An extremal problem arising in soil erosion modeling
An individual ergodic theorem for random fuzzy sets.
An integral representation for the Hellinger distance.
An invariance principle for the law of the iterated logarithm for some Markov chains
Strassen's invariance principle for additive functionals of Markov chains with spectral gap in the Wasserstein metric is proved.
Analytically normed spaces.
Another look at the moment method for large dimensional random matrices.
Approximation at first and second order of -order integrals of the fractional Brownian motion and of certain semimartingales.
Asymptotic analysis for bifurcating autoregressive processes via a martingale approach.
Asymptotic direction for random walks in random environments
Asymptotic distributions and Berry-Esseen bounds for sums of record values.
Asymptotic properties and optimization of some non-Markovian stochastic processes
We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.
Asymptotic results for empirical measures of weighted sums of independent random variables.
Asymptotics for open-loop window flow control.
Asymptotics for the moment convergence of -statistics in LIL.
Autoregressive type martingale fields.