Bounds on the Poincaré constant under negative dependence

Two - sided Bounds for Ruin Probability under Constant Interest Force

In this paper we investigate the ruin probability in the classical risk model under a positive constant interest force. We restrict ourselves to the case where the claim size is heavy-tailed, i.e. the equilibrium distribution function (e.d.f.) of the claim size belongs to a wide subclass (denoted A) of subexponential distributions. Two-sided estimates for the ruin probability are developed by r...

Complete convergence of moving-average processes under negative dependence sub-Gaussian assumptions

The complete convergence is investigated for moving-average processes of doubly infinite sequence of negative dependence sub-gaussian random variables with zero means, finite variances and absolutely summable coefficients. As a corollary, the rate of complete convergence is obtained under some suitable conditions on the coefficients.

Johnson type bounds on constant dimension codes

Very recently, an operator channel was defined by Koetter and Kschischang when they studied random network coding. They also introduced constant dimension codes and demonstrated that these codes can be employed to correct errors and/or erasures over the operator channel. Constant dimension codes are equivalent to the so-called linear authentication codes introduced by Wang, Xing and Safavi-Nain...

Original Loop Bounds Loop Bounds Assumed Constant

Bounds on the Constant in the Mean Central Limit Theorem

Bounds in the mean central limit theorem, where the L1 distance is used to measure the discrepancy of the distribution Fn of a standardized sum of i.i.d. random variables with distributionG from the normal, is of some interest when the normal approximation is to be applied over some wide, and perhaps unspecified range of values. Esseen (1958) showed that the limiting value lim n→∞ n||Fn − Φ||1 ...