A note on the exact expected length of the th part of a random partition.
This paper generalizes a recent existence result for infinite-volume marked Gibbs point processes. We try to use the existence theorem for two models from stochastic geometry. First, we show the existence of Gibbs facet processes in with repulsive interactions. We also prove that the finite-volume Gibbs facet processes with attractive interactions need not exist. Afterwards, we study Gibbs-Laguerre tessellations of . The mentioned existence result cannot be used, since one of its assumptions...
By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.
This contribution introduces the marginal problem, where marginals are not given precisely, but belong to some convex sets given by systems of intervals. Conditions, under which the maximum entropy solution of this problem can be obtained via classical methods using maximum entropy representatives of these convex sets, are presented. Two counterexamples illustrate the fact, that this property is not generally satisfied. Some ideas of an alternative approach are presented at the end of the paper.
We improve the constants in the Men’shov-Rademacher inequality by showing that for n ≥ 64, for all orthogonal random variables X₁,..., Xₙ such that .
A system with a single activated unit, which can be in a finite number of states, is considered. Inspections of the system are carried out at discrete time instants. It is possible to replace it by a new one at these moments. The user of the system, by setting down conditions of replacements, wants to maximize his gain, which does not include the rest value of units. On a numerical example it is shown that the frequency of replacements of the unit need not be the greater the longer is the period...
In the paper the convergence of a mixed Runge--Kutta method of the first and second orders to a strong solution of the Ito stochastic differential equation is studied under a monotonicity condition.
The strong consistency of least squares estimates in multiples regression models with i.i.d. errors is obtained under assumptions on the design matrix and moment restrictions on the errors.