Finely harmonic morphisms, Brownian path preserving functions and conformal martingales.
Finitarily Bernoulli factors are dense
It is not known if every finitary factor of a Bernoulli scheme is finitarily isomorphic to a Bernoulli scheme (is finitarily Bernoulli). In this paper, for any Bernoulli scheme X, we define a metric on the finitary factor maps from X. We show that for any finitary map f: X → Y, there exists a sequence of finitary maps fₙ: X → Y(n) that converges to f, where each Y(n) is finitarily Bernoulli. Thus, the maps to finitarily Bernoulli factors are dense. Let (X(n)) be a sequence of Bernoulli schemes such...
Finite return times for measure-preserving transformations.
Finite row-column exchangeable arrays.
Finite row-column exchangeable arrays
We generalize well known results about the extendibility of finite exchangeable sequences and provide necessary conditions for finite and infinite extendibility of a finite row-column exchangeable array. These conditions depend in a simple way on the correlation matrix of the array.
Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case
Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of , where , i = 1,...,n, are independent fractional Brownian motions with Hurst parameters and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of .
Finite utility on financial markets with asymmetric information and structure properties of the price dynamics
Finitely polynomially determined Lévy processes.
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation .
First hitting times of simple random walks on graphs with congestion points.
First occurrence time of a large density fluctuation for a system of independent random walks
First order calculus and last entrance times
First-order autoregressive processes with time-dependent random parameters
Fixed points of the smoothing transform: the boundary case.
Flot mélangeant et mesures de Palm
Flots browniens isotropes sur la sphère
Flows in Networks and Hausdorff Measures Associated. Applications to Fractal Sets in Euclidian Space
Fluctuations of the front in a stochastic combustion model
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...
Fonction maximale et variation quadratique des martingales en présence d'un poids