López-Gómez, Julián; Omari, Pierpaolo Regular versus singular solutions in quasilinear indefinite problems with sublinear potentials. (English) Zbl 07739108 J. Differ. Equations 372, 1-54 (2023). MSC: 35J93 34B18 35J15 35B09 35B32 35A15 35A16 PDF BibTeX XML Cite \textit{J. López-Gómez} and \textit{P. Omari}, J. Differ. Equations 372, 1--54 (2023; Zbl 07739108) Full Text: DOI arXiv
Shen, Xinmei; Yuan, Meng; Lu, Dawei Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims. (English) Zbl 07736121 Commun. Stat., Theory Methods 52, No. 19, 6878-6895 (2023). MSC: 62E20 62P05 91B30 PDF BibTeX XML Cite \textit{X. Shen} et al., Commun. Stat., Theory Methods 52, No. 19, 6878--6895 (2023; Zbl 07736121) Full Text: DOI
Kratz, Marie; Prokopenko, Evgeny Multi-normex distributions for the sum of random vectors. Rates of convergence. (English) Zbl 07730785 Extremes 26, No. 3, 509-544 (2023). MSC: 60E05 60F05 60G70 60F15 62G30 41A25 PDF BibTeX XML Cite \textit{M. Kratz} and \textit{E. Prokopenko}, Extremes 26, No. 3, 509--544 (2023; Zbl 07730785) Full Text: DOI arXiv
Shen, Xinmei; Du, Kailin Uniform approximation for the tail behavior of bidimensional randomly weighted sums. (English) Zbl 1514.62035 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 26, 25 p. (2023). MSC: 62E20 26A12 60E05 PDF BibTeX XML Cite \textit{X. Shen} and \textit{K. Du}, Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 26, 25 p. (2023; Zbl 1514.62035) Full Text: DOI
Lao, Xin; Peng, Zuoxiang; Nadarajah, Saralees Tail dependence functions of two classes of bivariate skew distributions. (English) Zbl 1514.62034 Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 10, 24 p. (2023). MSC: 62E20 60G70 60F15 60F05 PDF BibTeX XML Cite \textit{X. Lao} et al., Methodol. Comput. Appl. Probab. 25, No. 1, Paper No. 10, 24 p. (2023; Zbl 1514.62034) Full Text: DOI
Yang, Yang; Su, Qi Asymptotic behavior of ruin probabilities in a multidimensional risk model with investment and multivariate regularly varying claims. (English) Zbl 1515.91139 J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{Y. Yang} and \textit{Q. Su}, J. Math. Anal. Appl. 525, No. 2, Article ID 127319, 15 p. (2023; Zbl 1515.91139) Full Text: DOI
Grzywny, Tomasz; Lenczewska, Julia Asymptotic expansion of the nonlocal heat content. (English) Zbl 1515.60032 Stud. Math. 270, No. 3, 339-359 (2023). Reviewer: Yuliya S. Mishura (Kyjiw) MSC: 60B15 60G51 60G52 35K05 PDF BibTeX XML Cite \textit{T. Grzywny} and \textit{J. Lenczewska}, Stud. Math. 270, No. 3, 339--359 (2023; Zbl 1515.60032) Full Text: DOI arXiv
Yang, Yang; Liu, Shuang; Liu, Jie Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses. (English) Zbl 07668954 J. Ind. Manag. Optim. 19, No. 7, 5025-5044 (2023). MSC: 62P05 62E20 91B05 PDF BibTeX XML Cite \textit{Y. Yang} et al., J. Ind. Manag. Optim. 19, No. 7, 5025--5044 (2023; Zbl 07668954) Full Text: DOI
Li, Jinzhu Asymptotic ruin probabilities for a renewal risk model with a random number of delayed claims. (English) Zbl 07668906 J. Ind. Manag. Optim. 19, No. 6, 3840-3853 (2023). MSC: 62P05 62E20 91B30 PDF BibTeX XML Cite \textit{J. Li}, J. Ind. Manag. Optim. 19, No. 6, 3840--3853 (2023; Zbl 07668906) Full Text: DOI
Bhattacharya, Ayan Large deviations of extremes in branching random walk with regularly varying displacements. (English) Zbl 07666808 Bernoulli 29, No. 2, 1007-1034 (2023). MSC: 60J80 60F10 60G70 PDF BibTeX XML Cite \textit{A. Bhattacharya}, Bernoulli 29, No. 2, 1007--1034 (2023; Zbl 07666808) Full Text: DOI arXiv Link
Kim, Mihyun; Kokoszka, Piotr Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations. (English) Zbl 07661828 J. Nonparametric Stat. 35, No. 1, 1-18 (2023). MSC: 62Gxx 62F12 62P30 PDF BibTeX XML Cite \textit{M. Kim} and \textit{P. Kokoszka}, J. Nonparametric Stat. 35, No. 1, 1--18 (2023; Zbl 07661828) Full Text: DOI
Miska, Piotr; Tóth, János T. Characteristics of distributions of sets and their \((R)\)- and \((N)\)-denseness. (English) Zbl 07659783 Result. Math. 78, No. 2, Paper No. 54, 33 p. (2023). Reviewer: Emre Taş (Kırşehir) MSC: 40A05 40A35 11J71 PDF BibTeX XML Cite \textit{P. Miska} and \textit{J. T. Tóth}, Result. Math. 78, No. 2, Paper No. 54, 33 p. (2023; Zbl 07659783) Full Text: DOI arXiv
