Fluctuations of the empirical entropies of a chain of infinite order.
Fluctuations of the quenched mean of a planar random walk in an i.i.d. Random environment with forbidden direction.
Fluid limits for the queue length of jobs in multiserver open queueing networks
The object of this research in the queueing theory is a theorem about the Strong-Law-of-Large-Numbers (SLLN) under the conditions of heavy traffic in a multiserver open queueing network. SLLN is known as a fluid limit or fluid approximation. In this work, we prove that the long-term average rate of growth of the queue length process of a multiserver open queueing network under heavy traffic strongly converges to a particular vector of rates. SLLN is proved for the values of an important probabilistic...
Flux moyen d'un courant électrique dans un réseau aléatoire stationnaire de résistances
Fonctions harmoniques pour un opérateur de transition et applications
Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes
Fractional Brownian motion and the Markov property.
Fractional multiplicative processes
Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the b-adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/b. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each H∈(0, 1) the martingale (Bn)n≥1 obtained when the weights take the values −b−H...
Fractions continues multidimensionnelles et lois stables
Frequent points for random walks in two dimensions.
Functional central limit theorems for seeds in a linear birth and growth model
A problem of heredity of mixing properties (α-mixing, β-mixing and ρ-mixing) from a stationary point process on ℝ × ℝ₊ to a sequence of some of its points called 'seeds' is considered. Next, using the mixing properties, several versions of functional central limit theorems for the distances between seeds and the process of the number of seeds are obtained.
Functional CLT for random walk among bounded random conductances.
Functional laws of the iterated logarithm for local times of recurrent random walks on
Functional Space C (ω), C 0 (ω)
In this article, first we give a definition of a functional space which is constructed from all complex-valued continuous functions defined on a compact topological space. We prove that this functional space is a Banach algebra. Next, we give a definition of a function space which is constructed from all complex-valued continuous functions with bounded support. We also prove that this function space is a complex normed space.
Functionals of spatial point processes having a density with respect to the Poisson process
-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Itô chaos expansion. In the second half we obtain more explicit results for a system of -statistics of some parametric models in stochastic geometry. In the logarithmic form functionals are connected to Gibbs models. There is an inequality between moments of Poisson...
Further Results on Asymptotic Normality II.
Further results on laws of large numbers for uncertain random variables
The uncertainty theory was founded by Baoding Liu to characterize uncertainty information represented by humans. Basing on uncertainty theory, Yuhan Liu created chance theory to describe the complex phenomenon, in which human uncertainty and random phenomenon coexist. In this paper, our aim is to derive some laws of large numbers (LLNs) for uncertain random variables. The first theorem proved the Etemadi type LLN for uncertain random variables being functions of pairwise independent and identically...
Further study on complete convergence for weighted sums of arrays of rowwise asymptotically almost negatively associated random variables
In this paper, the authors further studied the complete convergence for weighted sums of arrays of rowwise asymptotically almost negatively associated (AANA) random variables with non-identical distribution under some mild moment conditions. As an application, the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of AANA random variables is obtained. The results not only generalize the corresponding ones of Wang et al. [19], but also partially improve the corresponding ones...
Gaussian Approximation of Moments of Sums of Independent Random Variables
We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.
Gaussian approximation to the partial sum processes of moving averages.