All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 22 Next

Displaying 421 – 440 of 589

Showing per page

Renewal Processes of Mittag-Leffler and Wright Type

Mainardi, Francesco, Gorenflo, Rudolf, Vivoli, Alessandro (2005)

Fractional Calculus and Applied Analysis

2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each other, furthermore consider corresponding...

Repeated games with asymmetric information modeling financial markets with two risky assets

Victoria Kreps, Victor Domansky (2013)

RAIRO - Operations Research - Recherche Opérationnelle

We consider multistage bidding models where two types of risky assets (shares) are traded between two agents that have different information on the liquidation prices of traded assets. These prices are random integer variables that are determined by the initial chance move according to a probability distribution p over the two-dimensional integer lattice that is known to both players. Player 1 is informed on the prices of both types of shares, but Player 2 is not. The bids may take any integer values....

Representation formulae for (C₀) m-parameter operator semigroups

Mi Zhou, George A. Anastassiou (1996)

Annales Polonici Mathematici

Some general representation formulae for (C₀) m-parameter operator semigroups with rates of convergence are obtained by the probabilistic approach and multiplier enlargement method. These cover all known representation formulae for (C₀) one- and m-parameter operator semigroups as special cases. When we consider special semigroups we recover well-known convergence theorems for multivariate approximation operators.

Scaling of a random walk on a supercritical contact process

F. den Hollander, R. S. dos Santos (2014)

Annales de l'I.H.P. Probabilités et statistiques

We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk...

Sequences of independent identically distributed functions in rearrangement invariant spaces

S. V. Astashkin, F. A. Sukochev (2008)

Banach Center Publications

A new set of sufficient conditions under which every sequence of independent identically distributed functions from a rearrangement invariant (r.i.) space on [0,1] spans there a Hilbertian subspace are given. We apply these results to resolve open problems of N. L. Carothers and S. L. Dilworth, and of M. Sh. Braverman, concerning such sequences in concrete r.i. spaces.

Shao's theorem on the maximum of standardized random walk increments for multidimensional arrays

Zakhar Kabluchko, Axel Munk (2009)

ESAIM: Probability and Statistics

We generalize a theorem of Shao [Proc. Amer. Math. Soc.123 (1995) 575–582] on the almost-sure limiting behavior of the maximum of standardized random walk increments to multidimensional arrays of i.i.d. random variables. The main difficulty is the absence of an appropriate strong approximation result in the multidimensional setting. The multiscale statistic under consideration was used recently for the selection of the regularization parameter in a number of statistical algorithms as well as...

Slowdown estimates for ballistic random walk in random environment

Noam Berger (2012)

Journal of the European Mathematical Society

We consider models of random walk in uniformly elliptic i.i.d. random environment in dimension greater than or equal to 4, satisfying a condition slightly weaker than the ballisticity condition ( T ' ) . We show that for every ϵ > 0 and n large enough, the annealed probability of linear slowdown is bounded from above by exp ( - ( log n ) d - ϵ ) . This bound almost matches the known lower bound of exp ( - C ( log n ) d ) , and significantly improves previously known upper bounds. As a corollary we provide almost sharp estimates for the quenched probability...

Currently displaying 421 – 440 of 589