Planinić, Hrvoje Palm theory for extremes of stationary regularly varying time series and random fields. (English) Zbl 07658859 Extremes 26, No. 1, 45-82 (2023). MSC: 62Exx PDF BibTeX XML Cite \textit{H. Planinić}, Extremes 26, No. 1, 45--82 (2023; Zbl 07658859) Full Text: DOI arXiv
Ivanoff, B. Gail; Kulik, Rafal; Loukrati, Hicham Integral functionals and the bootstrap for the tail empirical process. (English) Zbl 07658857 Extremes 26, No. 1, 1-41 (2023); correction ibid. 26, No. 1, 43 (2023). MSC: 62G32 62G09 62G20 62G30 PDF BibTeX XML Cite \textit{B. G. Ivanoff} et al., Extremes 26, No. 1, 1--41 (2023; Zbl 07658857) Full Text: DOI
Zhang, Lvyun; Chen, Shouquan A class of location invariant estimators for heavy tailed distributions. (English) Zbl 07649647 Commun. Stat., Theory Methods 52, No. 3, 896-917 (2023). MSC: 60G70 62G32 62F12 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{S. Chen}, Commun. Stat., Theory Methods 52, No. 3, 896--917 (2023; Zbl 07649647) Full Text: DOI
Chakrabarty, Arijit; Pandey, Manish; Chakraborty, Sukrit Length of stationary Gaussian excursions. (English) Zbl 1514.60046 Proc. Am. Math. Soc. 151, No. 3, 1339-1348 (2023). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{A. Chakrabarty} et al., Proc. Am. Math. Soc. 151, No. 3, 1339--1348 (2023; Zbl 1514.60046) Full Text: DOI arXiv
Lansky, Petr; Polito, Federico; Sacerdote, Laura Input-output consistency in integrate and fire interconnected neurons. (English) Zbl 1511.92012 Appl. Math. Comput. 440, Article ID 127630, 15 p. (2023). MSC: 92C20 60G55 PDF BibTeX XML Cite \textit{P. Lansky} et al., Appl. Math. Comput. 440, Article ID 127630, 15 p. (2023; Zbl 1511.92012) Full Text: DOI arXiv
Kokoszka, Piotr; Kulik, Rafał Principal component analysis of infinite variance functional data. (English) Zbl 07626997 J. Multivariate Anal. 193, Article ID 105123, 22 p. (2023). MSC: 62Hxx 62E20 60E07 PDF BibTeX XML Cite \textit{P. Kokoszka} and \textit{R. Kulik}, J. Multivariate Anal. 193, Article ID 105123, 22 p. (2023; Zbl 07626997) Full Text: DOI
Mentemeier, Sebastian; Wintenberger, Olivier Asymptotic independence: extreme value theory for the diagonal SRE model. (English) Zbl 07730964 J. Time Ser. Anal. 43, No. 5, 750-780 (2022). MSC: 62Mxx 60G70 60G10 PDF BibTeX XML Cite \textit{S. Mentemeier} and \textit{O. Wintenberger}, J. Time Ser. Anal. 43, No. 5, 750--780 (2022; Zbl 07730964) Full Text: DOI
Li, Jinzhu Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model. (English) Zbl 1508.91477 Insur. Math. Econ. 107, 38-56 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{J. Li}, Insur. Math. Econ. 107, 38--56 (2022; Zbl 1508.91477) Full Text: DOI
Selk, Leonie; Tillier, Charles; Marigliano, Orlando Multivariate boundary regression models. (English) Zbl 07638434 Scand. J. Stat. 49, No. 1, 400-426 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Selk} et al., Scand. J. Stat. 49, No. 1, 400--426 (2022; Zbl 07638434) Full Text: DOI arXiv
Nolde, Natalia; Wadsworth, Jennifer L. Linking representations for multivariate extremes via a limit set. (English) Zbl 1517.62062 Adv. Appl. Probab. 54, No. 3, 688-717 (2022). MSC: 62G32 60G70 PDF BibTeX XML Cite \textit{N. Nolde} and \textit{J. L. Wadsworth}, Adv. Appl. Probab. 54, No. 3, 688--717 (2022; Zbl 1517.62062) Full Text: DOI arXiv
Laurini, Fabrizio; Fearnhead, Paul; Tawn, Jonathan Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes. (English) Zbl 1499.62022 Stat. Comput. 32, No. 6, Paper No. 104, 22 p. (2022). MSC: 62-08 62M10 62G32 60G70 60G10 PDF BibTeX XML Cite \textit{F. Laurini} et al., Stat. Comput. 32, No. 6, Paper No. 104, 22 p. (2022; Zbl 1499.62022) Full Text: DOI
Das, Bikramjit; Fasen-Hartmann, Vicky; Klüppelberg, Claudia Tail probabilities of random linear functions of regularly varying random vectors. (English) Zbl 1501.60001 Extremes 25, No. 4, 721-758 (2022). MSC: 60B10 60F10 60G70 90B15 91B05 PDF BibTeX XML Cite \textit{B. Das} et al., Extremes 25, No. 4, 721--758 (2022; Zbl 1501.60001) Full Text: DOI arXiv
