A dynamical characterization of Poisson-Dirichlet distributions.
A dynamical system in a Hilbert space with a weakly attractive nonstationary point
A differential equation is a Hilbert space with all solutions bounded but with so finite nontrivial invariant measure is constructed. In fact, it is shown that all solutions to this equation converge weakly to the origin, nonetheless, there is no stationary point. Moreover, so solution has a non-empty -set.
A factorisation of the Askey’s characteristic function
A family of integral representations for the brownian variables
A family of L 2-spaces associated to the jumps of a Markov process
Given the (canonical) Markov process associated with a sufficiently general semigroup (P t), we establish a result concerning the uniform completeness of a family of L 2-spaces naturally associated with the jumps of the process. An application of this result is presented.
A Family of Measures of Uncertainty Involving Utilities: Definition, Properties, Applications and Statistical Inferences.
A family of non-Gaussian martingales with Gaussian marginals.
A family of stationary processes with infinite memory having the same p-marginals. Ergodic and spectral properties
We construct a large family of ergodic non-Markovian processes with infinite memory having the same p-dimensional marginal laws of an arbitrary ergodic Markov chain or projection of Markov chains. Some of their spectral and mixing properties are given. We show that the Chapman-Kolmogorov equation for the ergodic transition matrix is generically satisfied by infinite memory processes.
A filtered renewal process as a model for a river flow.
A fine domination principle for excessive measures.
A finite capacity bulk service queue with single vacation and Markovian arrival process.
A finite capacity queue with Markovian arrivals and two servers with group services.
A first passage problem and its applications to the analysis of a class of stochastic models.
A Fixed Point Theorem In Menger Spaces
A fixed-size batch service queue with vacations.
A formula for densities of transition functions
A free analogue of the transportation cost inequality on the circle
A free stochastic partial differential equation
We get stationary solutions of a free stochastic partial differential equation. As an application, we prove equality of non-microstate and microstate free entropy dimensions under a Lipschitz like condition on conjugate variables, assuming also the von Neumann algebra embeddable. This includes an -tuple of -Gaussian random variables e.g. for .
A functional approach for random walks in random sceneries.
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.