A survey of the literature associated with the bisexual Galton-Watson branching process.
A survey on continuous elliptical vector distributions.
In this paper it is taken up a revision and characterization of the class of absolutely continuous elliptical distributions upon a parameterization based on the density function. Their properties (probabilistic characteristics, affine transformations, marginal and conditional distributions and regression) are shown in a practical and easy to interpret way. Two examples are fully undertaken: the multivariate double exponential distribution and the multivariate uniform distribution.
A survey on the general central limit problem in Banach spaces
A symbolic calculus and a parametrix construction for pseudodifferential operators with non-smooth negative definite symbols.
A symmetric entropy bound on the non-reconstruction regime of Markov chains on galton-watson trees.
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
A system of random nonlinear variational inclusions involving random fuzzy mappings and -monotone set-valued mappings.
A tail bound for sums of independent random variables and application to the Pareto distribution.
A tail inequality for suprema of unbounded empirical processes with applications to Markov chains.
A Tauberian theorem for increasing functions of dominated variation.
A teacher's note on no-arbitrage criteria
A tensor approximation method based on ideal minimal residual formulations for the solution of high-dimensional problems
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal residual method with a measure of the residual corresponding to the error in a specified solution norm. The residual norm can be designed such that the resulting low-rank approximations are optimal with respect to particular norms of interest, thus allowing to take...
A Theorem on Convergence to a Lévy Process.
A theorem on weak type estimates for Riesz transforms and martingale transforms
The Riesz transforms of a positive singular measure satisfy the weak type inequalitywhere denotes Lebesgue measure and is a positive constant only depending on .
A theoretical argument why the -copula explains credit risk contagion better than the Gaussian copula.
A time-dependent best choice problem with costs and random lifetime in organ transplants
This paper develops and analyzes a time-dependent optimal stopping problem and its application to the decision making process concerning organ transplants. Offers (organs for transplant) appear at jump times of a Poisson process. The values of the offers are i.i.d. random variables with a known distribution function. These values express the degree of histocompatibility between the donor and the recipient. The sequence of offers is independent of the jump times of the Poisson process. The decision...
A topological version of some ergodic theorems
A transformation from prediction to past of an -stochastic process
A transportation system viewed as a queueing system
A trivariate law for certain processes related to perturbed brownian motions