On the Expected Number of k-Sets.
On the expected value of vector lattice-valued random variables
On the explosion of the local times along lines of brownian sheet
On the Exponential Law.
On the exponential Orlicz norms of stopped Brownian motion
Necessary and sufficient conditions are found for the exponential Orlicz norm (generated by with 0 < p ≤ 2) of or to be finite, where is a standard Brownian motion and τ is a stopping time for B. The conditions are in terms of the moments of the stopping time τ. For instance, we find that as soon as for some constant C > 0 as k → ∞ (or equivalently ). In particular, if τ ∼ Exp(λ) or then the last condition is satisfied, and we obtain with some universal constant K > 0....
On the exponentials of fractional Ornstein-Uhlenbeck processes.
On the Extinction Probability for Bisexual Branching Processes in Varying Environments
2000 Mathematics Subject Classification: 60J80In this paper, the bisexual branching process in varying environments introduced in [9] is considered and some sufficient conditions for the existence of positive probability of non-extinction are established.Research supported by the Plan Nacional de Investigación Científica, Desarrollo e Innovación Tecnológica, grant BFM2000-0356 and the Consejería de Educación, Ciencia y Tecnología de la Junta de Extremadura and the Fondo Social Europeo, grant IPR00A056....
On the extremal behavior of a Pareto process: an alternative for ARMAX modeling
In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the first order...
On the extremal behavior of sub-sampled solutions of stochastic difference equations.
On the extreme gap in the renewal process
On the Feller strong law of large numbers for fields of -valued random variables.
On the first-passage time of integrated Brownian motion.
On the fixed point index of non-compact mappings
On the Fourier transform on the infinite symmetric group.
On the functional central limit theorem for stationary processes
On the fundamental matrix of finite state Markov chains, its eigensystem and its relation to hitting times.
On the Gaussian random matrix ensembles with additional symmetry conditions.
On the generalization of the STER distribution applied to generalized hypergeometric parents
On the generalized logistic and log-logistic distributions
On the generating functional of a convolution semigroup on a Hilbert-Lie group