Tamás F. Móri

The Maximum Degree of the Barabási–Albert Random Tree

In a one-parameter model for evolution of random trees, which also includes the Barabasi–Albert random graph [1], the law of large numbers and the central limit theorem are proved for the maximal degree. In the proofs martingale methods are applied.

On multivariate skewness and kurtosis

Let X be a d-dimensional standardized random variable

A note on the background of several Bonferroni−Galambos-type inequalities

({\bf E}(X) = 0, \operatorname{cov} (X) = 1)

An extremal property of rectangular distributions

. Then for a multivariate analogue of skewness

A CHARACTERISTIC MEASURE OF ASYMMETRY AND ITS APPLICATION FOR TESTING DIAGONAL SYMMETRY

s = {\bf E}(\| X \|^2 X)

On the waiting time till each of some given patterns occurs as a run

and kurtosis

How to transform correlated random variables into uncorrelated ones

k = {\bf E}XX^T XX^T - (d + 2)I

Ageing properties of certain dependent geometric sums

we show that

A random model of publication activity

\| s \|^2 \leqq {\text{tr}}\, k + 2d

Almost sure convergence of weighted partial sums

. For infinitely divisible distributions