A necessary and sufficient condition for the subexponentiality of the product convolution

2018 ◽  
Vol 50 (01) ◽  
pp. 57-73 ◽  
Author(s):  
Hui Xu ◽  
Fengyang Cheng ◽  
Yuebao Wang ◽  
Dongya Cheng
Keyword(s):  
Ruin Probability ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Related Result ◽  
Sufficient Condition ◽  
Insurance Risk ◽  
Necessary And Sufficient Condition ◽  
Long Tail ◽  
Stochastic Returns ◽  
Necessary And Sufficient

Abstract Let X and Y be two independent and nonnegative random variables with corresponding distributions F and G. Denote by H the distribution of the product XY, called the product convolution of F and G. Cline and Samorodnitsky (1994) proposed sufficient conditions for H to be subexponential, given the subexponentiality of F. Relying on a related result of Tang (2008) on the long-tail of the product convolution, we obtain a necessary and sufficient condition for the subexponentiality of H, given that of F. We also study the reverse problem and obtain sufficient conditions for the subexponentiality of F, given that of H. Finally, we apply the obtained results to the asymptotic study of the ruin probability in a discrete-time insurance risk model with stochastic returns.

scholarly journals Noetherian properties in composite generalized power series rings

2020 ◽  
Vol 18 (1) ◽  
pp. 1540-1551
Author(s):  
Jung Wook Lim ◽  
Dong Yeol Oh
Keyword(s):  
Necessary Conditions ◽  
Sufficient Conditions ◽  
Commutative Rings ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Generalized Power Series ◽  
Ordered Monoid ◽  
Power Series Rings ◽  
Necessary And Sufficient ◽  
Equivalent Conditions

Abstract Let ({\mathrm{\Gamma}},\le ) be a strictly ordered monoid, and let {{\mathrm{\Gamma}}}^{\ast }\left={\mathrm{\Gamma}}\backslash \{0\} . Let D\subseteq E be an extension of commutative rings with identity, and let I be a nonzero proper ideal of D. Set \begin{array}{l}D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] := \left\{f\in [\kern-2pt[ {E}^{{\mathrm{\Gamma}},\le }]\kern-2pt] \hspace{0.15em}|\hspace{0.2em}f(0)\in D\right\}\hspace{.5em}\text{and}\\ \hspace{0.2em}D+[\kern-2pt[ {I}^{{\Gamma }^{\ast },\le }]\kern-2pt] := \left\{f\in [\kern-2pt[ {D}^{{\mathrm{\Gamma}},\le }]\kern-2pt] \hspace{0.15em}|\hspace{0.2em}f(\alpha )\in I,\hspace{.5em}\text{for}\hspace{.25em}\text{all}\hspace{.5em}\alpha \in {{\mathrm{\Gamma}}}^{\ast }\right\}.\end{array} In this paper, we give necessary conditions for the rings D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively ordered, and sufficient conditions for the rings D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively totally ordered. Moreover, we give a necessary and sufficient condition for the ring D+[\kern-2pt[ {I}^{{\Gamma }^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively totally ordered. As corollaries, we give equivalent conditions for the rings D+({X}_{1},\ldots ,{X}_{n})E{[}{X}_{1},\ldots ,{X}_{n}] and D+({X}_{1},\ldots ,{X}_{n})I{[}{X}_{1},\ldots ,{X}_{n}] to be Noetherian.

SOME SUFFICIENT CONDITIONS OF LEARNABILITY IN THE LIMIT FROM POSITIVE DATA

2000 ◽  
Vol 11 (03) ◽  
pp. 515-524
Author(s):  
TAKESI OKADOME
Keyword(s):  
Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Conditions For Learning ◽  
Positive Data ◽  
Necessary And Sufficient ◽  
Learning In The Limit

The paper deals with learning in the limit from positive data. After an introduction and overview of earlier results, we strengthen a result of Sato and Umayahara (1991) by establishing a necessary and sufficient condition for the satisfaction of Angluin's (1980) finite tell-tale condition. Our other two results show that two notions introduced here, the finite net property and the weak finite net property, lead to sufficient conditions for learning in the limit from positive data. Examples not solvable by earlier methods are also given.

scholarly journals On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment

1984 ◽  
Vol 14 (1) ◽  
pp. 23-43 ◽  
Author(s):  
Jean-Marie Reinhard
Keyword(s):  
Risk Model ◽  
Risk Process ◽  
Ruin Probabilities ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Risk Models ◽  
Markovian Environment ◽  
Necessary And Sufficient ◽  
Natural Way ◽  
Quantities Of Interest

AbstractWe consider a risk model in which the claim inter-arrivals and amounts depend on a markovian environment process. Semi-Markov risk models are so introduced in a quite natural way. We derive some quantities of interest for the risk process and obtain a necessary and sufficient condition for the fairness of the risk (positive asymptotic non-ruin probabilities). These probabilities are explicitly calculated in a particular case (two possible states for the environment, exponential claim amounts distributions).

scholarly journals Equipartitioning and balancing points of polygons

Pythagoras ◽  
2010 ◽  
Vol 0 (71) ◽  
Author(s):  
Shunmugam Pillay ◽  
Poobhalan Pillay
Keyword(s):  
General Theorem ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
The Other ◽  
Sufficient Condition ◽  
Centre Of Mass ◽  
Necessary And Sufficient Condition ◽  
Necessary And Sufficient

The centre of mass G of a triangle has the property that the rays to the vertices from G sweep out triangles having equal areas. We show that such points, termed equipartitioning points in this paper, need not exist in other polygons. A necessary and sufficient condition for a quadrilateral to have an equipartitioning point is that one of its diagonals bisects the other. The general theorem, namely, necessary and sufficient conditions for equipartitioning points for arbitrary polygons to exist, is also stated and proved. When this happens, they are in general, distinct from the centre of mass. In parallelograms, and only in them, do the two points coincide.

