in conditionally heteroskedastic autoregressions. (English) Zbl 07484500 Econom. Rev. 39, No. 3, 244-259 (2020). MSC: 62M10 62F35 62P05 62P20 PDF BibTeX XML Cite \textit{R. S. Pedersen}, Econom. Rev. 39, No. 3, 244--259 (2020; Zbl 07484500) Full Text: DOI OpenURL
Dyszewski, Piotr; Mikosch, Thomas Homogeneous mappings of regularly varying vectors. (English) Zbl 1477.60032 Ann. Appl. Probab. 30, No. 6, 2999-3026 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60E05 60B20 60G70 PDF BibTeX XML Cite \textit{P. Dyszewski} and \textit{T. Mikosch}, Ann. Appl. Probab. 30, No. 6, 2999--3026 (2020; Zbl 1477.60032) Full Text: DOI arXiv Link OpenURL
Cohen, Joel E.; Davis, Richard A.; Samorodnitsky, Gennady Heavy-tailed distributions, correlations, kurtosis and Taylor’s law of fluctuation scaling. (English) Zbl 1472.60030 Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2244, Article ID 20200610, 27 p. (2020). MSC: 60E07 60G70 62F12 PDF BibTeX XML Cite \textit{J. E. Cohen} et al., Proc. R. Soc. Lond., A, Math. Phys. Eng. Sci. 476, No. 2244, Article ID 20200610, 27 p. (2020; Zbl 1472.60030) Full Text: DOI OpenURL
Segers, Johan One- versus multi-component regular variation and extremes of Markov trees. (English) Zbl 1473.60086 Adv. Appl. Probab. 52, No. 3, 855-878 (2020). MSC: 60G70 62G32 62H12 PDF BibTeX XML Cite \textit{J. Segers}, Adv. Appl. Probab. 52, No. 3, 855--878 (2020; Zbl 1473.60086) Full Text: DOI arXiv OpenURL
Balkema, Guus; Nolde, Natalia Samples with a limit shape, multivariate extremes, and risk. (English) Zbl 1473.60085 Adv. Appl. Probab. 52, No. 2, 491-522 (2020). Reviewer: Edward Omey (Brussel) MSC: 60G70 60E05 26A12 60F99 60D05 PDF BibTeX XML Cite \textit{G. Balkema} and \textit{N. Nolde}, Adv. Appl. Probab. 52, No. 2, 491--522 (2020; Zbl 1473.60085) Full Text: DOI OpenURL
Forsström, Malin Palö; Steif, Jeffrey E. A formula for hidden regular variation behavior for symmetric stable distributions. (English) Zbl 1468.60023 Extremes 23, No. 4, 667-691 (2020). MSC: 60E07 60G70 PDF BibTeX XML Cite \textit{M. P. Forsström} and \textit{J. E. Steif}, Extremes 23, No. 4, 667--691 (2020; Zbl 1468.60023) Full Text: DOI arXiv OpenURL
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Threshold selection and trimming in extremes. (English) Zbl 1466.62318 Extremes 23, No. 4, 629-665 (2020). MSC: 62G30 62G32 60F10 62P05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Extremes 23, No. 4, 629--665 (2020; Zbl 1466.62318) Full Text: DOI arXiv OpenURL
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration. (English) Zbl 1473.60121 Lith. Math. J. 60, No. 4, 425-451 (2020). Reviewer: Matthias Meiners (Gießen) MSC: 60J80 60F05 60G10 60G52 60G70 PDF BibTeX XML Cite \textit{M. Barczy} et al., Lith. Math. J. 60, No. 4, 425--451 (2020; Zbl 1473.60121) Full Text: DOI arXiv OpenURL
Gushchin, Alexander; Pavlyukevich, Ilya; Ritsch, Marian Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails. (English) Zbl 1465.62142 Stat. Inference Stoch. Process. 23, No. 3, 553-570 (2020). MSC: 62M05 62G32 60F05 60F10 60J76 PDF BibTeX XML Cite \textit{A. Gushchin} et al., Stat. Inference Stoch. Process. 23, No. 3, 553--570 (2020; Zbl 1465.62142) Full Text: DOI arXiv OpenURL
Uchiyama, Kôhei A renewal theorem for relatively stable variables. (English) Zbl 1466.60184 Bull. Lond. Math. Soc. 52, No. 6, 1174-1190 (2020). Reviewer: Edward Omey (Brussel) MSC: 60K05 60G20 PDF BibTeX XML Cite \textit{K. Uchiyama}, Bull. Lond. Math. Soc. 52, No. 6, 1174--1190 (2020; Zbl 1466.60184) Full Text: DOI arXiv OpenURL
