Hasil untuk "math.PR"

Galina A. Zverkina

The paper investigates the convergence of the distribution of some non-regenerative reliability system with a warm reserve.

Lea Hoisnard, Pr Sébastien Maury, Pr Matthieu Mahévas et al.

Nicolas Curien

We give a short proof of the strong law of large numbers based on duality for random walk

Pr Roland Henaine, Pr Jean-Benoît Thambo, Dr Sarah Abdellaoui et al.

Besik Chikvinidze

We establish necessary and sufficient conditions for the uniform integrability of the stochastic exponential E(M).

David Applebaum

We investigate the spectrum of the generator of a self-adjoint transition semigroup of a (symmetric) Lévy process taking values in $d$--dimensional space.

Freddy Delbaen

It is proved that in suitable filtrations every pair of integrable random variables is the conditional expectation of a pair of commonotone integrable random variables.

Gianluca Cassese

We prove some new results related to Tanaka's formula.

Svante Janson

We give explicit bounds for the tail probabilities for sums of independent geometric or exponential variables, possibly with different parameters.

Rafael Serrano

This manuscript is a self-contained overview of essential results of stochastic calculus and stochastic differential equations, and their connection with final-value problems for second order linear PDEs.

Yeor Hafouta, Yuri Kifer

We obtain Berry-Esseen type estimates for "nonconventional" expressions of the form $ξ_N=\frac 1{\sqrt N}\sum_{n=1}^N(F(X(q_1(n)),...,X(q_\ell(n)))-\bar F)$

Richard C. Bradley

Strictly stationary INAR(1) ("integer-valued autoregressive processes of order 1") with Poisson innovations are "interlaced rho-mixing".

Matija Vidmar

The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

Jian Wang

Based on the explicit coupling property, the ergodicity and the exponential ergodicity of Lévy driven Ornstein-Uhlenbeck processes are established.

Gady Kozma

A survey of reinforced random walk, with emphasis on the linear case.

Alexei Stepanov

This paper has been withdrawn by the author due to an error.

Gady Kozma

There exists a graph with two vertices x and y such that the ratio of the heat kernels p(x,x;t)/p(y,y;t) does not converge as t goes to infinity.

Francois Ledrappier

We consider non-degenerate, finitely supported random walks on a free group. We show that the entropy and the linear drift vary analytically with th eprobability of constant support.

Chris Preston

We consider the problem of modifying a quasi-probability kernel in order to improve its properties without changing the set of measures whose conditional probabilities it specifies.

Don Burkholder

Publications of J. L. Doob