Banerjee, Sayan; Budhiraja, Amarjit; Puha, Amber L. Heavy traffic scaling limits for shortest remaining processing time queues with heavy tailed processing time distributions. (English) Zbl 1499.60316 Ann. Appl. Probab. 32, No. 4, 2587-2651 (2022). MSC: 60K25 60F17 60G57 60G60 68M20 PDF BibTeX XML Cite \textit{S. Banerjee} et al., Ann. Appl. Probab. 32, No. 4, 2587--2651 (2022; Zbl 1499.60316) Full Text: DOI arXiv
Chong, Carsten; Kevei, Péter Extremes of the stochastic heat equation with additive Lévy noise. (English) Zbl 07596256 Electron. J. Probab. 27, Paper No. 128, 21 p. (2022). MSC: 60H15 60H40 60F15 60G17 35K05 35R60 60G51 60G70 PDF BibTeX XML Cite \textit{C. Chong} and \textit{P. Kevei}, Electron. J. Probab. 27, Paper No. 128, 21 p. (2022; Zbl 07596256) Full Text: DOI arXiv Link
Naderi, Habib; Matuła, Przemysław; Amini, Mohammad Weak law of large numbers without any restriction on the dependence structure of random variables. (English) Zbl 1497.60041 Bull. Iran. Math. Soc. 48, No. 4, 1959-1965 (2022). Reviewer: Fraser Daly (Edinburgh) MSC: 60F15 60E15 PDF BibTeX XML Cite \textit{H. Naderi} et al., Bull. Iran. Math. Soc. 48, No. 4, 1959--1965 (2022; Zbl 1497.60041) Full Text: DOI
Cheng, Ming; Konstantinides, Dimitrios G.; Wang, Dingcheng Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims. (English) Zbl 1510.91142 Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022). MSC: 91G05 60K10 62P05 PDF BibTeX XML Cite \textit{M. Cheng} et al., Appl. Math. Comput. 434, Article ID 127436, 18 p. (2022; Zbl 1510.91142) Full Text: DOI
Das, Bikramjit; Wang, Tiandong; Dai, Gengling Asymptotic behavior of common connections in sparse random networks. (English) Zbl 1491.05178 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 1491.05178) Full Text: DOI arXiv
Wang, Tiandong; Resnick, Sidney I. Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity. (English) Zbl 1493.05280 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 1493.05280) Full Text: DOI arXiv
Chen, Yiqing; Liu, Jiajun An asymptotic study of systemic expected shortfall and marginal expected shortfall. (English) Zbl 1492.91406 Insur. Math. Econ. 105, 238-251 (2022). MSC: 91G45 91G05 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{J. Liu}, Insur. Math. Econ. 105, 238--251 (2022; Zbl 1492.91406) Full Text: DOI
Damek, Ewa; Matsui, Muneya Tails of bivariate stochastic recurrence equation with triangular matrices. (English) Zbl 1495.60044 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 1495.60044) Full Text: DOI arXiv
Rønn-Nielsen, Anders; Stehr, Mads Extremes of Lévy-driven spatial random fields with regularly varying Lévy measure. (English) Zbl 1497.60070 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 1497.60070) Full Text: DOI arXiv
Bladt, Martin; Hashorva, Enkelejd; Shevchenko, Georgiy Tail measures and regular variation. (English) Zbl 1514.60063 Electron. J. Probab. 27, Paper No. 64, 43 p. (2022). Reviewer: Ravi Sreenivasan (Mysore) MSC: 60G70 28A33 60B10 60F05 PDF BibTeX XML Cite \textit{M. Bladt} et al., Electron. J. Probab. 27, Paper No. 64, 43 p. (2022; Zbl 1514.60063) Full Text: DOI arXiv
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula Convergence of partial sum processes to stable processes with application for aggregation of branching processes. (English) Zbl 1505.60043 Braz. J. Probab. Stat. 36, No. 2, 315-348 (2022). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G10 60G52 60J80 PDF BibTeX XML Cite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 1505.60043) Full Text: DOI arXiv
Kołodziejek, Bartosz; Szpojankowski, Kamil A phase transition for tails of the free multiplicative convolution powers. (English) Zbl 1498.46071 Adv. Math. 403, Article ID 108398, 50 p. (2022). MSC: 46L54 60E07 PDF BibTeX XML Cite \textit{B. Kołodziejek} and \textit{K. Szpojankowski}, Adv. Math. 403, Article ID 108398, 50 p. (2022; Zbl 1498.46071) Full Text: DOI arXiv
Chen, Yu; Wang, Jiayi; Zhang, Weiping Tail distortion risk measure for portfolio with multivariate regularly variation. (English) Zbl 1492.62164 Commun. Math. Stat. 10, No. 2, 263-285 (2022). MSC: 62P05 60G70 62E20 91G70 PDF BibTeX XML Cite \textit{Y. Chen} et al., Commun. Math. Stat. 10, No. 2, 263--285 (2022; Zbl 1492.62164) Full Text: DOI
