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math.PR2019
On sequential maxima of exponential sample means, with an application to ruin probability
Dimitris Cheliotis, Nickos Papadatos
We obtain the distribution of the maximal average in a sequence of independent identically distributed exponential random variables. Surprisingly enough, it turns out that the inve…
math.PR2019
Functional limit theorems for the Polya and q-Polya urns
Dimitris Cheliotis, Dimitra Kouloumpou
For the plain Polya urn with two colors, black and white, we prove a functional central limit theorem for the number of white balls assuming that the initial number of black balls…