Banach lattices valued amarts
Banach-space-valued stationary processes and their linear prediction [Book]
Band copulas as spectral measures for two-dimensional stable random vectors
In this paper, we study basic properties of symmetric stable random vectors for which the spectral measure is a copula, i.e., a distribution having uniformly distributed marginals.
Barycentre canonique pour un espace métrique à courbure négative
Barycentres convexes et approximations des martingales continues dans les variétés
Barycentres de matrices idempotentes stochastiques
Barycentres et martingales sur une variété
Basic bounds of Fréchet classes
Algebraic bounds of Fréchet classes of copulas can be derived from the fundamental attributes of the associated copulas. A minimal system of algebraic bounds and related basic bounds can be defined using properties of pointed convex polyhedral cones and their relationship with non-negative solutions of systems of linear homogeneous Diophantine equations, largely studied in Combinatorics. The basic bounds are an algebraic improving of the Fréchet-Hoeffding bounds. We provide conditions of compatibility...
Basic properties of strong mixing conditions. A survey and some open questions.
Bayesian estimation of the mean holding time in average semi-Markov control processes
We consider semi-Markov control models with Borel state and action spaces, possibly unbounded costs, and holding times with a generalized exponential distribution with unknown mean θ. Assuming that such a distribution does not depend on the state-action pairs, we introduce a Bayesian estimation procedure for θ, which combined with a variant of the vanishing discount factor approach yields average cost optimal policies.
Bayesian like R- and M- estimators of change points
The purpose of this paper is to study Bayesian like R- and M-estimators of change point(s). These estimators have smaller variance than the related argmax type estimators. Confidence intervals for the change point based on the exchangeability arguments are constructed. Finally, theoretical results are illustrated on the real data set.
Bayesian reliability models of Weibull systems: State of the art
In the reliability modeling field, we sometimes encounter systems with uncertain structures, and the use of fault trees and reliability diagrams is not possible. To overcome this problem, Bayesian approaches offer a considerable efficiency in this context. This paper introduces recent contributions in the field of reliability modeling with the Bayesian network approach. Bayesian reliability models are applied to systems with Weibull distribution of failure. To achieve the formulation of the reliability...
Behavior near the extinction time in self-similar fragmentations I : the stable case
The stable fragmentation with index of self-similarity α∈[−1/2, 0) is derived by looking at the masses of the subtrees formed by discarding the parts of a (1+α)−1–stable continuum random tree below height t, for t≥0. We give a detailed limiting description of the distribution of such a fragmentation, (F(t), t≥0), as it approaches its time of extinction, ζ. In particular, we show that t1/αF((ζ−t)+) converges in distribution as t→0 to a non-trivial limit. In order to prove this, we go further and...
Behavior of a second class particle in Hammersley's process.
Behavior of diffusion semi-groups at infinity
Behavior of the Euler scheme with decreasing step in a degenerate situation
The aim of this short note is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the diffusion coefficient are vanish simultaneously.
Behaviour of passage time for a queueing network model with feedback: a simulation study.
Bemerkungen über die zentralen unvollständigen und absoluten Momente der Pólya-Verteilung
Bernouilli and Gibbs Probabilities of Subgroups of {0, 1} s.
Bernoulli cluster field: Voronoi tessellations
A new point process is proposed which can be viewed either as a Boolean cluster model with two cluster modes or as a -thinned Neyman-Scott cluster process with the retention of the original parent point. Voronoi tessellation generated by such a point process has extremely high coefficients of variation of cell volumes as well as of profile areas and lengths in the planar and line induced tessellations. An approximate numerical model of tessellation characteristics is developed for the case of small...