A note on complete convergence for arraysWe extend and generalize some recent results on complete
convergence for independent non
On the convergence in law of almost all sums of independent random variables on some
probability space which are multiplied by random coefficients. These coefficients are the values
A note on complete convergence for arraysWe extend and generalize some recent results on complete
convergence for independent non
Convergence of Insurance Payout Stochastic Processes to Generalized Poisson Process the size of a company’s insurance payouts in the case of a growing number of clients.
Convergence Estimating smoothness and optimal bandwidth for probability density functionsThe properties of non-parametric kernel estimators for
probability density function from two
Regularization and error estimate of infinite-time ruin probabilities for Cramer-Lundberg modelIn this article, we consider the problem of finding the ultimate ruin
probability in the classical