Matucci, Serena; Řehák, Pavel On increasing solutions of half-linear delay differential equations. (English) Zbl 1456.34073 Math. Appl., Brno 9, No. 2, 123-142 (2020). MSC: 34K25 26A12 PDF BibTeX XML Cite \textit{S. Matucci} and \textit{P. Řehák}, Math. Appl., Brno 9, No. 2, 123--142 (2020; Zbl 1456.34073) Full Text: DOI arXiv Link OpenURL
Xing, Guodong; Yang, Shanchao First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation. (English) Zbl 1455.91241 J. Syst. Sci. Complex. 33, No. 5, 1533-1544 (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{G. Xing} and \textit{S. Yang}, J. Syst. Sci. Complex. 33, No. 5, 1533--1544 (2020; Zbl 1455.91241) Full Text: DOI OpenURL
Sepanski, Jungsywan H. A note on distortion effects on the strength of bivariate copula tail dependence. (English) Zbl 1456.62096 Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020). MSC: 62H05 62G32 PDF BibTeX XML Cite \textit{J. H. Sepanski}, Stat. Probab. Lett. 166, Article ID 108894, 8 p. (2020; Zbl 1456.62096) Full Text: DOI OpenURL
Kostadinov, Katarina S.; Manojlović, Jelena V. Existence of positive strongly decaying solutions of second-order nonlinear \(q\)-difference equations. (English) Zbl 1466.39006 J. Difference Equ. Appl. 26, No. 6, 729-752 (2020). Reviewer: Thanin Sitthiwirattham (Bangkok) MSC: 39A13 39A12 39A22 39A21 PDF BibTeX XML Cite \textit{K. S. Kostadinov} and \textit{J. V. Manojlović}, J. Difference Equ. Appl. 26, No. 6, 729--752 (2020; Zbl 1466.39006) Full Text: DOI OpenURL
Colini-Baldeschi, Riccardo; Cominetti, Roberto; Mertikopoulos, Panayotis; Scarsini, Marco When is selfish routing bad? The price of anarchy in light and heavy traffic. (English) Zbl 1446.90051 Oper. Res. 68, No. 2, 411-434 (2020). MSC: 90B06 91A14 PDF BibTeX XML Cite \textit{R. Colini-Baldeschi} et al., Oper. Res. 68, No. 2, 411--434 (2020; Zbl 1446.90051) Full Text: DOI arXiv OpenURL
Chen, Zaoli; Samorodnitsky, Gennady Extreme value theory for long-range-dependent stable random fields. (English) Zbl 1477.60079 J. Theor. Probab. 33, No. 4, 1894-1918 (2020). Reviewer: Edward Omey (Brussel) MSC: 60G60 60G70 60G52 PDF BibTeX XML Cite \textit{Z. Chen} and \textit{G. Samorodnitsky}, J. Theor. Probab. 33, No. 4, 1894--1918 (2020; Zbl 1477.60079) Full Text: DOI arXiv Link OpenURL
Simpson, E. S.; Wadsworth, J. L.; Tawn, J. A. Determining the dependence structure of multivariate extremes. (English) Zbl 1451.62059 Biometrika 107, No. 3, 513-532 (2020). MSC: 62H12 62G32 62P12 86A05 PDF BibTeX XML Cite \textit{E. S. Simpson} et al., Biometrika 107, No. 3, 513--532 (2020; Zbl 1451.62059) Full Text: DOI arXiv OpenURL
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan Combined tail estimation using censored data and expert information. (English) Zbl 1448.91255 Scand. Actuar. J. 2020, No. 6, 503-525 (2020). MSC: 91G05 62P05 62N02 62G32 PDF BibTeX XML Cite \textit{M. Bladt} et al., Scand. Actuar. J. 2020, No. 6, 503--525 (2020; Zbl 1448.91255) Full Text: DOI arXiv OpenURL
Drees, Holger; Knežević, Miran Peak-over-threshold estimators for spectral tail processes: random vs deterministic thresholds. (English) Zbl 1447.62050 Extremes 23, No. 3, 465-491 (2020). MSC: 62G32 62M10 62M15 62G05 PDF BibTeX XML Cite \textit{H. Drees} and \textit{M. Knežević}, Extremes 23, No. 3, 465--491 (2020; Zbl 1447.62050) Full Text: DOI arXiv OpenURL
