On recurrence property of Riesz-Raikov sums.
On recurrent and transient sets of inhomogeneous symmetric random walks.
On reduction of two-parameter prediction problems
We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group (whose dual is a Polish space) with known values of the processes on a separable subset to results for weakly stationary processes on with observed values on . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.
On reflecting brownian motion — a weak convergence approach
On Regression Models with Non-Square Integrable Martingale-Like Errors
On regular points in Burgers turbulence with stable noise initial data
On relations between additive and multiplacative clustering operators
On relatively uniform convergence of weighted sums of -lattice valued random elements
On reliability analysis of consecutive -out-of- systems with arbitrarily dependent components
In this paper, we consider the linear and circular consecutive -out-of- systems consisting of arbitrarily dependent components. Under the condition that at least components () of the system are working at time , we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive -out-of- systems. In the following, we investigate the inactivity time of the component with lifetime at the system...
On revelation transforms that characterize probability distributions.
On Riesz product measures ; mutual absolute continuity and singularity
We give some criteria for mutual absolute continuity and for singularity of Riesz product measures on locally compact abelian groups. The first section gives the definition of such a measure which is more general than the usual definition. The second section provides three sufficient conditions for one Riesz product measure to be absolutely continuous with respect to another. One of our results contains a theorem of Brown-Moran-Ritter as a special case. The final section deals with random Riesz...
On risk reserve under distribution constraints
The purpose of this work is a study of the following insurance reserve model: , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: is considered.
On risk sensitive control of regular step Markov processes
Risk-sensitive control problem of regular step Markov processes is considered, firstly when the control parameters are changed at shift times and then in the general case.
On rough differential equations.
On inventory system with random lead time and repeated demands.
On Schur-convexity of expectation of weighted sum of random variables with applications.
On Schur-convexity of some distribution functions.
On self-optimizing control of Markov processes
On self-similarity and stationary problem for fragmentation and coagulation models
On ...semigroups of probability distribution functions II.