Characterizations of some classes of quasilinear functions with applications to triangular norms and to synthesizing judgements. (Short Communication).
Characterizations of some Distributions Connected Wtth Extremal-type Distributions
Characterizations of the exponential distribution based on certain properties of its characteristic function
Two characterizations of the exponential distribution among distributions with support the nonnegative real axis are presented. The characterizations are based on certain properties of the characteristic function of the exponential random variable. Counterexamples concerning more general possible versions of the characterizations are given.
Characterizations using intersections of random events.
Characterizing the general multivariate normal distribution through the conditional distributions.
In this paper we give a characterization of the multivariate normal distribution through the conditional distributions in the most general case, which include the singular distribution.
Charakterisierung stetiger Faltungshalbgruppen durch das Lévy-Maß.
Charge stationnaire d'une file d'attente à rejet. Application au cas indépendant
Charge stationnaire d'une file d'attente à rejet. Cas de plusieurs serveurs
Charges, poids et mesures de Lévy dans les espaces vectoriels localement convexes
Charges stationnaires d'une file d'attente avec blocages
Chemins croissants optionnels et théorème de section
Chernoff and Berry–Esséen inequalities for Markov processes
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Chernoff and Berry–Esséen inequalities for Markov processes
In this paper, we develop bounds on the distribution function of the empirical mean for general ergodic Markov processes having a spectral gap. Our approach is based on the perturbation theory for linear operators, following the technique introduced by Gillman.
Chevet type inequality and norms of submatrices
We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of the expectation of the supremum of “symmetric exponential” processes, compared to the Gaussian ones in the Chevet inequality. This is used to give a sharp upper estimate for a quantity that controls uniformly the Euclidean operator norm of the submatrices with k rows and m columns of an isotropic log-concave unconditional random matrix. We apply these estimates...
Chirurgie sur un processus de Markov, d'après Knight et Pittenger
Chover-type laws of the iterated logarithm for weighted sums of -mixing sequences.
Chover-type laws of the iterated logarithm for weighted sums of NA sequences
To derive a Baum-Katz type result, a Chover-type law of the iterated logarithm is established for weighted sums of negatively associated (NA) and identically distributed random variables with a distribution in the domain of a stable law in this paper.
Chuaqui's Definition Of Probability In Some Stochastic Processes.
Chung's law of the iterated logarithm for iterated brownian motion
Chung-type functional laws of the iterated logarithm for tail empirical processes