Das, Bikramjit; Kratz, Marie Risk concentration under second order regular variation. (English) Zbl 1467.60037 Extremes 23, No. 3, 381-410 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 60F05 60E05 62P05 PDF BibTeX XML Cite \textit{B. Das} and \textit{M. Kratz}, Extremes 23, No. 3, 381--410 (2020; Zbl 1467.60037) Full Text: DOI arXiv OpenURL
Lehtomaa, Jaakko; Resnick, Sidney I. Asymptotic independence and support detection techniques for heavy-tailed multivariate data. (English) Zbl 1448.62074 Insur. Math. Econ. 93, 262-277 (2020). MSC: 62H12 62E20 62G32 62G05 60G70 60G57 PDF BibTeX XML Cite \textit{J. Lehtomaa} and \textit{S. I. Resnick}, Insur. Math. Econ. 93, 262--277 (2020; Zbl 1448.62074) Full Text: DOI arXiv OpenURL
Yuen, Robert; Stoev, Stilian; Cooley, Daniel Distributionally robust inference for extreme value-at-risk. (English) Zbl 1445.91070 Insur. Math. Econ. 92, 70-89 (2020). MSC: 91G70 90C05 90C34 PDF BibTeX XML Cite \textit{R. Yuen} et al., Insur. Math. Econ. 92, 70--89 (2020; Zbl 1445.91070) Full Text: DOI arXiv OpenURL
Mikosch, Thomas; Yslas, Jorge Gumbel and Fréchet convergence of the maxima of independent random walks. (English) Zbl 1453.60075 Adv. Appl. Probab. 52, No. 1, 213-236 (2020). MSC: 60F10 60F05 60G50 60G55 60G70 PDF BibTeX XML Cite \textit{T. Mikosch} and \textit{J. Yslas}, Adv. Appl. Probab. 52, No. 1, 213--236 (2020; Zbl 1453.60075) Full Text: DOI arXiv OpenURL
Dominicy, Yves; Heikkilä, Matias; Ilmonen, Pauliina; Veredas, David Flexible multivariate Hill estimators. (English) Zbl 1456.62092 J. Econom. 217, No. 2, 398-410 (2020). MSC: 62G32 60G70 62P05 PDF BibTeX XML Cite \textit{Y. Dominicy} et al., J. Econom. 217, No. 2, 398--410 (2020; Zbl 1456.62092) Full Text: DOI OpenURL
Padilla, Oscar Hernan Madrid; Sharpnack, James; Chen, Yanzhen; Witten, Daniela M. Adaptive nonparametric regression with the \(K\)-nearest neighbour fused Lasso. (English) Zbl 1441.62100 Biometrika 107, No. 2, 293-310 (2020). MSC: 62G08 62J07 62K10 PDF BibTeX XML Cite \textit{O. H. M. Padilla} et al., Biometrika 107, No. 2, 293--310 (2020; Zbl 1441.62100) Full Text: DOI arXiv OpenURL
Kim, Mihyun; Kokoszka, Piotr Consistency of the Hill estimator for time series observed with measurement errors. (English) Zbl 1452.62651 J. Time Ser. Anal. 41, No. 3, 421-435 (2020). Reviewer: Ravi Sreenivasan (Mysore) MSC: 62M10 62F12 60G70 62P30 62G32 PDF BibTeX XML Cite \textit{M. Kim} and \textit{P. Kokoszka}, J. Time Ser. Anal. 41, No. 3, 421--435 (2020; Zbl 1452.62651) Full Text: DOI OpenURL
Doney, Ron The remainder in the renewal theorem. (English) Zbl 1434.60251 Electron. Commun. Probab. 25, Paper No. 5, 8 p. (2020); erratum ibid. 27, Paper No. 17, 5 p. (2022). MSC: 60K05 60G50 PDF BibTeX XML Cite \textit{R. Doney}, Electron. Commun. Probab. 25, Paper No. 5, 8 p. (2020; Zbl 1434.60251) Full Text: DOI arXiv Euclid OpenURL
Wu, Lifan; Samorodnitsky, Gennady Regularly varying random fields. (English) Zbl 1456.60127 Stochastic Processes Appl. 130, No. 7, 4470-4492 (2020). MSC: 60G70 60G60 62E20 PDF BibTeX XML Cite \textit{L. Wu} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 130, No. 7, 4470--4492 (2020; Zbl 1456.60127) Full Text: DOI arXiv OpenURL
