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4 papers · 2 filters
Permanental vectors with nonsymmetric kernels
Nathalie Eisenbaum
A permanental vector with a symmetric kernel and index is a squared Gaussian vector. The definition of permanental vectors is a natural extension of the definition of squared G…
Heavy Tails for an Alternative Stochastic Perpetuity Model
Thomas Mikosch, Mohsen Rezapour, Olivier Wintenberger
In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten [12] and Goldie [8] all discount factors in the mode…
Large deviations for the rightmost position in a branching Brownian motion
Bernard Derrida, Zhan Shi
We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function
New sharp Gagliardo-Nirenberg-Sobolev inequalities and an improved Borell-Brascamp-Lieb inequality
François Bolley, Dario Cordero-Erausquin, Yasuhiro Fujita +2
We propose a new Borell-Brascamp-Lieb inequality which leads to novel sharp Euclidean inequalities such as Gagliardo-Nirenberg-Sobolev inequalities in R^n and in the half-space R^n…