A Note on Quasicontinuous Kernels Representing Quasi-Linear Positive Maps.
A note on quenched moderate deviations for Sinai’s random walk in random environment
We consider the continuous time, one-dimensional random walk in random environment in Sinai’s regime. We show that the probability for the particle to be, at time and in a typical environment, at a distance larger than () from its initial position, is .
A note on quenched moderate deviations for Sinai's random walk in random environment
We consider the continuous time, one-dimensional random walk in random environment in Sinai's regime. We show that the probability for the particle to be, at time t and in a typical environment, at a distance larger than ta (0<a<1) from its initial position, is exp{-Const ⋅ ta/[(1 - a)lnt](1 + o(1))}.
A note on -balayages of matrix-exponential Lev́y processes.
A note on random walk in random scenery
A note on reflecting Brownian motions.
A note on reinsurance contracts with multiple reinstatements
A Note on Reliability Properties of K-Record Statistics.
A note on Revuz measure
A note on Sampford-Durbin sampling
A note on spider walks
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
A note on spider walks
Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.
A note on stability of multivariate distributions.
In this note we give an elementary proof of a characterization for stability of multivariate distributions by considering a functional equation.
A note on stochastic integration with respect to optional semimartingales.
A note on -stochastic operators
A note on stochastic ordering of estimators of exponential reliability
Recently Balakrishnan and Iliopoulos [Ann. Inst. Statist. Math. 61 (2009)] gave sufficient conditions under which the maximum likelihood estimator (MLE) is stochastically increasing. In this paper we study test plans which are not considered there and we prove that the MLEs for those plans are also stochastically ordered. We also give some applications to the estimation of reliability.
A note on strong convergence of sums of dependent random variables.
A note on strong laws of large numbers for dependent random sets and fuzzy random sets.
A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient.
A note on sums of independent uniformly distributed random variables