A Useful Central Limit Theorem for m-Dependent Variables
A vanishing discount limit theorem for controlled Markov chains
A versatile scheme for predicting renewal times
There are two kinds of universal schemes for estimating residual waiting times, those where the error tends to zero almost surely and those where the error tends to zero in some integral norm. Usually these schemes are different because different methods are used to prove their consistency. In this note we will give a single scheme where the average error is eventually small for all time instants, while the error itself tends to zero along a sequence of stopping times of density one.
A version of the Harris-Spitzer "random constant velocity" model for infinite systems of particles
A version of the law of large numbers
By the method of Rio [10], for a locally square integrable periodic function f, we prove for almost every x and t > 0.
A version of the strong law of large numbers universal under mappings
A very elementary proof of a probabilistic limit relation.
A weak law of large numbers for the sample covariance matrix.
A weak quasi-Lindelöf property and quasi-fine supports of measures.
A Weak-Type Inequality for Orthogonal Submartingales and Subharmonic Functions
Let X be a submartingale starting from 0, and Y be a semimartingale which is orthogonal and strongly differentially subordinate to X. The paper contains the proof of the sharp estimate . As an application, a related weak-type inequality for smooth functions on Euclidean domains is established.
A Weak-Type Inequality for Submartingales and Itô Processes
Let α ∈ [0,1] be a fixed parameter. We show that for any nonnegative submartingale X and any semimartingale Y which is α-subordinate to X, we have the sharp estimate . Here W is the weak- space introduced by Bennett, DeVore and Sharpley. The inequality is already sharp in the context of α-subordinate Itô processes.
A weighted empirical interpolation method: a priori convergence analysis and applications
We extend the classical empirical interpolation method [M. Barrault, Y. Maday, N.C. Nguyen and A.T. Patera, An empirical interpolation method: application to efficient reduced-basis discretization of partial differential equations. Compt. Rend. Math. Anal. Num. 339 (2004) 667–672] to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori convergence analysis...
A weighted pointwise ergodic theorem
A weighted version of Gamma distribution
Weighted Gamma (WG), a weighted version of Gamma distribution, is introduced. The hazard function is increasing or upside-down bathtub depending upon the values of the parameters. This distribution can be obtained as a hidden upper truncation model. The expressions for the moment generating function and the moments are given. The non-linear equations for finding maximum likelihood estimators (MLEs) of parameters are provided and MLEs have been computed through simulations and also for a real data...
A well-posedness result for a mass conserved Allen-Cahn equation with nonlinear diffusion
In this paper, we prove the existence and uniqueness of the solution of the initial boundary value problem for a stochastic mass conserved Allen-Cahn equation with nonlinear diffusion together with a homogeneous Neumann boundary condition in an open bounded domain of with a smooth boundary. We suppose that the additive noise is induced by a Q-Brownian motion.
A winner's mean earnings in lottery and inverse moments of the binomial distribution.
A zero-inflated occupancy distribution: Exact results and Poisson convergence.
A zero-one law for integral functionals of the Bessel process
AB percolation: a brief survey
Abel means of operator-valued processes
Let be a sequence of independent identically distributed random operators on a Banach space. We obtain necessary and sufficient conditions for the Abel means of to belong to Hardy and Lipschitz spaces a.s. We also obtain necessary and sufficient conditions on the Fourier coefficients of random Taylor series with bounded martingale coefficients to belong to Lipschitz and Bergman spaces.