A Decomposition Theorem for Additive Set-Functions, with Applications to Pettis Integrals and Ergodic Means.
A description of stochastic systems using chaotic maps.
A determinant formula from random walks
One usually studies the random walk model of a cat moving from one room to another in an apartment. Imagine now that the cat also has the possibility to go from one apartment to another by crossing some corridors, or even from one building to another. That yields a new probabilistic model for which each corridor connects the entrance rooms of several apartments. This article computes the determinant of the stochastic matrix associated to such random walks. That new model naturally allows to compute...
A deterministic discretisation-step upper bound for state estimation via Clark transformations.
A deterministic displacement theorem for Poisson processes.
A deviation inequality for non-reversible Markov processes
A different construction of gaussian fields from Markov chains : Dirichlet covariances
A differentiable isomorphism between Wiener space and path group
A Differentiation Theorem for Additive Processes.
A Differentiation Theorem in Lp.
A diffusion approximation in the ruin problem for a controlled Markov chain
A diffusion model for two parallel queues with processor sharing: Transient behavior and asymptotics.
A direct proof of the Ray-Knight theorem
A discrete and finite approach to past physical reality.
A discrete approach to the chaotic representation property
A discrete single server queue with Markovian arrivals and phase type group services.
A discrete stochastic Korovkin theorem.
A discrete theory of search. I
A discrete time queueing system with departures having random memory
A discrete-time Geo[X]/G/1 retrial queue with general retrial time and M-additional options for service
This paper concerns a discrete time Geo[X]/G/1 retrial queue with general retrial time in which all the arriving customers require first essential service with probability while only some of them demand one of other optional services: type − r (r = 1, 2, 3,...M) service with probability . The system state distribution, the orbit size and the system size distributions are obtained in terms of generating functions. The stochastic decomposition law holds for the proposed model. Performance measures...