Bounds for disconnection exponents.
Bounds for distribution functions of sums of squares and radial errors.
Bounds for Median and 50 Percentage Point of Binomial and Negative Binomial Distribution.
Bounds for reliability in the NBU, NWU and NBUE, NWUE classes
Bounds for tail probabilities of the sample variance.
Bounds for the characteristic functions of the system of monomials in random variables and of its trigonometric analogue.
Bounds for the Difference Between Median and Mean of Beta and Negative Binomial Distributions.
Bounds for the range of American contingent claim prices in the jump-diffusion model
The problem of valuation of American contingent claims for a jump-diffusion market model is considered. Financial assets are described by stochastic differential equations driven by Gaussian and Poisson random measures. In such setting the money market is incomplete, thus contingent claim prices are not uniquely defined. For different equivalent martingale measures different arbitrage free prices can be derived. The problem is to find exact bounds for the set of all possible prices obtained in this...
Bounds of general Fréchet classes
This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described.
Bounds on expectations of record range and record increment from distributions with bounded support.
Bounds on margin distributions in learning problems
Bounds on random infinite urn model.
Bounds on regeneration times and limit theorems for subgeometric Markov chains
This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed in the proof....
Bounds on tail probabilities for negative binomial distributions
In this paper we derive various bounds on tail probabilities of distributions for which the generated exponential family has a linear or quadratic variance function. The main result is an inequality relating the signed log-likelihood of a negative binomial distribution with the signed log-likelihood of a Gamma distribution. This bound leads to a new bound on the signed log-likelihood of a binomial distribution compared with a Poisson distribution that can be used to prove an intersection property...
Bounds on the critical exponents of disordered ferromagnetic models
Bounds on the expectations of th record increments.
Bounds on the throughput of an unslotted ALOHA channel in the case of a heterogeneous users' population
Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering
Branching brownian motion with an inhomogeneous breeding potential
This article concerns branching brownian motion (BBM) with dyadic branching at rate β|y|p for a particle with spatial position y∈ℝ, where β>0. It is known that for p>2 the number of particles blows up almost surely in finite time, while for p=2 the expected number of particles alive blows up in finite time, although the number of particles alive remains finite almost surely, for all time. We define the right-most particle, Rt, to be the supremum of the spatial positions of the particles...
Branching diffusions, superdiffusions and random media.