Every continuous first order autoregressive stochastic process is a Gaussian process
Évolution d'une file d'attente avec priorité
Evolution in random environment and structural instability.
Evolution of the interfaces in a two dimensional Potts model.
Evolutionary Pareto distributions
Exact asymptotics for boundary crossing probabilities of Brownian motion with piecewise linear trend.
Exact controllability for a nonlinear stochastic wave equation.
Exact convergence rate for the maximum of standardized Gaussian increments.
Exact convergence rates in Erdös-Rényi type theorems for renewal processes
Exact distribution under independence of the diagonal section of the empirical copula
In this paper we analyze some properties of the empirical diagonal and we obtain its exact distribution under independence for the two and three- dimensional cases, but the ideas proposed in this paper can be carried out to higher dimensions. The results obtained are useful in designing a nonparametric test for independence, and therefore giving solution to an open problem proposed by Alsina, Frank and Schweizer [2].
Exact Kolmogorov and total variation distances between some familiar discrete distributions.
Exact laws for sums of ratios of order statistics from the Pareto distribution
Consider independent and identically distributed random variables {X nk, 1 ≤ k ≤ m, n ≤ 1} from the Pareto distribution. We select two order statistics from each row, X n(i) ≤ X n(j), for 1 ≤ i < j ≤ = m. Then we test to see whether or not Laws of Large Numbers with nonzero limits exist for weighted sums of the random variables R ij = X n(j)/X n(i).
Exact mixing in an unknown Markov chain.
Exact rate of convergence for increments of random fields.
Exact rates in Vapnik-Chervonenkis bounds
Exact rates of convergence to the local times of symmetric Lévy processes
Exact representations for tumour incidence for some density-dependent models.
Exact simulation for solutions of one-dimensional Stochastic Differential Equations with discontinuous drift
In this note we propose an exact simulation algorithm for the solution of (1)d X t = d W t + b̅ ( X t ) d t, X 0 = x, where b̅is a smooth real function except at point 0 where b̅(0 + ) ≠ b̅(0 −) . The main idea is to sample an exact skeleton of Xusing an algorithm deduced from the convergence of the solutions of the skew perturbed equation (2)d X t β = d W t + b̅ ( X t β ) d t + β d L t 0 ( X β ) , X 0 = x towardsX solution of (1) as β ≠ 0 tends to 0. In this note, we show that this convergence...
Exact slopes of the rank statistics for the two-sample case under discrete distributions
The author studies the linear rank statistics for testing the pypothesis of randomness against the alternative of two samples provided both are drawn grom discrete (integer-valued) distributions. The weak law of large numbers and the exact slope are obtained for statistics with randomized ranks of with averaged scores.
Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.