Jaunė, Eglė; Šiaulys, Jonas Asymptotic risk decomposition for regularly varying distributions with tail dependence. (English) Zbl 1510.91148 Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022). MSC: 91G05 60E15 62P05 PDF BibTeX XML Cite \textit{E. Jaunė} and \textit{J. Šiaulys}, Appl. Math. Comput. 427, Article ID 127164, 13 p. (2022; Zbl 1510.91148) Full Text: DOI
Bhattacharya, Ayan; Palmowski, Zbigniew; Zwart, Bert Persistence of heavy-tailed sample averages: principle of infinitely many big jumps. (English) Zbl 1493.60010 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 1493.60010) Full Text: DOI arXiv
Xu, Hui; Davis, Richard; Samorodnitsky, Gennady Handling missing extremes in tail estimation. (English) Zbl 1493.62265 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 1493.62265) Full Text: DOI Link
Watanabe, Toshiro Second-order behaviour for self-decomposable distributions with two-sided regularly varying densities. (English) Zbl 1493.60041 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 1493.60041) Full Text: DOI
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
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
Wang, Yizao Choquet random sup-measures with aggregations. (English) Zbl 1492.60137 Extremes 25, No. 1, 25-54 (2022). MSC: 60G57 60G70 60F17 PDF BibTeX XML Cite \textit{Y. Wang}, Extremes 25, No. 1, 25--54 (2022; Zbl 1492.60137) Full Text: DOI arXiv
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 arXiv
Dombry, Clément; Tillier, Charles; Wintenberger, Olivier Hidden regular variation for point processes and the single/multiple large point heuristic. (English) Zbl 1492.60145 Ann. Appl. Probab. 32, No. 1, 191-234 (2022). MSC: 60G70 60G55 PDF BibTeX XML Cite \textit{C. Dombry} et al., Ann. Appl. Probab. 32, No. 1, 191--234 (2022; Zbl 1492.60145) Full Text: DOI arXiv
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
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
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
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
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying Satisficing credibility for heterogeneous risks. (English) Zbl 1490.91168 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 1490.91168) Full Text: DOI
Krizmanić, Danijel A functional limit theorem for moving averages with weakly dependent heavy-tailed innovations. (English) Zbl 1490.60071 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 1490.60071) Full Text: DOI arXiv
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
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
Durieu, Olivier; Wang, Yizao Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise. (English) Zbl 1489.60092 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 1489.60092) Full Text: DOI arXiv
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
Tidriri, Moulay D. Existence, global regularity and uniqueness of solutions of the Navier-Stokes equations in space dimension 3 when the initial data are regular. (English) Zbl 1513.35433 Aust. J. Math. Anal. Appl. 18, No. 2, Article No. 21, 126 p. (2021). MSC: 35Q30 76D03 76D05 49Q15 58C35 28A75 26B30 35B60 35B65 35Q35 PDF BibTeX XML Cite \textit{M. D. Tidriri}, Aust. J. Math. Anal. Appl. 18, No. 2, Article No. 21, 126 p. (2021; Zbl 1513.35433) Full Text: Link
Bingham, Nick H.; Ostaszewski, Adam J. Extremes and regular variation. (English) Zbl 1496.60055 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 121-137 (2021). MSC: 60G70 60-02 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{A. J. Ostaszewski}, Prog. Probab. 78, 121--137 (2021; Zbl 1496.60055) Full Text: DOI arXiv
Zhang, Lihong; Yang, Zedong; Wang, Guotao; Baleanu, Dumitru Existence and asymptotic behavior of solutions of a class of \(k\)-Hessian equation. (Chinese. English summary) Zbl 1513.35229 Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 5, 1357-1371 (2021). MSC: 35J57 35J60 34B15 PDF BibTeX XML Cite \textit{L. Zhang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 41, No. 5, 1357--1371 (2021; Zbl 1513.35229) Full Text: Link
