On Lipschitz Dependence in Systems with Differentiated Inputs.
On local times of a diffusion
On logarithmic information in point processes
On logarithmic Sobolev inequalities for normal martingales
On logic transformations of the binary stochastic process
On long range percolation with heavy tails.
On long time almost sure asymptotics of renormalized branching diffusion processes
On long time behaviour of a class of reaction-diffusion models
On lower bounds for the variance of functions of random variables
In this paper, we obtain lower bounds for the variance of a function of random variables in terms of measures of reliability and entropy. Also based on the obtained characterization via the lower bounds for the variance of a function of random variable , we find a characterization of the weighted function corresponding to density function , in terms of Chernoff-type inequalities. Subsequently, we obtain monotonic relationships between variance residual life and dynamic cumulative residual entropy...
On -joint distribution
On main characteristics of the queue with single and batch arrivals and the queue size controlled by AQM algorithms
In the article finite-buffer queueing systems of the type with queue size controlled by AQM algorithms are considered, separately for single and batch arrivals. In the latter case two different acceptance strategies: WBAS (Whole Batch Acceptance Strategy) and PBAS (Partial Batch Acceptance Strategy) are distinguished. Three essential characteristics of the system are investigated: the stationary queue-size distribution, the number of consecutively dropped packets (batches of packets) and the time...
On Marginal Distributions and Isomorphisms of Stationary Processes.
On Markovian cocycle perturbations in classical and quantum probability.
On Markovian decision processes with unbounded rewards
On Markovian traffic with applications to TES processes.
On martingales which are finite sums of independent random variables with time dependent coefficients
On maxima of waiting times
On maximum increase and decrease of brownian motion
On m-dimensional stochastic processes in Banach spaces.
In the present paper the authors prove a weak law of large numbers for multidimensional processes of random elements by means of the random weighting. The results obtained generalize those of Padgett and Taylor.
On mean central limit theorems for stationary sequences
In this paper, we give estimates of the minimal distance between the distribution of the normalized partial sum and the limiting gaussian distribution for stationary sequences satisfying projective criteria in the style of Gordin or weak dependence conditions.