Boundedness of one-dimensional branching Markov processes.
Boundedness of oriented walks generated by substitutions
Let be a fixed point of a substitution on the alphabet and let and . We give a complete classification of the substitutions according to whether the sequence of matrices is bounded or unbounded. This corresponds to the boundedness or unboundedness of the oriented walks generated by the substitutions.
Boundedness on stochastic Petri nets.
Stochastic Petri nets generalize the notion of queuing systems and are a useful model in performance evaluation of parallel and distributed systems. We give necessary and sufficient conditions for the boundedness of a stochastic process related to these nets.
Bounding a random environment bounding a random environment for two-dimensional edge-reinforced random walk.
Bounding fastest mixing.
Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process
Bounds and asymptotic expansions for the distribution of the Maximum of a smooth stationary Gaussian process
This paper uses the Rice method [18] to give bounds to the distribution of the maximum of a smooth stationary Gaussian process. We give simpler expressions of the first two terms of the Rice series [3,13] for the distribution of the maximum. Our main contribution is a simpler form of the second factorial moment of the number of upcrossings which is in some sense a generalization of Steinberg et al.'s formula ([7] p. 212). Then, we present a numerical application and asymptotic expansions...
Bounds for disconnection exponents.
Bounds for distribution functions of sums of squares and radial errors.
Bounds for Median and 50 Percentage Point of Binomial and Negative Binomial Distribution.
Bounds for reliability in the NBU, NWU and NBUE, NWUE classes
Bounds for tail probabilities of the sample variance.
Bounds for the characteristic functions of the system of monomials in random variables and of its trigonometric analogue.
Bounds for the Difference Between Median and Mean of Beta and Negative Binomial Distributions.
Bounds for the range of American contingent claim prices in the jump-diffusion model
The problem of valuation of American contingent claims for a jump-diffusion market model is considered. Financial assets are described by stochastic differential equations driven by Gaussian and Poisson random measures. In such setting the money market is incomplete, thus contingent claim prices are not uniquely defined. For different equivalent martingale measures different arbitrage free prices can be derived. The problem is to find exact bounds for the set of all possible prices obtained in this...
Bounds of general Fréchet classes
This paper deals with conditions of compatibility of a system of copulas and with bounds of general Fréchet classes. Algebraic search for the bounds is interpreted as a solution to a linear system of Diophantine equations. Classical analytical specification of the bounds is described.
Bounds on expectations of record range and record increment from distributions with bounded support.
Bounds on margin distributions in learning problems
Bounds on random infinite urn model.
Bounds on regeneration times and limit theorems for subgeometric Markov chains
This paper studies limit theorems for Markov chains with general state space under conditions which imply subgeometric ergodicity. We obtain a central limit theorem and moderate deviation principles for additive not necessarily bounded functional of the Markov chains under drift and minorization conditions which are weaker than the Foster–Lyapunov conditions. The regeneration-split chain method and a precise control of the modulated moment of the hitting time to small sets are employed in the proof....