3 papers
math.PR2026
Feasible Frontiers for Sub-Gamma Envelopes: the Variance--Pole Trade-off for Infinitely Divisible Laws
Yichuan Chen, Xin Wang
A right sub-gamma bound is described by a quadratic proxy and a pole , and the pair is not unique: enlarging either preserves it. Fixing at the variance removes the…
math.PR2026
Minimal Radial Sub-Gamma Envelopes for Infinitely Divisible Random Vectors
Yichuan Chen, Xin Wang
Let X be a centered infinitely divisible random vector with finite second moment and covariance matrix Sigma. We define the radial pole C_X(t) as the smallest scale in a right sub-…
math.PR2026
Directional Optimal Sub-Gamma Scales for Infinitely Divisible Laws
Yichuan Chen, Xin Wang
Fixing the quadratic proxy in a sub-gamma bound at the true variance leaves a scale to optimize, and a two-sided infinitely divisible law generally requires different scales in the…