MARTINGALES AND TAIL PROBABILITIES. BY HANS U. GERBER. At the twenty
-eighth Actuarial Research Conference of the Somety of Actuar- ies, WILLMOT ...
Jan 1, 2008 - (improved) counterparts of the Hoeffding inequality replacing Ï2 by certain functions of γ1,...,γn respectively κ1,..., κn. Our bounds extend to a ...
Mar 3, 1993 - We consider the standard GI/G/1 queue with unlimited waiting room and ... We investigate the steady-state waiting-time tail probabilities P(W > ...
Keywords: probabilities of large deviations, martingale, bounds for tail ... where
sup is taken over all Bernoulli type martingales Mn such that σ1 =···= σn and all n
...
KEY WORDS: Probabilities of large deviations; martingale; bounds for tail ... of
bounded independent random variables (as well as for martingales) have.
Xuemiao Hao ..... processes that are widely used in insurance mathematics. In Section 2.2 we present ...... Lemma 3.11 (Corollary 3.1 of Chen et al. (2005)).
Feb 8, 2016 - Bahadur and Rao [1, 2] improved the estimate of this large deviation probability ... the inverse Gaussian in Section 3 that is particularly simple.
May 4, 2012 - Rao. Binomial distributions and their tail probabilities are discussed in more detail. Keywords: ... According to the Sanov theorem the probability that the deviation from the ... method by Blackwell and Hodges [3]. For µ∗ >µ>µ0, ...
abilities in stochastic economic models in terms of their transition laws and shock ... Section 4 gives a number of applications which illustrate the method. ..... [9] Stokey, N. L., R. E. Lucas and E. C. Prescott (1989): Recursive Methods in Eco-.
E Xk = 0 and EX2 k = Ï2 k for all k. Hoeffding 1963, Theorem 3, proved that. P{Mn ⥠nt} ⤠Hn(t, p), H(t, p) = `1 +
consideration of the probability that planar Brownian motion spends a unit of ..... It is well known by the reflection principle that for the Brownian motion, i.e., α = 1.
Feb 8, 2016 - close to a certain continuous distribution. Keywords Tail probability · exponential family · signed Log-likelihood · variance function · inequalities.
Jun 4, 2014 - in classical and quantum mechanics, possible generalizations of the ...... As expected, for classical compound systems (because of the absence ...
mission rates such as DSL broadband access networks. ... The adaptive total rate corresponds to a ... In the context of Digital Subscriber Line (DSL) networks,.
Vol.9, 1991. szeptember, pp.968â981. [7] L. Noirie: âMixed TDM and Packet ... COST266_Extended_Final_Report.pdf. Applying statistical multiplexing and traffic ...
AbstractâThe network transport of 3D video, which contains two views of a video .... scalable video coding (SVC) extension of the advanced video coding (AVC) ...
was represented by a multicast videoconferencing Station. (Silicon Graphics Indy), running video (NV) and audio (VAT) applications, which can be configured to ...
Statistical Inference: Small Probabilities and Errors. Daniel C. Sloughter. Furman
University. 1 The Howland trial. In the 1867 trial contesting the will of Sylvia Ann ...
and the primary-level classification of theories of probability is between. (a) epistemic ... discrete, and the ring model of Kac (1959) (see also Lavis 2008) is a case where ...... Greiner, W., Neise, L. & Stücker, H. (1993). ...... London: George
Apr 7, 2008 - of dependent and real-valued random variables whose distributions are ... We say a random variable X or its distribution F to be heavy tailed (to ...
where d and Ï are some important numeric parameters of the field x and Φ is the distribution function of the standard
communications (see Leland, Taqqu, Willinger and Wilson [17], Norros [23],. [24], Willinger, Taqqu, Sherman and Wilson [29]) and insurance risk (see.
Feb 11, 2009 - of Hoeffding functions and are the sharpest known. .... inequality of Hoeffding see 3.3 , which allows to reduce the problem to estimation of tail.
result has important implications in several areas of probability and statistics ... results for sums of independent random variables to the case of U-statistics.
bandwidth associated with each kind of source, so that n sources with ... service times, unlimited (as an approximation to large ï¬nite) waiting space and an.
