An inequality for the predictable projection of an adapted process
An infinite dimensional central limit theorem for correlated martingales
An integral analogue of the Ostrowski inequality.
An integral representation for the Hellinger distance.
An integral representation of limit laws
An integral representation of randomized probabilities and its applications
An integral test for the transience of a brownian path with limited local time
We study a one-dimensional brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), t≥0, consider the measures μt obtained by conditioning a brownian path so that Ls≤f(s), for all s≤t, where Ls is the local time spent at the origin by time s. It is shown that the measures μt are tight, and that any weak limit of μt as t→∞ is transient provided that t−3/2f(t) is integrable. We conjecture that this condition is sharp and present a number of open problems....
An integral transformation for characteristic functions
An integro-local theorem applicable on the whole half-axis to the sums of random variables with regularly varying distributions.
An interacting particle model of adsorption
An interacting particles process for Burgers equation on the circle.
An interarrival hyperexponential machine interference with balking, reneging, state-dependent, spares, and an additional server for longer queues.
An intermittant MI system with multiphased capacity of the service channel
An interpolation problem for multivariate stationary sequences
Let and be stationarily cross-correlated multivariate stationary sequences. Assume that all values of and all but one values of are known. We determine the best linear interpolation of the unknown value on the basis of the known values and derive a formula for the interpolation error matrix. Our assertions generalize a result of Budinský [1].
An introduction to Karel Vorovka's philosophy of randomness. (Following by two translations from the Czech. Completed by the English translation of the following documents).
An introduction to probabilistic methods with applications
This special volume of the ESAIM Journal, Mathematical Modelling and Numerical Analysis, contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics....
An Introduction to the Theory of Stochastic Orders.
An invariance principle for Azéma martingales
An invariance principle for Markov processes and brownian particles with singular interaction
An Invariance Principle for Progressively Truncated Likelihood Ratio Statistics.