The Martin entrance boundary of the Galton–Watson process
The martingale problem for a class of pseudo differential operators.
The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
The martingale Smirnov class.
The mass of sites visited by a random walk on an infinite graph.
The mathematics of suspensions: Kac walks and asymptotic analyticity.
The Maximal (C, ...) Operator of Two-Parameter Walsh-Fourier Series.
The maximal variation of a bounded martingale and the central limit theorem
The maximum maximum of a martingale
The maximum of a gaussian process with nonconstant variance
The Max-Plus Martin boundary.
The McKean stochastic game driven by a spectrally negative Lev́y process.
The mean of a maximum likelihood estimator associated with the Brownian bridge.
The measurability of hitting times.
The measure extension theorem for subadditive measures in -continuous logics
The measure-theoretical approach to -adic probability theory
The metastability threshold for modified bootstrap percolation in dimensions.
The method of lines for hyperbolic stochastic functional partial differential equations
We apply an approximation by means of the method of lines for hyperbolic stochastic functional partial differential equations driven by one-dimensional Brownian motion. We study the stability with respect to small -perturbations.
The M/G/1 retrial queue: an information theoretic approach.
In this paper, we give a survey of the use of information theoretic techniques for the estimation of the main performance characteristics of the M/G/1 retrial queue. We focus on the limiting distribution of the system state, the length of a busy period and the waiting time. Numerical examples are given to illustrate the accuracy of the maximum entropy estimations when they are compared versus the classical solutions.
The minimum-entropy algorithm and related methods for calibrating asset-pricing models.