Some inequalities for superadditive functionals defined on convex cones in linear spaces are given, with applications for various mappings associated with the Jensen, Hölder, Minkowski and Schwarz inequalities.

We introduce a new mean and compare it to the standard arithmetic, geometric and harmonic means. In fact we identify a generic way of constructing means from existing ones.

Let analmost everywhere positive function Φ be convex for p>1 and p<0, concave for p∈(0,1), and such that Axp≤Φ(x)≤Bxp holds on for some positive constants A≤B. In this paper we derive a class of general integral multidimensional Hardy-type inequalities with power weights, whose left-hand sides involve instead of , while the corresponding right-hand sides remain as in the classical Hardy’s inequality and have explicit constants in front of integrals. We also prove the related dual inequalities. The relations obtained are new even for the one-dimensional case and they unify and extend several inequalities of Hardy type known in the literature.

Approximations for the Stieltjes integral with (φ,Φ)-Lipschitzian integrators are given. Applications for the Riemann integral of a product and for the generalized trapezoid and Ostrowski inequalities are also provided.

A sharp L2 inequality of Ostrowski type is established, which provides a generalization of some previous results and gives some other interesting results as special cases. Applications in numerical integration are also given.

Blackwell (1951), in his seminal work on comparison of experiments, ordered two experiments using a dilation ordering: one experiment, Y, is ‘more spread out’ in the sense of dilation than another one, X, if E(c(Y))≥E(c(X)) for all convex functions c. He showed that this ordering is equivalent to two other orderings, namely (i) a total time on test ordering and (ii) a martingale relationship E(Yʹ | Xʹ)=Xʹ, where (Xʹ,Yʹ) has a joint distribution with the same marginals as X and Y. These comparisons are generalized to balayage orderings that are defined in terms of generalized convex functions. These balayage orderings are equivalent to (i) iterated total integral of survival orderings and (ii) martingale-type orderings which we refer to as k-mart orderings. These comparisons can arise naturally in model fitting and data confidentiality contexts.

Let F(x) denote a distribution function in Rd and let F*n(x) denote the nth convolution power of F(x). In this paper we discuss the asymptotic behaviour of 1 - F*n(x) as x tends to ∞ in a certain prescribed way. It turns out that in many cases 1 - F*n(x) ∼ n(1 - F(x)). To obtain results of this type, we introduce and use a form of subexponential behaviour, thereby extending the notion of multivariate regular variation. We also discuss subordination, in which situation the index n is replaced by a random index N.

The function [Γ(x + 1)]1/x(1 + 1/x)x/x is strictly logarithmically completely monotonic in (0, ∞). The function ψ″ (x + 2) + (1 + x2)/x2(1 + x)2 is strictly completely monotonic in (0, ∞).

In this paper, we investigate Volterra spaces and relevant topological properties. New characterizations of weakly Volterra spaces are provided. An analogy of the Banach category theorem in terms of Volterra properties is obtained. It is shown that every weakly Volterra homogeneous space is Volterra, and there are metrizable Baire spaces whose hyperspaces of nonempty compact subsets endowed with the Vietoris topology are not weakly Volterra.

Continuous-time random walks incorporate a random waiting time between random jumps. They are used in physics to model particle motion. A physically realistic rescaling uses two different time scales for the mean waiting time and the deviation from the mean. This paper derives the scaling limits for such processes. These limit processes are governed by fractional partial differential equations that may be useful in physics. A transfer theorem for weak convergence of finite-dimensional distributions of stochastic processes is also obtained.

It is a stylized fact that estimators in extreme-value theory suffer from serious bias. Moreover, graphical representations of extremal data often show erratic behaviour. In the statistical literature it is advised to use a Box–Cox transformation in order to make data more suitable for statistical analysis. We provide some of the theoretical background to see the effect of such transformations and to investigate under what circumstances they might be helpful.