Ren, Yan-Xia; Song, Renming; Sun, Zhenyao Limit theorems for a class of critical superprocesses with stable branching. (English) Zbl 1434.60235 Stochastic Processes Appl. 130, No. 7, 4358-4391 (2020). MSC: 60J68 60F05 60J80 60J25 PDF BibTeX XML Cite \textit{Y.-X. Ren} et al., Stochastic Processes Appl. 130, No. 7, 4358--4391 (2020; Zbl 1434.60235) Full Text: DOI arXiv OpenURL
Liang, Xingang; Liu, Quansheng Regular variation of fixed points of the smoothing transform. (English) Zbl 1434.60309 Stochastic Processes Appl. 130, No. 7, 4104-4140 (2020). MSC: 60K37 60J80 PDF BibTeX XML Cite \textit{X. Liang} and \textit{Q. Liu}, Stochastic Processes Appl. 130, No. 7, 4104--4140 (2020; Zbl 1434.60309) Full Text: DOI HAL OpenURL
Balan, Raluca M.; Saidani, Becem Stable Lévy motion with values in the Skorokhod space: construction and approximation. (English) Zbl 1434.60103 J. Theor. Probab. 33, No. 2, 1061-1110 (2020). MSC: 60F17 60G51 60G52 PDF BibTeX XML Cite \textit{R. M. Balan} and \textit{B. Saidani}, J. Theor. Probab. 33, No. 2, 1061--1110 (2020; Zbl 1434.60103) Full Text: DOI arXiv OpenURL
Račkauskas, Alfredas; Suquet, Charles On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. (English) Zbl 1434.60109 ESAIM, Probab. Stat. 24, 186-206 (2020). MSC: 60F17 62G30 PDF BibTeX XML Cite \textit{A. Račkauskas} and \textit{C. Suquet}, ESAIM, Probab. Stat. 24, 186--206 (2020; Zbl 1434.60109) Full Text: DOI OpenURL
Grabchak, Michael; Kelbert, Mark; Paris, Quentin On the occupancy problem for a regime-switching model. (English) Zbl 1434.60183 J. Appl. Probab. 57, No. 1, 53-77 (2020). MSC: 60J10 60J20 PDF BibTeX XML Cite \textit{M. Grabchak} et al., J. Appl. Probab. 57, No. 1, 53--77 (2020; Zbl 1434.60183) Full Text: DOI arXiv OpenURL
Yang, Yang; Jiang, Tao; Wang, Kaiyong; Yuen, Kam C. Interplay of financial and insurance risks in dependent discrete-time risk models. (English) Zbl 1436.62501 Stat. Probab. Lett. 162, Article ID 108752, 11 p. (2020). MSC: 62P05 62E10 91B05 62H10 62M10 PDF BibTeX XML Cite \textit{Y. Yang} et al., Stat. Probab. Lett. 162, Article ID 108752, 11 p. (2020; Zbl 1436.62501) Full Text: DOI OpenURL
Angus, John; Ding, Yujia On the ratio of current age to total life for null recurrent renewal processes. (English) Zbl 1437.60056 Stat. Probab. Lett. 162, Article ID 108745, 6 p. (2020). MSC: 60K05 PDF BibTeX XML Cite \textit{J. Angus} and \textit{Y. Ding}, Stat. Probab. Lett. 162, Article ID 108745, 6 p. (2020; Zbl 1437.60056) Full Text: DOI OpenURL
Durieu, Olivier; Samorodnitsky, Gennady; Wang, Yizao From infinite urn schemes to self-similar stable processes. (English) Zbl 1434.60105 Stochastic Processes Appl. 130, No. 4, 2471-2487 (2020). MSC: 60F17 60G18 60G52 PDF BibTeX XML Cite \textit{O. Durieu} et al., Stochastic Processes Appl. 130, No. 4, 2471--2487 (2020; Zbl 1434.60105) Full Text: DOI arXiv OpenURL
Lu, Yang The distribution of unobserved heterogeneity in competing risks models. (English) Zbl 1435.62366 Stat. Pap. 61, No. 2, 681-696 (2020). MSC: 62N05 62E20 62H12 PDF BibTeX XML Cite \textit{Y. Lu}, Stat. Pap. 61, No. 2, 681--696 (2020; Zbl 1435.62366) Full Text: DOI OpenURL
Wan, Phyllis; Wang, Tiandong; Davis, Richard A.; Resnick, Sidney I. Are extreme value estimation methods useful for network data? (English) Zbl 1460.62085 Extremes 23, No. 1, 171-195 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 62H12 60G70 05C80 62F35 62E20 91D30 PDF BibTeX XML Cite \textit{P. Wan} et al., Extremes 23, No. 1, 171--195 (2020; Zbl 1460.62085) Full Text: DOI arXiv OpenURL