Reversibility of Markov chains with applications to storage models

1985 ◽  
Vol 22 (01) ◽  
pp. 123-137 ◽  
Author(s):  
Hideo Ōsawa
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Single Server ◽  
General State ◽  
Insurance Risk ◽  
General State Space ◽  
Necessary And Sufficient

This paper studies the reversibility conditions of stationary Markov chains (discrete-time Markov processes) with general state space. In particular, we investigate the Markov chains having atomic points in the state space. Such processes are often seen in storage models, for example waiting time in a queue, insurance risk reserve, dam content and so on. The necessary and sufficient conditions for reversibility of these processes are obtained. Further, we apply these conditions to some storage models and present some interesting results for single-server queues and a finite insurance risk model.

scholarly journals Sufficient conditions for matchings

1972 ◽  
Vol 18 (2) ◽  
pp. 129-136 ◽  
Author(s):  
Ian Anderson
Keyword(s):  
Simple Proof ◽  
Perfect Matching ◽  
Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Number Of Components ◽  
Image Position ◽  
Necessary And Sufficient

A graph G is said to possess a perfect matching if there is a subgraph of G consisting of disjoint edges which together cover all the vertices of G. Clearly G must then have an even number of vertices. A necessary and sufficient condition for G to possess a perfect matching was obtained by Tutte (3). If S is any set of vertices of G, let p(S) denote the number of components of the graph G – S with an odd number of vertices. Then the conditionis both necessary and sufficient for the existence of a perfect matching. A simple proof of this result is given in (1).

Reversibility of Markov chains with applications to storage models

1985 ◽  
Vol 22 (1) ◽  
pp. 123-137 ◽  
Author(s):  
Hideo Ōsawa
Keyword(s):  
Markov Chains ◽  
State Space ◽  
Discrete Time ◽  
Risk Model ◽  
Sufficient Conditions ◽  
Single Server ◽  
General State ◽  
Insurance Risk ◽  
General State Space ◽  
Necessary And Sufficient

This paper studies the reversibility conditions of stationary Markov chains (discrete-time Markov processes) with general state space. In particular, we investigate the Markov chains having atomic points in the state space. Such processes are often seen in storage models, for example waiting time in a queue, insurance risk reserve, dam content and so on. The necessary and sufficient conditions for reversibility of these processes are obtained. Further, we apply these conditions to some storage models and present some interesting results for single-server queues and a finite insurance risk model.

Necessary and sufficient conditions for asymptotic decay of oscillations in delayed functional equations

1981 ◽  
Vol 91 (1-2) ◽  
pp. 135-145
Author(s):  
Lu-San Chen ◽  
Cheh-Chih Yeh
Keyword(s):  
Differential Operator ◽  
Functional Equations ◽  
Sufficient Conditions ◽  
Necessary And Sufficient Conditions ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Oscillatory Solutions ◽  
Asymptotic Decay ◽  
Image Position ◽  
Necessary And Sufficient

SynopsisThis paper studies the equationwhere the differential operator Ln is defined byand a necessary and sufficient condition that all oscillatory solutions of the above equation converge to zero asymptotically is presented. The results obtained extend and improve previous ones of Kusano and Onose, and Singh, even in the usual case wherewhere N is an integer with l≦N≦n–1.

On generalized inverses of matrices

1966 ◽  
Vol 62 (4) ◽  
pp. 673-677 ◽  
Author(s):  
M. H. Pearl
Keyword(s):  
Generalized Inverse ◽  
Sufficient Conditions ◽  
Maximal Rank ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
The Real ◽  
Finite Dimensional ◽  
The Matrix ◽  
Generalized Inverses Of Matrices ◽  
Necessary And Sufficient

The notion of the inverse of a matrix with entries from the real or complex fields was generalized by Moore (6, 7) in 1920 to include all rectangular (finite dimensional) matrices. In 1951, Bjerhammar (2, 3) rediscovered the generalized inverse for rectangular matrices of maximal rank. In 1955, Penrose (8, 9) independently rediscovered the generalized inverse for arbitrary real or complex rectangular matrices. Recently, Arghiriade (1) has given a set of necessary and sufficient conditions that a matrix commute with its generalized inverse. These conditions involve the existence of certain submatrices and can be expressed using the notion of EPr matrices introduced in 1950 by Schwerdtfeger (10). The main purpose of this paper is to prove the following theorem:Theorem 2. A necessary and sufficient condition that the generalized inverse of the matrix A (denoted by A+) commute with A is that A+ can be expressed as a polynomial in A with scalar coefficients.

scholarly journals A NECESSARY AND SUFFICIENT CONDITION FOR CERTAIN MARTINGALE INEQUALITIES IN BANACH FUNCTION SPACES

2007 ◽  
Vol 49 (3) ◽  
pp. 431-447 ◽  
Author(s):  
MASATO KIKUCHI
Keyword(s):  
Function Space ◽  
Probability Space ◽  
Banach Function Space ◽  
Sufficient Conditions ◽  
Function Spaces ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Banach Function Spaces ◽  
Martingale Inequalities ◽  
Necessary And Sufficient

AbstractLet X be a Banach function space over a nonatomic probability space. We investigate certain martingale inequalities in X that generalize those studied by A. M. Garsia. We give necessary and sufficient conditions on X for the inequalities to be valid.

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