Subexponential distribution functions

Author(s):  
E. J. G. Pitman

AbstractA distribution function (F on [0,∞) belongs to the subexponential class if and only if 1−F(2) (x) ~ 2(1−F(x)), as x→ ∞. For an important class of distribution functions, a simple, necessary and sufficient condition for membership of is given. A comparison theorem for membership of and also some closure properties of are obtained.1980 Mathematics subject classification (Amer. Math. Soe.): primary 60 E 05; secondary 60 J 80.

1981 ◽  
Vol 4 (3) ◽  
pp. 531-549 ◽  
Author(s):  
Miklós Szijártó

The correspondence between sequential program schemes and formal languages is well known (Blikle and Mazurkiewicz (1972), Engelfriet (1974)). The situation is more complicated in the case of parallel program schemes, and trace languages (Mazurkiewicz (1977)) have been introduced to describe them. We introduce the concept of the closure of a language on a so called independence relation on the alphabet of the language, and formulate several theorems about them and the trace languages. We investigate the closedness properties of Chomsky classes under closure on independence relations, and as a special case we derive a new necessary and sufficient condition for the regularity of the commutative closure of a language.


1977 ◽  
Vol 14 (2) ◽  
pp. 387-390 ◽  
Author(s):  
Harry Cohn

It is shown for a supercritical branching process with immigration that if the log moment of the immigration distribution is infinite, then no sequence of positive constants {cn} exists such that {Xn/cn} converges in law to a proper limit distribution function F, except for the case F(0 +) = 1. Seneta's result [1] combined with the above-mentioned one imply that if 1 < m < ∞ then the finiteness of the log moment of the immigration distribution is a necessary and sufficient condition for the existence of some constants {cn} such that {Xn/cn} converges in law to a proper limit distribution function F, with F(0 +) < 1.


1991 ◽  
Vol 28 (02) ◽  
pp. 374-383 ◽  
Author(s):  
M. C. Bhattacharjee

We investigate a generalized variability ordering and its weaker versions among non-negative random variables (lifetimes of components). Our results include a necessary and sufficient condition which justifies the generalized variability interpretation of this dominance relation between life distributions, relationships to some weakly aging classes in reliability theory, closure properties and inequalities for the mean life of series and parallel systems under such ordering.


1990 ◽  
Vol 27 (02) ◽  
pp. 440-444 ◽  
Author(s):  
J. Muñoz-Perez ◽  
A. Sanchez-Gomez

In this paper a necessary and sufficient condition for the dispersive ordering in dilation sense is given by a convex function which is called the dispersive function and characterizes the distribution function. Some interesting properties of the ordering follow from this result.


1986 ◽  
Vol 29 (4) ◽  
pp. 456-462 ◽  
Author(s):  
Jaime Vinuesa ◽  
Rafael Guadalupe

AbstractWe pose a “moment problem” in a more general setting than the classical one. Then we find a necessary and sufficient condition for a sequence to have a solution of the “problem“where σ is a “distribution function”.


2003 ◽  
Vol 70 (2) ◽  
pp. 200-203 ◽  
Author(s):  
J. C. Nadeau ◽  
M. Ferrari

The orientation distribution function (ODF) is expanded in terms of generalized spherical harmonics and bounds on the resulting texture coefficients are derived. A necessary and sufficient condition for satisfaction of the normalization property of the ODF is also provided. These results are of significance in, for example, microstructural optimization of materials and predicting texture coefficients based on wave velocity measurements.


1977 ◽  
Vol 14 (02) ◽  
pp. 387-390 ◽  
Author(s):  
Harry Cohn

It is shown for a supercritical branching process with immigration that if the log moment of the immigration distribution is infinite, then no sequence of positive constants {cn } exists such that {Xn/cn } converges in law to a proper limit distribution function F, except for the case F(0 +) = 1. Seneta's result [1] combined with the above-mentioned one imply that if 1 &lt; m &lt; ∞ then the finiteness of the log moment of the immigration distribution is a necessary and sufficient condition for the existence of some constants {cn } such that {Xn /c n} converges in law to a proper limit distribution function F, with F(0 +) &lt; 1.


1977 ◽  
Vol 14 (4) ◽  
pp. 702-716 ◽  
Author(s):  
D. R. Grey

If {Zn} is a Galton–Watson branching process with infinite mean, it is shown that under certain conditions there exist constants {cn} and a function L, slowly varying at 0, such that converges almost surely to a non-degenerate random variable, whose distribution function satisfies a certain functional equation. The method is then extended to a continuous-time Markov branching process {Zt} with infinite mean, where it is shown that there is always a function φ, slowly varying at 0, such that converges almost surely to a non-degenerate random variable, and a necessary and sufficient condition is given for this convergence to be equivalent to convergence of for some constant α > 0.


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