Minimal operation time of energy devices.
Minimal percolating sets in bootstrap percolation.
Minimal supersolutions of BSDEs with lower semicontinuous generators
We study minimal supersolutions of backward stochastic differential equations. We show the existence and uniqueness of the minimal supersolution, if the generator is jointly lower semicontinuous, bounded from below by an affine function of the control variable, and satisfies a specific normalization property. Semimartingale convergence is used to establish the main result.
Minimal thinness for subordinate Brownian motion in half-space
We study minimal thinness in the half-space for a large class of subordinate Brownian motions. We show that the same test for the minimal thinness of a subset of below the graph of a nonnegative Lipschitz function is valid for all processes in the considered class. In the classical case of Brownian motion this test was proved by Burdzy.
Minimax checking of replaceable units
Minimax control of a stochastic system with disturbances belonging to the exponential family
Minimax detection of signal in weighted Gaussian white noise.
Minimization of the Kullback information for some Markov processes
Minimization of the Kullback information of diffusion processes
Minimum variance importance sampling via Population Monte Carlo
Variance reduction has always been a central issue in Monte Carlo experiments. Population Monte Carlo can be used to this effect, in that a mixture of importance functions, called a D-kernel, can be iteratively optimized to achieve the minimum asymptotic variance for a function of interest among all possible mixtures. The implementation of this iterative scheme is illustrated for the computation of the price of a European option in the Cox-Ingersoll-Ross model. A Central Limit theorem as well...
Minkowski sums and Brownian exit times
If is a domain in R the Brownian exit time of is denoted by Given domains and in R this paper gives an upper bound of the distribution function of when the distribution functions of and are known. The bound is sharp if and are parallel affine half-spaces. The paper also exhibits an extension of the Ehrhard inequality
Minorantes harmoniques et potentiels - Localisation sur une famille de temps d'arrêt - Réduite forte
est un processus de Markov sur un espace localement compact, et est une fonction excessive. Soit une famille de temps d’arrêt est -harmonique si pour tout , pour tout temps d’arrêt appartenant à . est un potentiel si sa plus grande minorante forte -harmonique est nulle. La plus grande minorante forte -harmonique de est égale à la somme de deux fonctions excessives qui sont étudiées. On déduit différentes caractérisations des -potentiels suivant les propriétés de la famille...
Minorations des fonctions aléatoires gaussiennes
On donne une nouvelle forme de l’inégalité de Slépian et une démonstration simple de la minoration de Sudakov ; on montre la parenté de cette minoration et de celles qui sont basées sur l’emploi des séries trigonométriques lacunaires.
min-wise independent linear permutations.
Misclassified size-biased modified power series distribution and its applications
A misclassified size-biased modified power series distribution (MSBMPSD) where some of the observations corresponding to are misclassified as with probability , is defined. We obtain its recurrence relations among ordinary, central and factorial moments and also for some of its particular cases like the size-biased generalized negative binomial (SBGNB) and the size-biased generalized Poisson (SBGP) distributions. We also discuss the effect of the misclassification on the variance for MSBMPSD...
Mixed parametrization for curved exponential models in homogeneous Markov processes with a finite state space.
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [Theory Probab. Appl. 15 (1970) 1–22] and Rosiński and Żak [Stoc. Proc. Appl. 61 (1996) 277–288] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as superpositions of Ornstein − Uhlenbeck (supOU) processes or (fractionally integrated)...
Mixing time bounds via the spectral profile.
Mixing time for a random walk on rooted trees.
Mixing time for the Ising model : a uniform lower bound for all graphs
Consider Glauber dynamics for the Ising model on a graph of n vertices. Hayes and Sinclair showed that the mixing time for this dynamics is at least nlog n/f(Δ), where Δ is the maximum degree and f(Δ) = Θ(Δlog2Δ). Their result applies to more general spin systems, and in that generality, they showed that some dependence on Δ is necessary. In this paper, we focus on the ferromagnetic Ising model and prove that the mixing time of Glauber dynamics on any n-vertex graph is at least (1/4 + o(1))nlog n....