A contractive property in finite state Markov chains
A correction to “Some mean convergence and complete convergence theorems for sequences of -linearly negative quadrant dependent random variables”
The authors provide a correction to “Some mean convergence and complete convergence theorems for sequences of -linearly negative quadrant dependent random variables”.
A Cramér type theorem for weighted random variables.
A deviation inequality for non-reversible Markov processes
A discrete stochastic Korovkin theorem.
A functional approach for random walks in random sceneries.
A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods.
A functional central limit theorem for martingales in C(K) and its application to sequential estimates.
A functional combinatorial central limit theorem.
A functional hungarian construction for sums of independent random variables
A functional limit theorem for a 2D-random walk with dependent marginals.
A gaussian sheet connected to symmetric Markov chains
A general law of complete moment convergence for self-normalized sums.
A general method to obtain the rate of convergence in the strong law of large numbers.
A general version of delta theorem
A generalization of the global limit theorems of R. P. Agnew.
A generalization of the individual ergodic theorem
A generalized mean-reverting equation and applications
Consider a mean-reverting equation, generalized in the sense it is driven by a 1-dimensional centered Gaussian process with Hölder continuous paths on [0,T] (T> 0). Taking that equation in rough paths sense only gives local existence of the solution because the non-explosion condition is not satisfied in general. Under natural assumptions, by using specific methods, we show the global existence and uniqueness of the solution, its integrability, the continuity and differentiability of the...
A Geometric Appraoch to Finite Sample and Large Deviation Properties in Two-Way ANOVA with Spherically Distributed Error Vectors.
A geometric approach to measuring dependence between random vectors