A regeneration proof of the central limit theorem for uniformly ergodic Markov chains.
A relation between dimension of the harmonic measure, entropy and drift for a random walk on a hyperbolic space.
A relaxation theorem for partially observed stochastic control on Hilbert space
In this paper, we present a result on relaxability of partially observed control problems for infinite dimensional stochastic systems in a Hilbert space. This is motivated by the fact that measure valued controls, also known as relaxed controls, are difficult to construct practically and so one must inquire if it is possible to approximate the solutions corresponding to measure valued controls by those corresponding to ordinary controls. Our main result is the relaxation theorem which states that...
A remark concerning random walks with random potentials
We consider random walks where each path is equipped with a random weight which is stationary and independent in space and time. We show that under some assumptions the arising probability distributions are in a sense uniformly absolutely continuous with respect to the usual probability distribution for symmetric random walks.
A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
The uniqueness of the Wold decomposition of a finite-dimensional stationary process without assumption of full rank stationary process and the Lebesgue decomposition of its spectral measure is easily obtained.
A remark on a problem of Girsanov
A remark on associative copulas
A method for producing associative copulas from a binary operation and a convex function on an interval is described.
A Remark on Buffon's Needle Problem.
A remark on disjointness results for stable processes
A remark on F. B. Knight's paper : “A post-predictive view of gaussian processes”
A remark on metrics for finitely additive distribution functions.
A remark on Slutsky's theorem
A remark on stochastic integration
A remark on the class of martingales with bounded quadratic variation
A remark on the comparison of Mackey and Segal models
A remark on the conditioning in limit theorems for dependent random vector in
A remark on the equivalence of Gaussian processes.
A remark on the norm of a random walk on surface groups
We show that the norm of the random walk operator on the Cayley graph of the surface group in the standard presentation is bounded by 1/√g where g is the genus of the surface.
A remark on the paper “Une martingale d'opérateurs bornés, non représentable en intégrale stochastique”, by J.L. Journé and P.A. Meyer
A remark on the r-th mean differentiability.