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
A central limit theorem for piecewise convex transformations of the unit interval
A central limit theorem for processes generated by a family of transformations [Book]
A central limit theorem for random fields.
A central limit theorem for random walks in random labyrinths
A central limit theorem for sums of a random number of independent random variables
A central limit theorem for the asymmetric simple exclusion process
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
We derive a central limit theorem for triangular arrays of possibly nonstationary random variables satisfying a condition of weak dependence in the sense of Doukhan and Louhichi [Stoch. Proc. Appl. 84 (1999) 313–342]. The proof uses a new variant of the Lindeberg method: the behavior of the partial sums is compared to that of partial sums of dependent Gaussian random variables. We also discuss a few applications in statistics which show that our central limit theorem is tailor-made for statistics...
A central limit theorem for two-dimensional random walks in a cone
We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is regularly varying. This condition is satisfied in many natural examples.
A central limit theorem for weighted averages of spins in the high temperature region of the Sherrington-Kirkpatrick model.
A central limit theorem on the space of positive definite symmetric matrices
A central limit theorem is proved on the space of positive definite symmetric matrices. To do this, some natural analogs of the mean and dispersion on are defined and investigated. One uses a Taylor expansion of the spherical functions on .
A chain of inequalities for some types of multivariate distributions, with nine special cases
A Characterisation of Chebyshev-Cramer Expansions.
A characterisation of the closure of in