Projected Elliptical Distributions

We introduce a new parametrization of elliptically contoured densities and study the associated family of projected (circular) distributions. In particular we investigate the trigonometric moments and some convolution properties.     

Some properties of subexponential distributions

The nonnegative random variableX is said to have a subexponential distribution if we have (1-G(t))/(1-F(t))→2 ast→∞, whereF(t)=P{X≤t} andG(t) is the convolution ofF(t) with itself. Conditions on the distribution of independent nonnegative random variablesX andY such that max(X, Y) and min(X, Y) have a subexponential distribution are given. Translated fromMatematicheskie Zametki, Vol. 62, No. 1, pp. 138–144, July, 1997. Translated by N. K. Kulman     

On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity

The paper gives sufficient conditions for domains of attraction of multivariate extreme value distributions. Under the assumption of absolute continuity of a multivariate distribution, the criteria enable one to examine, by using limits of some rescaled conditional densities, whether the distribution belongs to the domain of attraction of some multivariate extreme value distribution. If this is the case, the criteria also determine how to construct such an extreme value distribution. Unlike the criterion given by de Haan and Resnick [1987,Stochastic Process. Appl.2583–93], the criteria are easily applicable even when the marginal tails are not Pareto-like.     

Uniform Mixtures Via Posterior Means

The problem of identification of uniform mixtures via posterior means is studied. For linear posterior means a complete solution is given. It determines a family of prior distributions involving beta of both kinds and gamma. Identifiability via any consistent posterior mean is also investigated.     

Energetics of Formation of Nanocrystalline Structures in Finemet, Nanoperm and Hitperm Alloys

Processes controlling transformation in three rapidly quenched nanocrystal-forming systems, Finemet, Nanoperm and Hitperm, were analyzed using a novel approach which provides the distribution of true activation energies of nanocrystallization and their temperature dependencies. This approach yields new information with respect to the original local ordering of atoms in the amorphous phase and its influence on the formation of nanostructures. Additional information is extracted which allows to compare processes in the early stages of nanocrystallization with those at the end of the phase transformation.     

Compound geometric residual lifetime distributions and the deficit at ruin

Some reliability based properties of compound geometric distributions are derived using an approach motivated by the analysis of the deficit at ruin in a renewal risk theoretic setting. Implications for generalizing the result of Cai and Kalashnikov [J. Appl. Prob. 37 (2000) 283–289] are discussed. Subsequently, analysis of the distribution of the deficit itself in the renewal risk setting is considered. The regenerative nature of the ruin problem in the renewal risk model is exploited to study exact and approximate properties of the deficit at ruin (given that ruin occurs). Central to the discussion are the compound geometric components of the maximal aggregate loss. The proper distribution of the deficit, given that ruin occurs, is a mixture of residual ladder height distributions, from which various exact relationships and bounds follow. The asymptotic (in the initial surplus) distribution of the deficit is also considered. Stronger results are obtained with additional assumptions about the interclaim time or claim size distribution.     

具有二步保费的Erlang（2）风险模型

本文考虑了当索赔间隔时间为Erlang(2)分布且保费收取为二步保费过程的复合更新风险模型,推导出该模型的罚金折现期望值函数满足具有一定边界条件和积分微分方程,并解出该方程.特别地,当索赔额为指数分布时,利用所得结果给出了破产时间的Laplace变换及终积破产概率的解析解.     

A basic class of symmetric orthogonal polynomials using the extended Sturm-Liouville theorem for symmetric functions

In this research, by applying the extended Sturm-Liouville theorem for symmetric functions, a basic class of symmetric orthogonal polynomials (BCSOP) with four free parameters is introduced and all its standard properties, such as a generic second order differential equation along with its explicit polynomial solution, a generic orthogonality relation, a generic three term recurrence relation and so on, are presented. Then, it is shown that four main sequences of symmetric orthogonal polynomials can essentially be extracted from the introduced class. They are respectively the generalized ultraspherical polynomials, generalized Hermite polynomials and two other sequences of symmetric polynomials, which are finitely orthogonal on (−∞,∞) and can be expressed in terms of the mentioned class directly. In this way, two half-trigonometric sequences of orthogonal polynomials, as special sub-cases of BCSOP, are also introduced.     

混合狄雷克利分布和高维表的贝叶斯估计

本文讨论多项分布情况下的高维列联表使用混合狄雷克利分布为先验分布时，贝叶斯估计的表达，以及独立性条件的表述．将文献［４］和［５］的结论推广到高维列联表中．