scholarly journals The distribution of the maximum of an ARMA(1, 1) process

2020 ◽  
Vol 358 (8) ◽  
pp. 909-916
Author(s):  
Christopher S. Withers ◽  
Saralees Nadarajah
Keyword(s):  
Distribution Of The Maximum

scholarly journals On some properties of the Lüroth-type alternating series representations for real numbers

2001 ◽  
Vol 28 (6) ◽  
pp. 367-373 ◽  
Author(s):  
C. Ganatsiou
Keyword(s):  
Limit Theorems ◽  
Asymptotic Density ◽  
Real Numbers ◽  
Type Series ◽  
Distribution Of The Maximum ◽  
Series Representations

We investigate some properties connected with the alternating Lüroth-type series representations for real numbers, in terms of the integer digits involved. In particular, we establish the analogous concept of the asymptotic density and the distribution of the maximum of the firstndenominators, by applying appropriate limit theorems.

The exponential rate of convergence of the distribution of the maximum of a random walk. Part II

1976 ◽  
Vol 13 (04) ◽  
pp. 733-740
Author(s):  
N. Veraverbeke ◽  
J. L. Teugels
Keyword(s):  
Random Walk ◽  
Rate Of Convergence ◽  
Real Line ◽  
Exponential Convergence ◽  
Exponential Rate ◽  
The Real ◽  
Distribution Of The Maximum ◽  
Exponential Rate Of Convergence ◽  
Successive Maximum

Let Gn (x) be the distribution of the nth successive maximum of a random walk on the real line. Under conditions typical for complete exponential convergence, the decay of Gn (x) – limn→∞ Gn (x) is asymptotically equal to H(x) γn n–3/2 as n → ∞where γ < 1 and H(x) a function solely depending on x. For the case of drift to + ∞, G ∞(x) = 0 and the result is new; for drift to – ∞we give a new proof, simplifying and correcting an earlier version in [9].

The exponential rate of convergence of the distribution of the maximum of a random walk. Part II

1976 ◽  
Vol 13 (4) ◽  
pp. 733-740 ◽  
Author(s):  
N. Veraverbeke ◽  
J. L. Teugels
Keyword(s):  
Random Walk ◽  
Rate Of Convergence ◽  
Real Line ◽  
Exponential Convergence ◽  
Exponential Rate ◽  
The Real ◽  
Distribution Of The Maximum ◽  
Exponential Rate Of Convergence ◽  
Successive Maximum

Let Gn (x) be the distribution of the nth successive maximum of a random walk on the real line. Under conditions typical for complete exponential convergence, the decay of Gn (x) – limn→∞ Gn(x) is asymptotically equal to H(x) γn n–3/2 as n → ∞where γ < 1 and H(x) a function solely depending on x. For the case of drift to + ∞, G∞(x) = 0 and the result is new; for drift to – ∞we give a new proof, simplifying and correcting an earlier version in [9].

scholarly journals STATISTICAL PROPERTIES OF THE MAXIMUM RUN OF IRREGULAR SEA WAVES

1988 ◽  
Vol 1 (21) ◽  
pp. 48 ◽  
Author(s):  
Akira Kimura
Keyword(s):  
Probability Distribution ◽  
Wave Height ◽  
Probability Distributions ◽  
Confidence Regions ◽  
Statistical Properties ◽  
Irregular Waves ◽  
Sea Waves ◽  
Sea State ◽  
Irregular Wave ◽  
Distribution Of The Maximum

The probability distribution of the maximum run of irregular wave height is introduced theoretically. Probability distributions for the 2nd maximum, 3rd maximum and further maximum runs are also introduced. Their statistical properties, including the means and their confidence regions, are applied to the verification of experiments with irregular waves in the realization of a "severe sea state" in the test.

scholarly journals The distribution of the maximum of partial sums of Kloosterman sums and other trace functions

2021 ◽  
Vol 157 (7) ◽  
pp. 1610-1651
Author(s):  
Pascal Autissier ◽  
Dante Bonolis ◽  
Youness Lamzouri
Keyword(s):  
Distribution Function ◽  
Recent Work ◽  
Character Sums ◽  
Kloosterman Sums ◽  
Partial Sums ◽  
Optimal Range ◽  
Uniform Estimates ◽  
The Third ◽  
Distribution Of The Maximum ◽  
Complex Valued

In this paper, we investigate the distribution of the maximum of partial sums of families of $m$ -periodic complex-valued functions satisfying certain conditions. We obtain precise uniform estimates for the distribution function of this maximum in a near-optimal range. Our results apply to partial sums of Kloosterman sums and other families of $\ell$ -adic trace functions, and are as strong as those obtained by Bober, Goldmakher, Granville and Koukoulopoulos for character sums. In particular, we improve on the recent work of the third author for Birch sums. However, unlike character sums, we are able to construct families of $m$ -periodic complex-valued functions which satisfy our conditions, but for which the Pólya–Vinogradov inequality is sharp.

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