On the predictable representation property for super-processes
On the preemptive priority queues
On the Principle of Equivalence of Sparre Andersen.
On the principle of smooth fit for killed diffusions.
On the probabilistic multichain Poisson equation
This paper introduces necessary and/or sufficient conditions for the existence of solutions (g,h) to the probabilistic multichain Poisson equation (a) g = Pg and (b) g+h-Ph = f, with a given charge f, where P is a Markov kernel (or transition probability function) on a general measurable space. The existence conditions are derived via three different approaches, using (1) canonical pairs, (2) Cesàro averages, and (3) resolvents.
On the probability model for solving some integral equations of second type
On the probability that integers chosen according to the binomial distribution are relative prime
On the probability that two elements of a finite semigroup have the same right matrix
We study the probability that two elements which are selected at random with replacement from a finite semigroup have the same right matrix.
On the product and ratio of Bessel random variables.
On the product and ratio of Laplace and Bessel random variables.
On the product of probabilistic metric spaces
On the proof of the Parisi formula by Guerra and Talagrand
The Parisi formula is an expression for the limiting free energy of the Sherrington-Kirkpatrick spin glass model, which had first been derived by Parisi using a non-rigorous replica method together with an hierarchical ansatz for the solution of the variational problem. It had become quickly clear that behind the solution, if correct, lies an interesting mathematical structure. The formula has recently been proved by Michel Talagrand based partly on earlier ideas and results by Francesco Guerra....
On the properties of the Generalized Normal Distribution
The target of this paper is to provide a critical review and to enlarge the theory related to the Generalized Normal Distributions (GND). This three term (position, scale shape) distribution is based in a strong theoretical background due to Logarithm Sobolev Inequalities. Moreover, the GND is the appropriate one to support the Generalized entropy type Fisher's information measure.
On the quadratic Wiener functional associated with the Malliavin derivative of the square norm of Brownian sample path on interval.
On the Queueing Problem of Correlated Arrivals with Many Servers in a Finite Waiting Space.
On the queue-size distribution in the multi-server system with bounded capacity and packet dropping
A multi-server -type queueing system with a bounded total volume and finite queue size is considered. An AQM algorithm with the “accepting” function is being used to control the arrival process of incoming packets. The stationary queue-size distribution and the loss probability are derived. Numerical examples illustrating theoretical results are attached as well.
On the random ergodic theorem
On the random version of Ważewski theorem
On the range of purely atomic probability measures
On the Range of the Generator of a Markovian Semigroup.