On the distribution of the number of vertices in layers of random trees.
On the distribution of the supremum for stochastic processes
On the distribution of waiting time until k-th repetition of any event.
On the distributions of norms of weighted quantile processes
On the divergence of certain integrals of the Wiener process
Let be a nonnegative function with its only singularity at , e.g. , . We study the behavior of the Wiener process in left and right hand neighborhoods of level crossings by finding necessary and sufficient conditions on for the integrals of to be finite or infinite.
On the dominance relation between ordinal sums of conjunctors
This contribution deals with the dominance relation on the class of conjunctors, containing as particular cases the subclasses of quasi-copulas, copulas and t-norms. The main results pertain to the summand-wise nature of the dominance relation, when applied to ordinal sum conjunctors, and to the relationship between the idempotent elements of two conjunctors involved in a dominance relationship. The results are illustrated on some well-known parametric families of t-norms and copulas.
On the domination of a random walk on a discrete cylinder by random interlacements.
On the duality between coalescing Brownian particles and the heat equation driven by Fisher-Wright noise.
On the efficiency of adaptive MCMC algorithms.
On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
On the Entropy and Inaccuracy of Similarly and Oppositely Ordered Discrete Probability Distributions (I).
On the equivalence of addition formula of lattice paths and the Kolmogorov equation of birth and death processes.
On the equivalence of some eternal additive coalescents
In this paper, we study additive coalescents. Using their representation as fragmentation processes, we prove that the law of a large class of eternal additive coalescents is absolutely continuous with respect to the law of the standard additive coalescent on any bounded time interval.
On the equivalence of two methods for interpolation
On the ergodic distribution of oscillating queueing systems.
On the ergodic properties of the specrum of general random operators.
On the estimation in a class of diffusion-type processes. Aplication for diffusion branching processes.
In this work a family of stochastic differential equations whose solutions are multidimensional diffusion-type (non necessarily markovian) processes is considered, and the estimation of a parametric vector θ which relates the coefficients is studied. The conditions for the existence of the likelihood function are proved and the estimator is obtained by continuously observing the process. An application for Diffusion Branching Processes is given. This problem has been studied in some special cases...
On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
On the estimation of the drift coefficient in diffusion processes with random stopping times.
This paper considers stochastic differential equations with solutions which are multidimensional diffusion processes with drift coefficient depending on a parametric vector θ. By considering a trajectory observed up to a stopping time, the maximum likelihood estimator for θ has been obtained and its consistency and asymptotic normality have been proved.
On the evaluation of the degree of progress to goal in a multi-purpose self-organization process