On factorization components of the sojourn times for semicontinuous random walks in a strip.
On factorization of probability distributions over directed graphs
Four notions of factorizability over arbitrary directed graphs are examined. For acyclic graphs they coincide and are identical with the usual factorization of probability distributions in Markov models. Relations between the factorizations over circuits are described in detail including nontrivial counterexamples. Restrictions on the cardinality of state spaces cause that a factorizability with respect to some special cyclic graphs implies the factorizability with respect to their, more simple,...
On families of weakly dependent random variables
Let be a family of random independent k-element subsets of [n] = 1,2,...,n and let denote a family of ℓ-element subsets of [n] such that the event that S belongs to depends only on the edges of contained in S. Then, the edges of are ’weakly dependent’, say, the events that two given subsets S and T are in are independent for vast majority of pairs S and T. In the paper we present some results on the structure of weakly dependent families of subsets obtained in this way. We also list...
On Feller's branching diffusion processes
On Feller's criterion for the law of the iterated logarithm.
On filtering over Îto-Volterra observations.
On filtrations of brownian polynomials
On filtrations related to purely discontinuous martingales
On fine properties of mixtures with respect to concentration of measure and Sobolev type inequalities
Mixtures are convex combinations of laws. Despite this simple definition, a mixture can be far more subtle than its mixed components. For instance, mixing gaussian laws may produce a potential with multiple deep wells. We study in the present work fine properties of mixtures with respect to concentration of measure and Sobolev type functional inequalities. We provide sharp Laplace bounds for Lipschitz functions in the case of generic mixtures, involving a transportation cost diameter of the mixed...
On finite additivity, non-conglomerability and statistical paradoxes.
Some statistical paradoxes arising from the use of non-conglomerable finitely additive distributions are discussed.
On finite capacity queueing systems with a general vacation policy.
On finite rank deformations of Wigner matrices
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrices under the assumption that the absolute values of the off-diagonal matrix entries have uniformly bounded fifth moment and the absolute values of the diagonal entries have uniformly bounded third moment. Using our recent results on the fluctuation of resolvent entries (On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries, Unpublished...
On finite-dimensional projections of distributions for solutions of randomly forced 2D Navier–Stokes equations
On Fixed Points Of Generalized Contractions On Probabilistic Metric Spaces
On fixed points of generalized contractions on probabilistic metric spaces.
On formulae for central moments of counting distributions
The aim of this article is to give new formulae for central moments of the binomial, negative binomial, Poisson and logarithmic distributions. We show that they can also be derived from the known recurrence formulae for those moments. Central moments for distributions of the Panjer class are also studied. We expect our formulae to be useful in many applications.
On fractional fields indexed by metric spaces.
On Fredholm integral equations with random degenerate kernels
On fully coupled continuous time random walks
Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.
On functional measures of skewness
We introduce a concept of functional measures of skewness which can be used in a wider context than some classical measures of asymmetry. The Hotelling and Solomons theorem is generalized.