Improvement of the non-uniform version of Berry-Esseen inequality via Paditz-Siganov theorems.
Independence of time and position for a random walk.
Indifference valuation in incomplete binomial models
The indifference valuation problem in incomplete binomial models is analyzed. The model is more general than the ones studied so far, because the stochastic factor, which generates the market incompleteness, may affect the transition propabilities and/or the values of the traded asset as well as the claim’s payoff. Two pricing algorithms are constructed which use, respectively, the minimal martingale and the minimal entropy measures. We study in detail the interplay among the different kinds of...
Inequalities for the moments and distribution of the ladder height of a random walk.
Information recovery from randomly mixed-up message text.
Intégrabilité des temps de renouvellement des files d'attente et applications
Integro-local and integral theorems for sums of random variables with semiexponential distributions.
Interacting random walk in a dynamical random environment. II. Environment from the point of view of the particle
Interacting random walk in a dynamical random environment. I. Decay of correlations
Invariance principle in a bilinear model with weak nonlinearity.
Irreducible compositions and the first return to the origin of a random walk.
Isotropic random walks on affine buildings
In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible type. This generalises results of Cartwright and Woess where buildings are studied, Lindlbauer and Voit where buildings are studied, and Sawyer where homogeneous trees are studied (these are buildings).