Assume ||·|| is a norm on ℝⁿ and ||·||⁎ its dual. Consider the closed ball $T:=B_{\left|\right|·\left|\right|}(0,r)$, r > 0. Suppose φ is an Orlicz function and ψ its conjugate. We prove that for arbitrary A,B > 0 and for each Lipschitz function f on T, $su{p}_{s,t\in T}|f\left(s\right)-f\left(t\right)|\le 6AB({\int }_0^r\psi (1/A{\epsilon }^{n-1}){\epsilon }^{n-1}d\epsilon +1/\left(n\right|B_{\left|\right|·\left|\right|}(0,1)\left|\right){\int }_T\phi (1/B||\nabla f\left(u\right)\left|\right|⁎\left)du\right)$, where |·| is the Lebesgue measure on ℝⁿ. This is a strengthening of the Sobolev inequality obtained by M. Talagrand. We use this inequality to state, for a given concave, strictly increasing function η: ℝ₊ → ℝ with η(0) = 0, a necessary and sufficient condition on φ so that each...

A sphere of influence graph generated by a finite population of generated points on the real line by a Poisson process is considered. We determine the expected number and variance of societies formed by population of n points in a one-dimensional space.

Estudiamos la existencia y unicidad de soluciones de una ecuación estocástica en derivadas parciales de tipo parabólico propuesta por R. North y R. F. Cahalan en 1982 para la modelización de variabilidad no determinista (como es el caso, por ejemplo, de la acción de volcanes) en el marco de los modelos de balance de energía. El punto más delicado se refiere a la unicidad de soluciones debido a la presencia de un grafo multívoco β en el término de la derecha de la ecuación. En contraste con el caso...

We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.

In this paper, we prove a result linking the square and the rectangular R-transforms, the consequence of which is a surprising relation between the square and rectangular versions the free additive convolutions, involving the Marchenko–Pastur law. Consequences on random matrices, on infinite divisibility and on the arithmetics of the square versions of the free additive and multiplicative convolutions are given.

Many statistical applications require establishing central limit theorems for sums/integrals $S_T\left(h\right)={\int }_{t\in I_T}h\left(X_t\right)\mathrm{d}t$ or for quadratic forms $Q_T\left(h\right)={\int }_{t,s\in I_T}\widehat{b}(t-s)h(X_t,X_s)\mathrm{d}s\mathrm{d}t$, where Xt is a stationary process. A particularly important case is that of Appell polynomials h(Xt) = Pm(Xt), h(Xt,Xs) = Pm,n (Xt,Xs), since the “Appell expansion rank" determines typically the type of central limit theorem satisfied by the functionals ST(h), QT(h). We review and extend here to multidimensional indices, along lines conjectured in [F. Avram and M.S. Taqqu,...