Basrak, Bojan; Cho, Yeonok; Heiny, Johannes; Jung, Paul Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices. (English) Zbl 1491.60008 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 1491.60008) Full Text: DOI arXiv
Ayed, Fadhel; Battiston, Marco; Camerlenghi, Federico; Favaro, Stefano On consistent and rate optimal estimation of the missing mass. (English) Zbl 1493.62035 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 1493.62035) Full Text: DOI arXiv
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 1504.30015 J. Inequal. Appl. 2021, Paper No. 194, 20 p. (2021). MSC: 30C45 30C50 30C80 05A30 30C55 PDF BibTeX XML Cite \textit{K. Ullah} et al., J. Inequal. Appl. 2021, Paper No. 194, 20 p. (2021; Zbl 1504.30015) Full Text: DOI
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
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
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
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 Link
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 HAL
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
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
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
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
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
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
Oluoch, Lillian Achola; Viharos, László Asymptotic distributions for weighted power sums of extreme values. (English) Zbl 1488.60036 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 1488.60036) Full Text: DOI arXiv
Xu, Wei Asymptotic results for heavy-tailed Lévy processes and their exponential functionals. (English) Zbl 1489.60078 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 1489.60078) Full Text: DOI arXiv
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
Drees, Holger; Sabourin, Anne Principal component analysis for multivariate extremes. (English) Zbl 1498.62097 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 1498.62097) Full Text: DOI arXiv
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
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
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
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
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
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
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
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
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
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
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
Shen, Xinmei; Ge, Mingyue; Fu, Ke-Ang Approximation of the tail probabilities for bidimensional randomly weighted sums with dependent components. (English) Zbl 07619772 Probab. Eng. Inf. Sci. 34, No. 1, 112-130 (2020). MSC: 62-XX 60-XX PDF BibTeX XML Cite \textit{X. Shen} et al., Probab. Eng. Inf. Sci. 34, No. 1, 112--130 (2020; Zbl 07619772) Full Text: DOI
Krizmanić, Danijel On joint weak convergence of partial sum and maxima processes. (English) Zbl 1492.60078 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 1492.60078) Full Text: DOI arXiv
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
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
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 arXiv
Xing, Guo-dong; Gan, Xiaoli Asymptotic analysis of tail distortion risk measure under the framework of multivariate regular variation. (English) Zbl 1511.62299 Commun. Stat., Theory Methods 49, No. 12, 2931-2941 (2020). MSC: 62P05 62E20 91G70 PDF BibTeX XML Cite \textit{G.-d. Xing} and \textit{X. Gan}, Commun. Stat., Theory Methods 49, No. 12, 2931--2941 (2020; Zbl 1511.62299) Full Text: DOI
Pedersen, Rasmus Søndergaard Robust inference in conditionally heteroskedastic autoregressions. (English) Zbl 1491.62121 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 1491.62121) Full Text: DOI Link
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
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 Link
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
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
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