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...
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...
A discrete-time system with service control and repairs
A Distribution of Class L Arising in the Theory of Risk
A Donsker theorem to simulate one-dimensional processes with measurable coefficients
In this paper, we prove a Donsker theorem for one-dimensional processes generated by an operator with measurable coefficients. We construct a random walk on any grid on the state space, using the transition probabilities of the approximated process, and the conditional average times it spends on each cell of the grid. Indeed we can compute these quantities by solving some suitable elliptic PDE problems.
A dozen de Finetti-style results in search of a theory
A duality approach to the genealogies of discrete nonneutral Wright-Fisher models.
A duality principle for stationary random sequences
The paper is devoted to the study of stationary random sequences. A concept of dual sequences is discussed. The main aim of the paper is to establish a relationship between the errors of linear least squares predictions for sequences and their duals.