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20122026
most citedA note on the asymptotic normality of sums of extreme values

13 citations · 21 across the 37 of their papers we have counts for

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Showing 2022Show all

7 papers · 1 filter

math.PR2022

Elements of Randoms Analysis about the Gamma Generalized Hyperbolic Distribution Levy Stochastic Process

Nafy Ngom, Aladji Babacar Niang, Soumaila Dembele +1

In this paper, we study some aspects on random analysis on the Léevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In pa…

stat.AP2022★ 2 cited

Applying of the Extreme Value Theory for determining extreme claims in the automobile insurance sector: Case of a China car insurance

Daouda Diawara, Ladji Kane, Soumaila Dembele +1

According to the Chinese Health Statistics Yearbook, in 2005, the number of traffic accidents was 187781 with total direct property losses of 103691.7 (10000 Yuan). This research a…

math.PR2022

The exact probability law for the approximated similarity from the Minhashing method

Soumaila Dembele, Gane Samb Lo

We propose a probabilistic setting in which we study the probability law of the Rajaraman and Ullman \textit{RU} algorithm and a modified version of it denoted by \textit{RUM}. The…

math.PR2022★ 1 cited

-Central limit theorems and -invariance principles for associated random variables

Aladji Babacar Niang, Akym Adekpedjou, Harouna Sangaré +1

The investigation asymptotic limits on associated data mainly focused on limit theorems of summands of associated data and on the related invariance principles. In a series of pape…

math.PR2022

Poisson invariance principles from two classical Poisson limit theorems and extension to non-stationary independent sequences

Aladji Babacar Niang, Gane Samb Lo, Chérif Mamadou Moctar Traoré +1

The simple Lévy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stati…

math.PR2022

Extensions of two classical Poisson limit laws to non-stationary independent data

Aladji Babacar Niang, Harouna Sangaré, Tchilabalo Abozou Kpanzou +2

In earlier stages in the introduction to asymptotic methods in probability theory, the weak convergence of sequences of Binomial of random variables (\textit{rv}'…