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Showing papers by "J. B. G. Frenk published in 2011"

Book•
Order statistics and the linear assignment problem

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J. B. G. Frenk1, M. van Houweninge1, Rinnooy A. H. G. Kan2•
Erasmus University Rotterdam1, Massachusetts Institute of Technology2
08 Sep 2011
TL;DR: Asymptotische estimates of the expected optiml value of the linear assignment problem under the assumption that the cost coefficients are independent random variables with distribution functionF are yield asymptotic estimates.
Abstract: Under mild conditions on the distribution functionF, we analyze the asymptotic behavior in expectation of the smallest order statistic, both for the case thatF is defined on (−∞, +∞) and for the case thatF is defined on (0, ∞). These results yield asymptotic estimates of the expected optiml value of the linear assignment problem under the assumption that the cost coefficients are independent random variables with distribution functionF.

17 citations

Journal Article•DOI•
Renewal theory for random variables with a heavy tailed distribution and finite variance

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Jaap Geluk1, J. B. G. Frenk2•
Petroleum Institute1, Sabancı University2
01 Jan 2011-Statistics & Probability Letters
TL;DR: In this paper, the renewal function for a large class of heavy tailed random variables with a flnite variance was shown to be satisfiable for a class of non-negative random variables.

12 citations