A 2-dimensional SDE whose solutions are not unique.
A. A. Markov, ses probabilités en chaîne et les statistiques linguistiques
A backward particle interpretation of Feynman-Kac formulae
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to traditional genealogical tree based models, these new particle algorithms can be used to compute normalized additive functionals “on-the-fly” as well as their limiting occupation measures with a given precision degree that does not depend on the final time horizon. We...
A Berry-Esseen theorem on semisimple Lie groups
A biased roulette
A birth-death process approach to constructing multistate life tables.
A Boolean-valued probability theory
A bound for the distribution of the hitting time of arbitrary sets by random walk.
A bound on the deviation probability for sums of non-negative random variables.
A Bound on the Expected Overshoot for some Concave Boundaries.
A bound on the moment generating function of a sum of dependent variables with an application to simple random sampling without replacement
A branching-selection process related to censored Galton–Walton processes
We obtain the asymptotics for the speed of a particular case of a particle system with branching and selection introduced by Bérard and Gouéré [Comm. Math. Phys.298 (2010) 323–342]. The proof is based on a connection with a supercritical Galton–Watson process censored at a certain level.
A Brownian population model.
A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion.
A bulk queueing system under -policy with bilevel service delay discipline and start-up time.
A card shuffling analysis of deformations of the Plancherel measure of the symmetric group.
A Cauchy Integral Related to a Robot-safety Device System
We introduce a robot-safety device system attended by two different repairmen. The twin system is characterized by the natural feature of cold standby and by an admissible “risky” state. In order to analyse the random behaviour of the entire system (robot, safety device, repair facility) we employ a stochastic process endowed with probability measures satisfying general Hokstad-type differential equations. The solution procedure is based on the theory of sectionally holomorphic functions, characterized...
A Central Limit Theorem for Approximate Martingale Arrays with Values in a Locally Compact Abelian Group.
A central limit theorem for independent summands
A central limit theorem for non stationary mixing processes