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.
A functional central limit theorem for martingales in C(K) and its application to sequential estimates.
A functional combinatorial central limit theorem.
A functional hungarian construction for sums of independent random variables
A functional inequality for the survival function of the gamma distribution.
A functional limit theorem for a 2D-random walk with dependent marginals.
A further study of an approximation for last-exit and first-passage probabilities of a random walk.
A fuzzy approach to option pricing in a Levy process setting
In this paper the problem of European option valuation in a Levy process setting is analysed. In our model the underlying asset follows a geometric Levy process. The jump part of the log-price process, which is a linear combination of Poisson processes, describes upward and downward jumps in price. The proposed pricing method is based on stochastic analysis and the theory of fuzzy sets. We assume that some parameters of the financial instrument cannot be precisely described and therefore they are...
A game model referring to the control of independent discrete time stochastic processes
A game-theoretical model of competition for staff between two departments
The main purpose of this paper is to analyze a development of a scenario suggested by Baston and Garnaev (2005) for modelling the situation where two departments in a large organization are each seeking to make an appointment within the same area of expertise, for instance, a computer science specialist. The departments are interested in three skills of the candidate (say, writing code, communication and in algorithms). In our scenario Department 1 wants to employ a candidate with excellent skills...
A Gaussian bound for convolutions of functions on locally compact groups
We give new and general sufficient conditions for a Gaussian upper bound on the convolutions of a suitable sequence K₁, K₂, K₃, ... of complex-valued functions on a unimodular, compactly generated locally compact group. As applications, we obtain Gaussian bounds for convolutions of suitable probability densities, and for convolutions of small perturbations of densities.
A Gaussian correlation inequality and its applications to small ball probabilities.
A Gaussian Correlation Inequality for Certain Bodies in Rn .
A Gaussian oscillator.