Almost-sure path properties of fractional brownian sheet
Alphabet-oriented and user-oriented source coding theories
Alpha-stable branching and beta-coalescents.
Amarts of finite order and Pettis Cauchy sequences of Bochner integrable functions in locally convex spaces
Amenability of linear-activity automaton groups
We prove that every linear-activity automaton group is amenable. The proof is based on showing that a random walk on a specially constructed degree 1 automaton group – the mother group – has asymptotic entropy 0. Our result answers an open question by Nekrashevych in the Kourovka notebook, and gives a partial answer to a question of Sidki.
Amenability, unimodularity, and the spectral radius of random walks on finite graphs.
American prices embedded in european prices
Amplitude du mouvement Brownien et juxtaposition des excursions positives et négatives
An Addendum to "Past and Future"
An algebraic approach to Pólya processes
Pólya processes are natural generalizations of Pólya–Eggenberger urn models. This article presents a new approach of their asymptotic behaviour via moments, based on the spectral decomposition of a suitable finite difference transition operator on polynomial functions. Especially, it provides new results for large processes (a Pólya process is called small when 1 is a simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part ≤1/2; otherwise, it is called large).
An almost sure central limit theorem for independent random variables
An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences.
An almost sure limit theorem for -mixing random fields.
An alternative proof of a theorem of Aldous concerning convergence in distribution for martingales
An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes
P. Samek and D. Volný, in the paper ``Uniqueness of a martingale-coboundary decomposition of a stationary processes" (1992), showed the uniqueness of martingale-coboundary decomposition of strictly stationary processes. The original proof is given by reducing the problem to the ergodic case. In this note we give another proof without such reduction.
An analog of Wald's identity for random walks with infinite mean.
An application of multivariate total positivity to peacocks
We use multivariate total positivity theory to exhibit new families of peacocks. As the authors of [F. Hirsch, C. Profeta, B. Roynette and M. Yor, Peacocks and associated martingales vol. 3. Bocconi-Springer (2011)], our guiding example is the result of Carr−Ewald−Xiao [P. Carr, C.-O. Ewald and Y. Xiao, Finance Res. Lett. 5 (2008) 162–171]. We shall introduce the notion of strong conditional monotonicity. This concept is strictly more restrictive than the conditional monotonicity as defined in [F....
An application of nonprarametric Cox regression model in reliability analysis: a case study
The contribution deals with an application of the nonparametric version of Cox regression model to the analysis and modeling of the failure rate of technical devices. The objective is to recall the method of statistical analysis of such a model, to adapt it to the real–case study, and in such a way to demonstrate the flexibility of the Cox model. The goodness-of-fit of the model is tested, too, with the aid of the graphical test procedure based on generalized residuals.
An application of the nonselfadjoint operators theory in the study of stochastic processes.
An Application of the Renewal Theoretic Selection Principle: The First Divisible Sum.