Are continuous mappings preserving normality necessarily linear?
An example of a normal nonlinear continuous function of a normal random variable is given. Also the Cauchy case is considered.
Are law-invariant risk functions concave on distributions?
While it is reasonable to assume that convex combinations on the level of random variables lead to a reduction of risk (diversification effect), this is no more true on the level of distributions. In the latter case, taking convex combinations corresponds to adding a risk factor. Hence, whereas asking for convexity of risk functions defined on random variables makes sense, convexity is not a good property to require on risk functions defined on distributions. In this paper we study the interplay...
Are squared Bessel bridges infinitely divisible
Argumentwise invariant kernels for the approximation of invariant functions
We consider the problem of designing adapted kernels for approximating functions invariant under a known finite group action. We introduce the class of argumentwise invariant kernels, and show that they characterize centered square-integrable random fields with invariant paths, as well as Reproducing Kernel Hilbert Spaces of invariant functions. Two subclasses of argumentwise kernels are considered, involving a fundamental domain or a double sum over orbits. We then derive invariance properties...
Arithmetizing continuous distributions: numerical aspects.
ARMA models with nonstationary white noise
Arrêt de certaines suites multiples de variables aléatoires indépendantes
Arrêt optimal dans une classe de temps d'arrêt.
In this paper we solve an optimal stopping problem for processed indexed by N U{∞} with respect to a certain class of stopping times.
Arrêt par régions de
Arrival and departure processes in queues. Pollaczek-Khintchine formulas for bulk arrivals and bounded systems
A.s. approximation results for multiplicative stochastic integrals
Asimptotic Distribution and Weak Convergence on Compact Riemannian Manifolds.
Aspects of control for the normal Markov processes.
Aspects of Impatience in a Finite Buffer Queue
In a multi server queuing system, buffer size is often larger than the number of servers. This necessitates queuing and waiting for some customers. Customers become impatient while waiting for service. Additionally, they may also become impatient if service is not offered at the desired rate. This paper analyses a finite buffer multi server queuing system with the additional restriction that customers may balk as well as renege. Closed form expressions of a number of performance measures are presented....
Aspects of Impatience in a Finite Buffer Queue
In a multi server queuing system, buffer size is often larger than the number of servers. This necessitates queuing and waiting for some customers. Customers become impatient while waiting for service. Additionally, they may also become impatient if service is not offered at the desired rate. This paper analyses a finite buffer multi server queuing system with the additional restriction that customers may balk as well as renege. Closed form expressions...
Assessing effects of HIV heterogeneity and macrophage on the HIV pathogenesis in HIV-infected individuals.
Associated spectra of some non-stationary processes
Associativity in a Class of Operations on Spaces of Distribution Functions.
Asymmetric recursive methods for time series
The problem of asymmetry appears in various aspects of time series modelling. Typical examples are asymmetric time series, asymmetric error distributions and asymmetric loss functions in estimating and predicting. The paper deals with asymmetric modifications of some recursive time series methods including Kalman filtering, exponential smoothing and recursive treatment of Box-Jenkins models.
Asymmetric semilinear copulas
We complement the recently introduced classes of lower and upper semilinear copulas by two new classes, called vertical and horizontal semilinear copulas, and characterize the corresponding class of diagonals. The new copulas are in essence asymmetric, with maximum asymmetry given by . The only symmetric members turn out to be also lower and upper semilinear copulas, namely convex sums of and .