Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations.
Characteristic polynomials of sample covariance matrices: The non-square case
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We show that the second-order correlation function of the characteristic polynomial of the sample covariance matrix is asymptotically given by the sine kernel in the bulk of the spectrum and by the Airy kernel at the edge of the spectrum. Similar results are given...
Characteristic properties of generalized order statistics from exponential distributions
Exponential distributions are characterized by distributional properties of generalized order statistics. These characterizations include known results for ordinary order statistics and record values as particular cases.
Characterization of a regular family of semimartingales by line integrals.
Characterization of distributions with the length-bias scaling property.
Characterization of equality in the correlation inequality for convex functions, the U-conjecture
Characterization of equilibrium measures for critical reversible Nearest Particle Systems
We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than and obeys some natural regularity conditions.
Characterization of Excessive Functions on Finely Open. Nearly Borel Sets.
Characterization of maximal Markovian couplings for diffusion processes.
Characterization of probability distributions by Poincaré-type inequalities
Characterization of Some Types of Completeness resp. Total Completeness and Their Conservation Under Direct Products.
Characterization of the departure process from an ME/ME/1 queue
In this paper we propose a family of finite approximations for the departure process of an ME/ME/1 queue indexed by a parameter defined as the system size of the finite approximation. The approximations capture the interdeparture times from an ME/ME/1 queue exactly and preserve the lag correlations of inter-event times of the departures from an ME/ME/1 queue up to lag .
Characterization of the departure process from an ME/ME/1 queue
In this paper we propose a family of finite approximations for the departure process of an ME/ME/1 queue indexed by a parameter k defined as the system size of the finite approximation. The approximations capture the interdeparture times from an ME/ME/1 queue exactly and preserve the lag correlations of inter-event times of the departures from an ME/ME/1 queue up to lag (k - 1).
Characterization of the domain of an elliptic operator of infinitely many variables in spaces
We consider an elliptic operator associated to a Dirichlet form corresponding to a differential stochastic equation of potential form. We characterize the domain of the operator as a subspace of , where is the invariant measure of the differential stochastic equation.
Characterization of the first operating period of a two-unit standby redundant system with three states of units
A two-unit cold-standby redundant system with one repair facility is considered. Each unit can be in three states: good (I), degraded (II), and failed (III). We suppose that only the following state-transitions af a unit are possible: . The paper is devoted to the problems which arise only provided that the units of the redundant system can be in more than two states (i.e. in operating and failed states). The following characteristics dealing with a single operating period of the system are studied...
Characterization of the marginal distributions of Markov processes used in dynamic reliability.
Characterization of unitary processes with independent and stationary increments
This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci.45 (2009) 745–785) to characterize unitary stationary independent increment gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with technical assumptions on the domain of the generator, unitary equivalence of the process to the solution of an appropriate Hudson–Parthasarathy equation is proved.
Characterization of -entropy with preference
Characterizations based on length-biased weighted measure of inaccuracy for truncated random variables
In survival studies and life testing, the data are generally truncated. Recently, authors have studied a weighted version of Kerridge inaccuracy measure for truncated distributions. In the present paper we consider weighted residual and weighted past inaccuracy measure and study various aspects of their bounds. Characterizations of several important continuous distributions are provided based on weighted residual (past) inaccuracy measure.
Characterizations of continuous distributions through inequalities involving the expected values of selected functions
Nanda (2010) and Bhattacharjee et al. (2013) characterized a few distributions with help of the failure rate, mean residual, log-odds rate and aging intensity functions. In this paper, we generalize their results and characterize some distributions through functions used by them and Glaser’s function. Kundu and Ghosh (2016) obtained similar results using reversed hazard rate, expected inactivity time and reversed aging intensity functions. We also, via -function defined by Cacoullos and Papathanasiou...