Jack deformations of Plancherel measures and traceless Gaussian random matrices.
Jacobi elliptic functions and change of variable in a convolution.
Jacobi radial stable processes
Je lepšie hrať ruletu alebo blackjack?
Jeux infinis avec information complète et temps d'arrêt
Joint continuity and a Doob-Meyer type decomposition for renormalized intersection local times
Joint continuity of renormalized intersection local times
Joint continuity of the local times of fractional brownian sheets
Let BH={BH(t), t∈ℝ+N} be an (N, d)-fractional brownian sheet with index H=(H1, …, HN)∈(0, 1)N defined by BH(t)=(BH1(t), …, BHd(t)) (t∈ℝ+N), where BH1, …, BHd are independent copies of a real-valued fractional brownian sheet B0H. We prove that if d<∑ℓ=1NHℓ−1, then the local times of BH are jointly continuous. This verifies a conjecture of Xiao and Zhang (Probab. Theory Related Fields124 (2002)). We also establish sharp local and global Hölder conditions for the local times of BH. These results...
Joint Convergence of Conditional Expectations.
Joint distribution of the busy and idle periods of a discrete modified queue
For a discrete modified queue, , where the service times of all customers served during any busy period are independent random variables with not necessarily identical distribution functions, the joint distribution of the busy period, the subsequent idle period and the number of customers served during the busy period is derived. The formulae presented are in a convenient form for practical use. The paper is a continuation of [5], where the discrete modified queue has been studied.
Joint distribution of the number of customers in the queue and the number of batches served at time within a busy period
Joint distribution of waiting time and queue size for single server queues [Book]
Joint weak hazard rate order under non-symmetric copulas
A weak version of the joint hazard rate order, useful to stochastically compare not independent random variables, has been recently defined and studied in [4]. In the present paper, further results on this order are proved and discussed. In particular, some statements dealing with the relationships between the jointweak hazard rate order and other stochastic orders are generalized to the case of non symmetric copulas, and its relations with some multivariate aging notions (studied in [2]) are presented....
Joseph Bertrand's lectures of calculus of probability. “The laws of chance". (Les leçons de calcul des probabilités de Joseph Bertrand. “Les lois du hasard”.)
Józef Marcinkiewicz (1910-1940) - on the centenary of his birth
Józef Marcinkiewicz’s (1910-1940) name is not known by many people, except maybe a small group of mathematicians, although his influence on the analysis and probability theory of the twentieth century was enormous. This survey of his life and work is in honour of the anniversary of his birth and anniversary of his death. The discussion is divided into two periods of Marcinkiewicz’s life. First, 1910-1933, that is, from his birth to his graduation from the University of Stefan Batory in Vilnius,...
Józef Marcinkiewicz: analysis and probability
We briefly review Marcinkiewicz's work, on analysis, on probability, and on the interplay between the two. Our emphasis is on the continuing vitality of Marcinkiewicz's work, as evidenced by its influence on the standard works. What is striking is how many of the themes that Marcinkiewicz studied (alone, or with Zygmund) are very much alive today. What this demonstrates is that Marcinkiewicz and Zygmund, as well as having extraordinary mathematical ability, also had excellent mathematical taste.
Jucys-Murphy element and walks on modified Young graph
Biane found out that irreducible decomposition of some representations of the symmetric group admits concentration at specific isotypic components in an appropriate large n scaling limit. This deepened the result on the limit shape of Young diagrams due to Vershik-Kerov and Logan-Shepp in a wider framework. In particular, it is remarkable that asymptotic behavior of the Littlewood-Richardson coefficients in this regime was characterized in terms of an operation in free probability of Voiculescu....
Julia lines of general random Dirichlet series
In this paper, we consider a random entire function defined by a random Dirichlet series where are independent and complex valued variables, . We prove that under natural conditions, for some random entire functions of order zero almost surely every horizontal line is a Julia line without an exceptional value. The result improve a theorem of J. R. Yu: Julia lines of random Dirichlet series. Bull. Sci. Math. 128 (2004), 341–353, by relaxing condition on the distribution of for such function...
Jump processes and diffusions in relativistic stochastic mechanics
Jump processes, ℒ-harmonic functions, continuity estimates and the Feller property
Given a family of Lévy measures ν={ν(x, ⋅)}x∈ℝd, the present work deals with the regularity of harmonic functions and the Feller property of corresponding jump processes. The main aim is to establish continuity estimates for harmonic functions under weak assumptions on the family ν. Different from previous contributions the method covers cases where lower bounds on the probability of hitting small sets degenerate.