On Functional of Order Statistics.
On functionals of a marked Poisson process observed by a renewal process.
On Gaussian Brunn-Minkowski inequalities
We are interested in Gaussian versions of the classical Brunn-Minkowski inequality. We prove in a streamlined way a semigroup version of the Ehrhard inequality for m Borel or convex sets based on a previous work by Borell. Our method also yields semigroup proofs of the geometric Brascamp-Lieb inequality and of its reverse form, which follow exactly the same lines.
On Gaussian conditional independence structures
The simultaneous occurrence of conditional independences among subvectors of a regular Gaussian vector is examined. All configurations of the conditional independences within four jointly regular Gaussian variables are found and completely characterized in terms of implications involving conditional independence statements. The statements induced by the separation in any simple graph are shown to correspond to such a configuration within a regular Gaussian vector.
On general asymptotic behaviour of order statistics with random index.
On generalized conditional cumulative past inaccuracy measure
The notion of cumulative past inaccuracy (CPI) measure has recently been proposed in the literature as a generalization of cumulative past entropy (CPE) in univariate as well as bivariate setup. In this paper, we introduce the notion of CPI of order and study the proposed measure for conditionally specified models of two components failed at different time instants, called generalized conditional CPI (GCCPI). Several properties, including the effect of monotone transformation and bounds of GCCPI...
On generalized credence functions
On generalized linear discrete inversion filters
On generalized probabilistic 2-normed spaces.
On geometric-optical projection of spatial particle size distribution
On harmonic functions of symmetric Lévy processes
We consider some classes of Lévy processes for which the estimate of Krylov and Safonov (as in (Potential Anal.17 (2002) 375–388)) fails and thus it is not possible to use the standard iteration technique to obtain a-priori Hölder continuity estimates of harmonic functions. Despite the failure of this method, we obtain some a-priori regularity estimates of harmonic functions for these processes. Moreover, we extend results from (Probab. Theory Related Fields135 (2006) 547–575) and obtain asymptotic...
On Hausdorff dimension of random fractals.
On Henstock-Kurzweil method to Stratonovich integral
We use the general Riemann approach to define the Stratonovich integral with respect to Brownian motion. Our new definition of Stratonovich integral encompass the classical Stratonovich integral and more importantly, satisfies the ideal Itô formula without the “tail” term, that is, Further, the condition on the integrands in this paper is weaker than the classical one.
On heredity of strongly proximal actions
We prove that action of a semigroup on compact metric space by continuous selfmaps is strongly proximal if and only if action on is strongly proximal. As a consequence we prove that affine actions on certain compact convex subsets of finite-dimensional vector spaces are strongly proximal if and only if the action is proximal.
On Higher Riesz Transforms for Gaussian Measures.
On homogenization of a diffusion perturbed by a periodic reflection invariant vector field.
On homogenization of non-divergence form partial difference equations.
On homogenization of space-time dependent and degenerate random flows II
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle is proved for the critical rescaling of the diffusion. Here, we generalize this approach to diffusions whose space-time scaling differs from the critical one.
On identifiability of mixtures of composed Poisson distributions
On identifiability of mixtures of independent distribution laws
We consider representations of a joint distribution law of a family of categorical random variables (i.e., a multivariate categorical variable) as a mixture of independent distribution laws (i.e. distribution laws according to which random variables are mutually independent). For infinite families of random variables, we describe a class of mixtures with identifiable mixing measure. This class is interesting from a practical point of view as well, as its structure clarifies principles of selecting...