On the weak law of large numbers for normed weighted sums of i.i.d. random variables.
On the weighted Euclidean matching problem in
A partitioning algorithm for the Euclidean matching problem in is introduced and analyzed in a probabilistic model. The algorithm uses elements from the fixed dissection algorithm of Karp and Steele (1985) and the Zig-Zag algorithm of Halton and Terada (1982) for the traveling salesman problem. The algorithm runs in expected time and approximates the optimal matching in the probabilistic sense.
On the Wiener-Eberlein theorem
On the zeroes of some random functions
On the zero-one law and the law of large numbers for random walk in mixing random environment.
On The Zeros Of Oscillatory Solutions Of Linear Second-Order Differential Equations
On the zero-temperature or vanishing viscosity limit for certain Markov processes arising from Lagrangian dynamics
We study the zero-temperature limit for Gibbs measures associated to Frenkel–Kontorova models on . We prove that equilibrium states concentrate on configurations of minimal energy, and, in addition, must satisfy a variational principle involving metric entropy and Lyapunov exponents, a bit like in the Ruelle–Pesin inequality. Then we transpose the result to certain continuous-time stationary stochastic processes associated to the viscous Hamilton–Jacobi equation. As the viscosity vanishes, the...
On Three and Five Parameter Bivariate Beta Distributions.
On threshold autoregressive processes
On trajectories of Gaussian Markov random fields
On transformations of Wiener space.
On transience conditions for Markov chains.
On transience conditions for Markov chains and random walks.
On transient queue-size distribution in the batch-arrivals system with a single vacation policy
A queueing system with batch Poisson arrivals and single vacations with the exhaustive service discipline is investigated. As the main result the representation for the Laplace transform of the transient queue-size distribution in the system which is empty before the opening is obtained. The approach consists of few stages. Firstly, some results for a ``usual'' system without vacations corresponding to the original one are derived. Next, applying the formula of total probability, the analysis of...
On Truncated Variation of Brownian Motion with Drift
We introduce the concept of truncated variation of Brownian motion with drift, which differs from regular variation by neglecting small jumps (smaller than some c > 0). We estimate the expected value of the truncated variation. The behaviour resembling phase transition as c varies is revealed. Truncated variation appears in the formula for an upper bound for return from any trading based on a single asset with flat commission.
On truncations for weakly ergodic inhomogeneous birth and death processes
On two fragmentation schemes with algebraic splitting probability
Consider the following inhomogeneous fragmentation model: suppose an initial particle with mass x₀ ∈ (0,1) undergoes splitting into b > 1 fragments of random sizes with some size-dependent probability p(x₀). With probability 1-p(x₀), this particle is left unchanged forever. Iterate the splitting procedure on each sub-fragment if any, independently. Two cases are considered: the stable and unstable case with and respectively, for some a > 0. In the first (resp. second) case, since smaller...
On two functional equations connected with the characterizations of the distance measures.
On two transfer principles in stochastic differential geometry
On unequally spaced AR(1) process
Discrete autoregressive process of the first order is considered. The process is observed at unequally spaced time instants. Both least squares estimate and maximum likelihood estimate of the autocorrelation coefficient are analyzed. We show some dangers related with the estimates when the true value of the autocorrelation coefficient is small. Monte-Carlo method is used to illustrate the problems.