A model discrimination method for processes with different memory structure.
A model for a dynamic preventive maintenance policy.
A model for liver homeostasis using modified mean-reverting Ornstein-Uhlenbeck process.
A model for proportions with medical applications
Data that are proportions arise most frequently in biomedical research. In this paper, the exact distributions of R = X + Y and W = X/(X+Y) and the corresponding moment properties are derived when X and Y are proportions and arise from the most flexible bivariate beta distribution known to date. The associated estimation procedures are developed. Finally, two medical data sets are used to illustrate possible applications.
A model of atomic radiation
A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process
A modified Kardar-Parisi-Zhang model.
A monotonicity result for hard-core and Widom-Rowlinson models on certain -dimensional lattices.
A multidimensional singular stochastic control problem on a finite time horizon
A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique
A Multiparameter Strongly Superadditive Ergodic Theorem.
A multiparameter variant of the Salem-Zygmund central limit theorem on lacunary trigonometric series
We prove the central limit theorem for the multisequence where , are reals, are partially hyperbolic commuting s × s matrices, and x is a uniformly distributed random variable in . The main tool is the S-unit theorem.
A multiplier characterization of analytic UMD spaces
A multiplier theorem for Fourier series in several variables
We define a new type of multiplier operators on , where is the N-dimensional torus, and use tangent sequences from probability theory to prove that the operator norms of these multipliers are independent of the dimension N. Our construction is motivated by the conjugate function operator on , to which the theorem applies as a particular example.
A multivariate version of Hoeffding's inequality.
A natural derivative on [0, n] and a binomial Poincaré inequality
We consider probability measures supported on a finite discrete interval [0, n]. We introduce a new finite difference operator ∇n, defined as a linear combination of left and right finite differences. We show that this operator ∇n plays a key role in a new Poincaré (spectral gap) inequality with respect to binomial weights, with the orthogonal Krawtchouk polynomials acting as eigenfunctions of the relevant operator. We briefly discuss the relationship of this operator to the problem of optimal transport...
A Nearly Degenerate Random Variable Occurring in an Occupancy Problem.
A necessary and sufficient condition for the -coalescent to come down from the infinity.
A new approach to the analysis of a discrete round-robin queue
We identify the regions of parameters of the arriving stream in which the ergodic, critical, or supercritical properties of the branching chain are established.
A new approach to time-dependent queueing problem with arrivals having random memory
A new characterization of geometric distribution
A characterization of geometric distribution is given, which is based on the ratio of the real and imaginary part of the characteristic function.