Moderate deviations of empirical periodogram and non-linear functionals of moving average processes
Moderate Growth and Random Walk on Finite Groups.
Modifications : “Some invariance properties (of the laws) of Ocone's martingales”
Modules de continuité des trajectoires de processus gaussiens
Moment estimates for Lev́y processes.
Moment estimation methods for stationary spatial Cox processes - A comparison
In the present paper we consider the problem of fitting parametric spatial Cox point process models. We concentrate on the moment estimation methods based on the second order characteristics of the point process in question. These methods represent a simulation-free faster-to-compute alternative to the computationally intense maximum likelihood estimation. We give an overview of the available methods, discuss their properties and applicability. Further we present results of a simulation study in...
Moment functions and laws of large numbers on hypergroups.
Moment identities for Skorohod integrals on the Wiener space and applications.
Moment inequalities for sums of certain independent symmetric random variables
This paper gives upper and lower bounds for moments of sums of independent random variables which satisfy the condition , where are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.
Moment Inequality for the Martingale Square Function
Consider the sequence of positive numbers defined by C₁ = 1 and , n = 1,2,.... Let M be a real-valued martingale and let S(M) denote its square function. We establish the bound |Mₙ|≤ Cₙ Sₙ(M), n=1,2,..., and show that for each n, the constant Cₙ is the best possible.
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
We study higher-order moment measures of heavy-tailed renewal models, including a renewal point process with heavy-tailed inter-renewal distribution and its continuous analog, the occupation measure of a heavy-tailed Lévy subordinator. Our results reveal that the asymptotic structure of such moment measures are given by explicit power-law density functions. The same power-law densities appear naturally as cumulant measures of certain Poisson and Gaussian stochastic integrals. This correspondence...
Moments of an amplitude process in a random walk and approximations : computations and applications
Moments of gamma type and the Brownian supremum process area.
Moments of last exit times for Lévy processes
Moments of passage times for Lévy processes
Moments of probability measures on a group.
Moments of some random functionals
The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.
Moments of stochastic processes governed by Poisson random measures
Monotonic rearrangements of functions with small mean oscillation
We obtain sharp bounds for the monotonic rearrangement operator from "dyadic-type" classes to "continuous" ones; in particular, for the BMO space and Muckenhoupt classes. The idea is to connect the problem with a simple geometric construction named α-extension.
Monotonicity of certain functionals under rearrangement
We show here that a wide class of integral inequalities concerning functions on can be obtained by purely combinatorial methods. More precisely, we obtain modulus of continuity or other high order norm estimates for functions satisfying conditions of the type where and are monotone increasing functions of .Several applications are also derived. In particular these methods are shown to yield a new condition for path continuity of general stochastic processes