On a model for the storage of files on a hardware: statistics at a fixed time and asymptotic regimes.
On a new Wiener-Hopf factorization by Alili and Doney
On a non symmetric operation for two-parameter martingales
On a non-linear semi-group associated with stochastic optimal control and its excessive majorant
On a probability problem connected with railway traffic.
On a problem of J. Schnitzer
On a relation between norms of the maximal function and the square function of a martingale
Let Ω be a nonatomic probability space, let X be a Banach function space over Ω, and let ℳ be the collection of all martingales on Ω. For , let Mf and Sf denote the maximal function and the square function of f, respectively. We give some necessary and sufficient conditions for X to have the property that if f, g ∈ ℳ and , then , where C is a constant independent of f and g.
On a role of predictor in the filtering stability.
On a. s. convergence of classes of multivalued asymptotic martingales
On a SDE driven by a fractional Brownian motion and with monotone drift.
On a Sobolev type inequality and its applications
Assume ||·|| is a norm on ℝⁿ and ||·||⁎ its dual. Consider the closed ball , r > 0. Suppose φ is an Orlicz function and ψ its conjugate. We prove that for arbitrary A,B > 0 and for each Lipschitz function f on T, , where |·| is the Lebesgue measure on ℝⁿ. This is a strengthening of the Sobolev inequality obtained by M. Talagrand. We use this inequality to state, for a given concave, strictly increasing function η: ℝ₊ → ℝ with η(0) = 0, a necessary and sufficient condition on φ so that each...
On a stopped brownian motion formula of H. M. Taylor
On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields *
Many statistical applications require establishing central limit theorems for sums/integrals or for quadratic forms , where Xt is a stationary process. A particularly important case is that of Appell polynomials h(Xt) = Pm(Xt), h(Xt,Xs) = Pm,n (Xt,Xs), since the “Appell expansion rank" determines typically the type of central limit theorem satisfied by the functionals ST(h), QT(h). We review and extend here to multidimensional indices, along lines conjectured in [F. Avram and M.S. Taqqu,...
On a theorem in multi-parameter potential theory.
On absolute continuity and singularity of probability measures
On absorption probabilities for a random walk between two different barriers
On adaptive control of Markov processes
On almost sure convergence of vector valued pramarts and multivalued pramarts.
On almost sure convergence without the Radon-Nikodym property.
On an estimation problem for type I censored spatial Poisson processes
In this paper we consider the problem of estimating the intensity of a spatial homogeneous Poisson process if a part of the observations (quadrat counts) is censored. The actual problem has occurred during a court case when one of the authors was a referee for the defense.