A New Class of Unbalanced Haar Wavelets That Form an Unconditional Basis for L... on General Measure Spaces.
A new family of compound lifetime distributions
In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual...
A new family of Markov branching trees: the alpha-gamma model.
A new family of trivariate proper quasi-copulas
In this paper, we provide a new family of trivariate proper quasi-copulas. As an application, we show that – the best-possible lower bound for the set of trivariate quasi-copulas (and copulas) – is the limit member of this family, showing how the mass of is distributed on the plane of in an easy manner, and providing the generalization of this result to dimensions.
A new inequality for superdiffusions and its applications to nonlinear differential equations.
A new intrinsic construction of the gaussian measure in ; with application
A New Isoperimetric Inequality for Product Measure and the Tails of Sums of Independent Variables.
A new kind of augmentation of filtrations
Let (Ω, , ()t≥0, ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to (theσ-algebra generated by ()t≥0) a coherent family of probability measures () indexed byt≥0, each of them being defined on . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative answer if one takes its usual augmentation....
A new kind of augmentation of filtrations
Let (Ω, , ()t≥0, ) be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to (the σ-algebra generated by ()t≥0) a coherent family of probability measures () indexed by t≥0, each of them being defined on . It is known that for instance, on the Wiener space, this extension problem has a positive answer if one takes the filtration generated by the coordinate process, made right-continuous, but can have a negative answer if one takes its usual...
A new large deviation inequality for -statistics of order
A new large deviation inequality for U-statistics of order 2
We prove a new large deviation inequality with applications when projecting a density on a wavelet basis.
A new model for evolution in a spatial continuum.
A new model of combinatorial probability
A new moment problem of distribution functions in the unit interval
A new proof of Kellerer’s theorem
In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.
A new proof of Kellerer’s theorem
In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.
A new proof of Khinchine's theorem and concepts of unimodality
A New Proof of the Generalized Continuity Theorem of Paul Levy.
A new semigroup technique in Poisson approximation.
A new simulation estimator of system reliability.