An asymptotic bound for the tail of the distribution of the maximum of a gaussian process
An asymptotic evaluation of heat kernel for short time
An asymptotic expansion for the discrete harmonic potential.
An asymptotic expansion for the distribution of the supremum of a random walk
Let be a random walk drifting to -∞. We obtain an asymptotic expansion for the distribution of the supremum of which takes into account the influence of the roots of the equation being the underlying distribution. An estimate, of considerable generality, is given for the remainder term by means of submultiplicative weight functions. A similar problem for the stationary distribution of an oscillating random walk is also considered. The proofs rely on two general theorems for Laplace transforms....
An asymptotic representation of the likelihood ratio for irregular families of distributions in the multivariate case.
An asymptotic result for brownian polymers
We consider a model of the shape of a growing polymer introduced by Durrett and Rogers (Probab. Theory Related Fields92 (1992) 337–349). We prove their conjecture about the asymptotic behavior of the underlying continuous process Xt (corresponding to the location of the end of the polymer at time t) for a particular type of repelling interaction function without compact support.
An asymptotic series expansion of the multidimensional renewal measure
An asymptotic test for quantitative gene detection
An averaging principle for stochastic evolution equations. I.
An averaging principle for stochastic evolution equations. II.
In the present paper integral continuity theorems for solutions of stochastic evolution equations of parabolic type on unbounded time intervals are established. For this purpose, the asymptotic stability of stochastic partial differential equations is investigated, the results obtained being of independent interest. Stochastic evolution equations are treated as equations in Hilbert spaces within the framework of the semigroup approach.
An axiomatization of extensional probability measures
An easy proof of the limit in the random assignment problem.
An Edgeworth expansion for a sum of m-dependent random variables.
An Elementary Approach to Lower Bounds in Geometric Discrepancy.
An Elementary Inequality Between the Probabilities of Events.
An elementary proof of Hawkes's conjecture on Galton-Watson trees.
An elementary proof of the Dalang-Morton-Willinger theorem
L. C. G. Rogers has given an elementary proof of the fundamental theorem of asset pricing in the case of finite discrete time, due originally to Dalang, Morton and Willinger. The purpose of this paper is to give an even simpler proof of this important theorem without using the existence of regular conditional distribution, in contrast to Rogers' proof.
An elementary property of conditional mathematical expectation. Application to the linear regularity of stochastic processes
An equation involving local time
An ergodic theorem for a class of spin systems