A monotonicity result for hard-core and Widom-Rowlinson models on certain -dimensional lattices.
A multidimensional singular stochastic control problem on a finite time horizon
A singular stochastic control problem in n dimensions with timedependent coefficients on a finite time horizon is considered. We show that the value function for this problem is a generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. Moreover, we prove that an optimal control exists and is unique
A Multiparameter Strongly Superadditive Ergodic Theorem.
A multiparameter variant of the Salem-Zygmund central limit theorem on lacunary trigonometric series
We prove the central limit theorem for the multisequence where , are reals, are partially hyperbolic commuting s × s matrices, and x is a uniformly distributed random variable in . The main tool is the S-unit theorem.
A multiplier characterization of analytic UMD spaces
A multiplier theorem for Fourier series in several variables
We define a new type of multiplier operators on , where is the N-dimensional torus, and use tangent sequences from probability theory to prove that the operator norms of these multipliers are independent of the dimension N. Our construction is motivated by the conjugate function operator on , to which the theorem applies as a particular example.
A multivariate version of Hoeffding's inequality.
A natural derivative on [0, n] and a binomial Poincaré inequality
We consider probability measures supported on a finite discrete interval [0, n]. We introduce a new finite difference operator ∇n, defined as a linear combination of left and right finite differences. We show that this operator ∇n plays a key role in a new Poincaré (spectral gap) inequality with respect to binomial weights, with the orthogonal Krawtchouk polynomials acting as eigenfunctions of the relevant operator. We briefly discuss the relationship of this operator to the problem of optimal transport...
A Nearly Degenerate Random Variable Occurring in an Occupancy Problem.
A necessary and sufficient condition for the -coalescent to come down from the infinity.
A new approach to the analysis of a discrete round-robin queue
We identify the regions of parameters of the arriving stream in which the ergodic, critical, or supercritical properties of the branching chain are established.
A new approach to time-dependent queueing problem with arrivals having random memory
A new characterization of geometric distribution
A characterization of geometric distribution is given, which is based on the ratio of the real and imaginary part of the characteristic function.
A New Class of Unbalanced Haar Wavelets That Form an Unconditional Basis for L... on General Measure Spaces.
A new family of compound lifetime distributions
In this paper, we introduce a general family of continuous lifetime distributions by compounding any continuous distribution and the Poisson-Lindley distribution. It is more flexible than several recently introduced lifetime distributions. The failure rate functions of our family can be increasing, decreasing, bathtub shaped and unimodal shaped. Several properties of this family are investigated including shape characteristics of the probability density, moments, order statistics, (reversed) residual...
A new family of Markov branching trees: the alpha-gamma model.
A new family of trivariate proper quasi-copulas
In this paper, we provide a new family of trivariate proper quasi-copulas. As an application, we show that – the best-possible lower bound for the set of trivariate quasi-copulas (and copulas) – is the limit member of this family, showing how the mass of is distributed on the plane of in an easy manner, and providing the generalization of this result to dimensions.
A new inequality for superdiffusions and its applications to nonlinear differential equations.
A new intrinsic construction of the gaussian measure in ; with application
A New Isoperimetric Inequality for Product Measure and the Tails of Sums of Independent Variables.