Let X1, X2, …, XN be Banach spaces and ψ a continuous convex function with some appropriate conditions on a certain convex set in RN−1. Let (X1⊕X2⊕…⊕XN)Ψ be the direct sum of X1, X2, …, XN equipped with the norm associated with Ψ. We characterize the strict, uniform, and locally uniform convexity of (X1 ⊕ X2 ⊕ … ⊕ XN)Ψ; by means of the convex function Ψ. As an application these convexities are characterized for the ℓp, q-sum (X1 ⊕ X2 ⊕ … ⊕ XN)p, q (1 < q ≤ p ≤ ∈, q < ∞), which includes the well-known facts for the ℓp-sum (X1 ⊕ X2 ⊕ … ⊕ XN)p in the case p = q.

Let X and Y be separable metrizable spaces, and f: X→Y a function. It is wished to recover f from its values on a small set via a simple algorithm. It is shown that this is possible if f is Baire class one, and in fact a characterization is obtained. This leads to the study of sets of Baire class one functions and to a characterization of the separability of the dual space of an arbitrary Banach space.

In this paper we prove that if a Cantor set has ratios of dissection bounded away from zero, then there is a natural number N, such that its N-fold sum is an interval. Moreover, for each element z of this interval, we explicitly construct the N elements of C whose sum yields z. We also extend a result of Mendes and Oliveria showing that when s is irrational is an interval if and only if a /(1−2a) as/(1−2as) ≥ 1.

We extend classical renewal theorems to the weighted case. A hierarchical chain of successive sharpenings of asymptotic statements on the weighted renewal functions is obtained by imposing stronger conditions on the weighting coefficients.

The main goal of this paper is to prove that the classical theorem of local inversion for functions extends in finite dimension to everywhere differentiable functions. As usual, a theorem of implicit functions can be deduced from this “Local Inversion Theorem”. The deepest part of the local inversion theorem consists of showing that a differentiable function with non-vanishing Jacobian determinant is locally one-to-one. In turn, this fact allows one to extend the Darboux property of derivative functions on ℝ (the range of the derivative is an interval) to the Jacobian function Df of a differentiable function, under the condition that this Jacobian function does not vanish. It is also proved that these results are no longer true in infinite dimension. These results should be known in whole or part, but references to a complete proof could not be found.

We consider spectrally positive Lévy processes with regularly varying Lévy measure and study conditional limit theorems that describe the way that various rare events occur. Specifically, we are interested in the asymptotic behaviour of the distribution of the path of the Lévy process (appropriately scaled) up to some fixed time, conditionally on the event that the process exceeds a (large) positive value at that time. Another rare event we study is the occurrence of a large maximum value up to a fixed time, and the corresponding asymptotic behaviour of the (scaled) Lévy process path. We study these distributional limit theorems both for a centred Lévy process and for one with negative drift. In the latter case, we also look at the reflected process, which is of importance in applications. Our techniques are based on the explicit representation of the Lévy process in terms of a two-dimensional Poisson random measure and merely use the Poissonian properties and regular variation estimates. We also provide a proof for the asymptotic behaviour of the tail of the stationary distribution for the reflected process. The work is motivated by earlier results for discrete-time random walks (e.g. Durrett (1980) and Asmussen (1996)) and also by their applications in risk and queueing theory.

We investigate the location and separation of zeros of certain three-term linear combination of translates of polynomials. In particular, we find an interval of the form I = [−1, 1 + h], h > 0 such that for a polynomial f, all of whose zeros are real, and λ ∈ I, all zeros of f (x + 2ic) + 2λf (x) + f (x – 2ic) are also real.

The key theme is converse forms of criteria for deciding determinateness in the classical moment problem. A method of proof due to Koosis is streamlined and generalized giving a convexity condition under which moments satisfying implies that c a positive constant. A contrapositive version is proved under a rapid variation condition on f (x), generalizing a result of Lin. These results are used to obtain converses of the Stieltjes versions of the Carleman and Krein criteria. Hamburger versions are obtained which relax the symmetry assumption of Koosis and Lin, respectively. A sufficient condition for Stieltjes determinateness of a discrete law is given in terms of its mass function. These criteria are illustrated through several examples.

In this paper we study random variables related to a shock reliability model. Our models can be used to study systems that fail when k consecutive shocks with critical magnitude (e.g. above or below a certain critical level) occur. We obtain properties of the distribution function of the random variables involved and we obtain their limit behaviour when k tends to infinity or when the probability of entering a critical set tends to zero. This model generalises the Poisson shock model.