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math.PR2024
The limit law of certain discrete multivariate distributions
Andrius Grigutis, Artur Nakliuda
Let , be independent but not necessarily identically distributed discrete and integer-valued random variables. Assume that $X_1\geqslant…
econ.GN2024★ 1 cited
The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
Ignas Gasparavičius, Andrius Grigutis
This survey article is dedicated to the life of the famous American economist H. Markowitz (1927--2023). We do revisit the main statements of the portfolio selection theory in term…