A note on local asymptotic behavior for Brownian motion in Banach spaces.
A note on martingale transforms and -weights
A note on occupation times of stationary processes.
A note on one-dimensional stochastic equations
We consider the stochastic equation where is a one-dimensional Brownian motion, is the initial value, and is a time-dependent diffusion coefficient. While the existence of solutions is well-studied for only measurable diffusion coefficients , beyond the homogeneous case there is no general result on the uniqueness in law of the solution. The purpose of the present note is to give conditions on ensuring the existence as well as the uniqueness in law of the solution.
A note on prediction for discrete time series
Let be a stationary and ergodic time series taking values from a finite or countably infinite set and that is a function of the process with finite second moment. Assume that the distribution of the process is otherwise unknown. We construct a sequence of stopping times along which we will be able to estimate the conditional expectation from the observations in a point wise consistent way for a restricted class of stationary and ergodic finite or countably infinite alphabet time series...
A Note on Reliability Properties of K-Record Statistics.
A note on stochastic integration with respect to optional semimartingales.
A note on strong convergence of sums of dependent random variables.
A note on the asymptotic independence of maximum and minimum of stationary sequences with extremal index
A note on the characterization ofsome minification processes
We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al
A note on the convergence of quantizers.
A note on the distributions of the maximum of linear Bernoulli processes.
A note on the energy inequalities for increasing processes
A note on the enumeration of diffusion walks in the first octant by their number of contacts with the diagonal.
A note on the existence of Gibbs marked point processes with applications in stochastic geometry
This paper generalizes a recent existence result for infinite-volume marked Gibbs point processes. We try to use the existence theorem for two models from stochastic geometry. First, we show the existence of Gibbs facet processes in with repulsive interactions. We also prove that the finite-volume Gibbs facet processes with attractive interactions need not exist. Afterwards, we study Gibbs-Laguerre tessellations of . The mentioned existence result cannot be used, since one of its assumptions...
A note on the good lambda inequalities
A note on the invariance principle of the product of sums of random variables.
A note on the martingale central limit theorem
A note on the martingale inequality.
A note on the rate of complete convergence for maximums of partial sums for moving average processes in Rademacher type Banach spaces.