New continuity estimates of geometric sums.
New variance ratio tests to identify random walk from the general mean reversion model.
Noncolliding Brownian motions and Harish-Chandra formula.
Non-perturbative approach to random walk in Markovian environment.
Norm convergence of random walks on compact hypergroups.
Numerical results for the Metropolis algorithm.
On a characterization of orthogonality with respect to particular sequences of random variables in
This note deals with the orthogonality between sequences of random variables. The main idea of the note is to apply the results on equidistant systems of points in a Hilbert space to the case of the space of real square integrable random variables. The main result gives a necessary and sufficient condition for a particular sequence of random variables (elements of which are taken from sets of equidistant elements of ) to be orthogonal to some other sequence in . The result obtained is interesting...
On a formula of Pollaczek and Spitzer
On a gambler's ruin problem
On a new Wiener-Hopf factorization by Alili and Doney
On a probability problem connected with railway traffic.
On a problem of J. Schnitzer
On absorption probabilities for a random walk between two different barriers
On an oscillating random walk
On analytic continuation of summability transforms.
On asymptotic behaviors and convergence rates related to weak limiting distributions of geometric random sums
Geometric random sums arise in various applied problems like physics, biology, economics, risk processes, stochastic finance, queuing theory, reliability models, regenerative models, etc. Their asymptotic behaviors with convergence rates become a big subject of interest. The main purpose of this paper is to study the asymptotic behaviors of normalized geometric random sums of independent and identically distributed random variables via Gnedenko's Transfer Theorem. Moreover, using the Zolotarev probability...
On Banach spaces containing . A supplement to the paper by J.Hoffman-Jørgensen “Sums of independent Banach space valued random variables”
On Billard's Theorem for Random Fourier Series
We show that Billard's theorem on a.s. uniform convergence of random Fourier series with independent symmetric coefficients is not true when the coefficients are only assumed to be centered independent. We give some necessary or sufficient conditions to ensure the validity of Billard's theorem in the centered case.
On concentrated probabilities
Let G be a locally compact Polish group with an invariant metric. We provide sufficient and necessary conditions for the existence of a compact set A ⊆ G and a sequence such that for all n. It is noticed that such measures μ form a meager subset of all probabilities on G in the weak measure topology. If for some k the convolution power has nontrivial absolutely continuous component then a similar characterization is obtained for any locally compact, σ-compact, unimodular, Hausdorff topological...
On domains of attraction of record value distributions