Renormalization analysis of catalytic Wright-Fisher diffusions.
Fleischmann, Klaus, Swart, Jan M. (2006)
Electronic Journal of Probability [electronic only]
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Fleischmann, Klaus, Swart, Jan M. (2006)
Electronic Journal of Probability [electronic only]
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Doisy, M. (2000)
Journal of Applied Mathematics and Decision Sciences
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M. González, M. Molina, M. Mota (2001)
Extracta Mathematicae
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Michał Kisielewicz (1995)
Banach Center Publications
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Existence of strong and weak solutions to stochastic inclusions and , where p and q are certain random measures, is considered.
Nagahata, Yukio, Yoshida, Nobuo (2010)
Electronic Communications in Probability [electronic only]
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Marta Ferreira (2012)
Kybernetika
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In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the...
Balazs, Marton, Cator, Eric, Seppäläinen, Timo (2006)
Electronic Journal of Probability [electronic only]
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Toronjadze, T. (2002)
Georgian Mathematical Journal
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Marian Jabłoński
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Let be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let be a sequence of elements of with . It is shown that the distribution oftends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.
Gusztáv Morvai, Benjamin Weiss (2014)
Kybernetika
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For a binary stationary time series define to be the number of consecutive ones up to the first zero encountered after time , and consider the problem of estimating the conditional distribution and conditional expectation of after one has observed the first outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the...
F. Aparicio, V. Gómez (2008)
Boletín de Estadística e Investigación Operativa. BEIO
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