On Weak Convergence of Parameter Estimators of General Statistical Parametric Models
On weak convergence of sequences of continuous local martingales
On Weak Convergence Of Spectral Density Estimate
On Weak Convergence of Stochastic Processes With Lusin Path Spaces.
On weak solutions of random differential inclusions.
On Weak Tail Domination of Random Vectors
Motivated by a question of Krzysztof Oleszkiewicz we study a notion of weak tail domination of random vectors. We show that if the dominating random variable is sufficiently regular then weak tail domination implies strong tail domination. In particular, a positive answer to Oleszkiewicz's question would follow from the so-called Bernoulli conjecture. We also prove that any unconditional logarithmically concave distribution is strongly dominated by a product symmetric exponential measure.
On weakly measurable stochastic processes and absolutely summing operators
A characterization of absolutely summing operators by means of McShane integrable stochastic processes is considered.
On weighted U-statistics for stationary random fields
The aim of this paper is to introduce a central limit theorem and an invariance principle for weighted U-statistics based on stationary random fields. Hsing and Wu (2004) in their paper introduced some asymptotic results for weighted U-statistics based on stationary processes. We show that it is possible also to extend their results for weighted -statistics based on stationary random fields.
On Wiener–Hopf factors for stable processes
We give a series representation of the logarithm of the bivariate Laplace exponent κ of α-stable processes for almost all α ∈ (0, 2].
On zeros of self-reciprocal random algebraic polynomials.
One Case of Reduction of Nonlinear Regression to Linear
One sufficient condition for the unit multiplicity of a stochastic process.
One-arm exponent for critical 2D percolation.
One-dimensional diffusion in an asymmetric random environment
One-dimensional diffusions and their exit spaces.
One-dimensional finite range random walk in random medium and invariant measure equation
We consider a model of random walks on ℤ with finite range in a stationary and ergodic random environment. We first provide a fine analysis of the geometrical properties of the central left and right Lyapunov eigenvectors of the random matrix naturally associated with the random walk, highlighting the mechanism of the model. This allows us to formulate a criterion for the existence of the absolutely continuous invariant measure for the environments seen from the particle. We then deduce a characterization...
One-dimensional potential embedding
One-dimensional random field Kac's model: localization of the phases.
One-dimensional random field Kac's model: weak large deviations principle.
One-dimensional random walks, decreasing rearrangements and discrete Steiner symmetrization