Poisson thinning by monotone factors.
Poisson trees, succession lines and coalescing random walks
Poissonian products of random weights: uniform convergence and related measures.
Poissonmaße auf lokalkompakten Halbgruppen.
Polarization, conformal invariants and Brownian motion.
Policy iteration for continuous-time average reward Markov decision processes in Polish spaces.
Polyhedral approximation of convex sets with an application to large deviation probability theory.
Polynômes trigonométriques et marches aléatoires multidimensionnelles : application à la théorie ergodique
Polynomial and spline estimators of the distribution function with prescribed accuracy
Dvoretzky-Kiefer-Wolfowitz type inequalities for some polynomial and spline estimators of distribution functions are constructed. Moreover, hints on the corresponding algorithms are given as well.
Polynomial asymptotic stability of damped stochastic differential equations.
Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
Let X be a one-dimensional positive recurrent diffusion with initial distribution ν and invariant probability μ. Suppose that for some p>1, ∃a∈ℝ such that ∀x∈ℝ, and , where Ta is the hitting time of a. For such a diffusion, we derive non-asymptotic deviation bounds of the form ℙν(|(1/t)∫0tf(Xs) ds−μ(f)|≥ε)≤K(p)(1/tp/2)(1/εp)A(f)p. Here f bounded or bounded and compactly supported and A(f)=‖f‖∞ when f is bounded and A(f)=μ(|f|) when f is bounded and compactly supported. We also give, under...
Polynomial deviation bounds for recurrent Harris processes having general state space
Consider a strong Markov process in continuous time, taking values in some Polish state space. Recently, Douc et al. [Stoc. Proc. Appl. 119, (2009) 897–923] introduced verifiable conditions in terms of a supermartingale property implying an explicit control of modulated moments of hitting times. We show how this control can be translated into a control of polynomial moments of abstract regeneration times which are obtained by using the regeneration method of Nummelin, extended to the time-continuous...
Polynomial expansions of density of power mixtures
For any given random variable Y with infinitely divisible distribution in a quadratic natural exponential family we obtain a polynomial expansion of the power mixture density of Y. We approach the problem generally, and then consider certain distributions in greater detail. Various applications are indicated and the results are also applied to obtain approximations and their error bounds. Estimation of density and goodness-of-fit test are derived.
Population-size-dependent branching processes.
Portfolio selection with jumps under regime switching.
Positive Characters on Commutative Hypergroups and Some applications.
Positive correlation for increasing events with disjoint dependencies does not imply positive correlation for all increasing events.
Positive Matrix Functions on the Bitorus with Prescribed Fourier Coefficients in a Band.
Positive operatorwertige Maβe und banachraumwertige stationäre Prozesse auf LCA-Gruppen
Positive stable laws and M-scheme