The class of Dirichlet random vectors is central in numerous probabilistic and statistical applications. The main result of this paper derives the exact tail asymptotics of the aggregated risk of powers of Dirichlet random vectors when the radial component has df in the Gumbel or the Weibull...

In this paper we consider elliptical random vectors in with stochastic representation RAU where R is a positive random radius independent of the random vector U which is uniformly distributed on the unit sphere of and is a non-singular matrix. When R has distribution function in the Weibull...

In this paper we consider elliptical random vectors in with stochastic representation , where R is a positive random radius independent of the random vector which is uniformly distributed on the unit sphere of and is a given matrix. Denote by ||[dot operator]|| the Euclidean norm in , and let F...

The paper deals with random vectors in , possessing the stochastic representation , where R is a positive random radius independent of the random vector and is a non-singular matrix. If is uniformly distributed on the unit sphere of , then for any integer m<d we have the stochastic representations and , with W>=0, such that W2 is a beta distributed...</d>

Let {Xn,n[greater-or-equal, slanted]1} be iid elliptical random vectors in and let I,J be two non-empty disjoint index sets. Denote by Xn,I,Xn,J the subvectors of Xn with indices in I,J, respectively. For any such that aJ is in the support of X1,J the conditional random sample Xn,IXn,J=aJ,n=1...