Transformations et équations anticipantes pour les processus de poisson
Transformations groups of the Andersson-Perlman cone.
Transformations of copulas
Transformations of copulas by means of increasing bijections on the unit interval and attractors of copulas are discussed. The invariance of copulas under such transformations as well as the relationship to maximum attractors and Archimax copulas is investigated.
Transformations of index set for Skorokhod integral with respect to Gaussian processes.
Transformations preserving the Hausdorff-Besicovitch dimension
Continuous transformations preserving the Hausdorff-Besicovitch dimension (“DP-transformations”) of every subset of R 1 resp. [0, 1] are studied. A class of distribution functions of random variables with independent s-adic digits is analyzed. Necessary and sufficient conditions for dimension preservation under functions which are distribution functions of random variables with independent s-adic digits are found. In particular, it is proven that any strictly increasing absolutely continuous distribution...
Transformées de Burkholder et sommabilité de Martingales à deux paramètres.
Transforming stochastic matrices for stochastic comparison with the st-order
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Transforming stochastic matrices for stochastic comparison with the st-order
We present a transformation for stochastic matrices and analyze the effects of using it in stochastic comparison with the strong stochastic (st) order. We show that unless the given stochastic matrix is row diagonally dominant, the transformed matrix provides better st bounds on the steady state probability distribution.
Transience and non-explosion of certain stochastic Newtonian systems.
Transience and recurrence of Markov processes
Transience de certaines chaînes semi-markoviennes
Transience of algebraic varieties in linear groups - applications to generic Zariski density
We study the transience of algebraic varieties in linear groups. In particular, we show that a “non elementary” random walk in escapes exponentially fast from every proper algebraic subvariety. We also treat the case where the random walk takes place in the real points of a semisimple split algebraic group and show such a result for a wide family of random walks.As an application, we prove that generic subgroups (in some sense) of linear groups are Zariski dense.
Transience of percolation clusters on wedges.
Transience, recurrence and speed of diffusions with a non-markovian two-phase “use it or lose it” drift
We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases – a transient to mode which is activated when the diffusion is sufficiently near its running maximum, and a recurrent mode which is activated otherwise. We also consider the speed of a diffusion with a two-phase drift, where the drift is equal to a certain non-negative constant when the diffusion is sufficiently near...
Transience/recurrence and the speed of a one-dimensional random walk in a “have your cookie and eat it” environment
Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x)∈[½, 1), until the first time the process jumps to the left from site x, from which time onward the probability of jumping to the right is ½. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments {ω(x)}x∈Z. In deterministic environments, we also study the speed...
Transient analysis in discrete time of Markovian queues with quadratic rates.
Transient analysis of a fluid queue driven by a birth and death process suggested by a chain sequence.
Transient analysis of a queue where potential customers are discouraged by queue length.
Transient analysis of a queue with queue-length dependent map and its application to SS7 network.
Transient and stationary characteristics of a packet buffer modelled as an map/sm/1/b system