On the Decomposition of A Class of Functions of Bounded Variation

1964 ◽  
Vol 16 ◽  
pp. 479-484 ◽  
Author(s):  
R. G. Laha

Let F1(x) and F2(x) be two distribution functions, that is, non-decreasing, right-continuous functions such that Fj(— ∞) = 0 and Fj(+ ∞) = 1 (j = 1, 2). We denote their convolution by F(x) so thatthe above integrals being defined as the Lebesgue-Stieltjes integrals. Then it is easy to verify (2, p. 189) that F(x) is a distribution function. Let f1(t), f2(t), and f(t) be the corresponding characteristic functions, that is,

1964 ◽  
Vol 7 (1) ◽  
pp. 65-75
Author(s):  
D. B. Sumner

In his 1922 article [l] on functions of bounded variation, Vitali gave a method for constructing monotone non-absolutely continuous functions, generalizing ideas from the ternary set introduced in another connection by Cantor. In [2], Hille and Tamarkin gave a full account of the "middle-third" function, showing it to be a singular distribution function, and finding its characteristic function. In [3], Evans obtained a generalization of the middle - third function by discarding middle intervals of length other than one-third, and obtained algorithms by which the moments of his function could be calculated. Invarious papers, among them [4], Wintner studied infinite convolutions of symmetric Bernoulli distributions, finding a great variety of distributions whose characteristic functions were of the form


Author(s):  
H. R. Pitt

1. We write L for the class of integrable functions in (− ∞, ∞), V for the class of functions of bounded variation, and define A, A to be the classes of functions F(x) which may be expressed in the formsrespectively.


Author(s):  
Emilio Acerbi ◽  
Domenico Mucci

We consider the total curvature of graphs of curves in high-codimension Euclidean space. We introduce the corresponding relaxed energy functional and prove an explicit representation formula. In the case of continuous Cartesian curves, i.e. of graphs cu of continuous functions u on an interval, we show that the relaxed energy is finite if and only if the curve cu has bounded variation and finite total curvature. In this case, moreover, the total curvature does not depend on the Cantor part of the derivative of u. We treat the wider class of graphs of one-dimensional functions of bounded variation, and we prove that the relaxed energy is given by the sum of the length and total curvature of the new curve obtained by closing the holes in cu generated by jumps of u with vertical segments.


1977 ◽  
Vol 9 (1-2) ◽  
pp. 1-9 ◽  
Author(s):  
J. Tiago de Oliveira

The question of large claims in insurance is, evidently, a very important one, chiefly if we consider it in relation with reinsurance. To a statistician it seems that it can be approached, essentially, in two different ways.The first one can be the study of overpassing of a large bound, considered to be a critical one. If N(t) is the Poisson process of events (claims) of intensity v, each claim having amounts Yi, independent and identically distributed with distribution function F(x), the compound Poisson processwhere a denotes the critical level, can describe the behaviour of some problems connected with the overpassing of the critical level. For instance, if h(Y, a) = H(Y − a), where H(x) denotes the Heavside jump function (H(x) = o if x < o, H(x) = 1 if x ≥ o), M(t) is then the number of claims overpassing a; if h(Y, a) = Y H(Y − a), M(t) denotes the total amount of claims exceeding the critical level; if h(Y, a) = (Y − a) H(Y − a), M(t) denotes the total claims reinsured for some reinsurance policy, etc.Taking the year as unit of time, the random variables M(1), M(2) − M(1), … are evidently independent and identically distributed; its distribution function is easy to obtain through the computation of the characteristic function of M(1). For details see Parzen (1964) and the papers on The ASTIN Bulletin on compound processes; for the use of distribution functions F(x), it seems that the ones developed recently by Pickands III (1975) can be useful, as they are, in some way, pre-asymptotic forms associated with tails, leading easily to the asymptotic distributions of extremes.


Fractals ◽  
2017 ◽  
Vol 25 (05) ◽  
pp. 1750048 ◽  
Author(s):  
Y. S. LIANG

The present paper mainly investigates the definition and classification of one-dimensional continuous functions on closed intervals. Continuous functions can be classified as differentiable functions and nondifferentiable functions. All differentiable functions are of bounded variation. Nondifferentiable functions are composed of bounded variation functions and unbounded variation functions. Fractal dimension of all bounded variation continuous functions is 1. One-dimensional unbounded variation continuous functions may have finite unbounded variation points or infinite unbounded variation points. Number of unbounded variation points of one-dimensional unbounded variation continuous functions maybe infinite and countable or uncountable. Certain examples of different one-dimensional continuous functions have been given in this paper. Thus, one-dimensional continuous functions are composed of differentiable functions, nondifferentiable continuous functions of bounded variation, continuous functions with finite unbounded variation points, continuous functions with infinite but countable unbounded variation points and continuous functions with uncountable unbounded variation points. In the end of the paper, we give an example of one-dimensional continuous function which is of unbounded variation everywhere.


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