Note sur les processus d'Ornstein-Uhlenbeck
Note sur l'exposé précédent
Notes on dependence with complete connections
Nouveaux résultats sur le grossissement des tribus
Nuevos modelos de distribuciones de extremos basados en aproximaciones en las ramas.
En este trabajo se presenta una metodología que permite clasificar funciones de distribución absolutamente continuas unidimensionales atendiendo a sus ramas. La idea básica es que, en las ramas la función de distribución difiere en un infinitésimo del valor uno o cero dependiendo de la rama de interés. La principal ventaja de esta clasificación es su aplicación a la teoría de distribuciones de extremos. En esta línea se obtienen nuevas familias de distribuciones de extremos. Entre ellas, las clásicas...
Number of real roots of a random trigonometric polynomial.
Number theory, balls in boxes, and the asymptotic uniqueness of maximal discrete order statistics.
Number variance from a probabilistic perspective: infinite systems of independent Brownian motions and symmetric -stable processes.
Numerical results for the Metropolis algorithm.
Numerical solution of a stochastic model of a ball-type vibration absorber
The mathematical model of a ball-type vibration absorber represents a non-linear differential system which includes non-holonomic constraints. When a random ambient excitation is taken into account, the system has to be treated as a stochastic deferential equation. Depending on the level of simplification, an analytical solution is not practicable and numerical solution procedures have to be applied. The contribution presents a simple stochastic analysis of a particular resonance effect which can...
Oblique derivative problems and invariant measures
Occupation times of branching systems with initial inhomogeneous Poisson states and related superprocesses.
Occupation times of Lévy processes as quadratic variations
On a certain class of nonstationary sequences in Hilbert space.
On a characteristic property of the asymptotic rate
On a characterization of orthogonality with respect to particular sequences of random variables in
This note deals with the orthogonality between sequences of random variables. The main idea of the note is to apply the results on equidistant systems of points in a Hilbert space to the case of the space of real square integrable random variables. The main result gives a necessary and sufficient condition for a particular sequence of random variables (elements of which are taken from sets of equidistant elements of ) to be orthogonal to some other sequence in . The result obtained is interesting...
On a class of discrete generation interacting particle systems.
On a class of estimators in a multivariate RCA(1) model
This work deals with a multivariate random coefficient autoregressive model (RCA) of the first order. A class of modified least-squares estimators of the parameters of the model, originally proposed by Schick for univariate first-order RCA models, is studied under more general conditions. Asymptotic behavior of such estimators is explored, and a lower bound for the asymptotic variance matrix of the estimator of the mean of random coefficient is established. Finite sample properties are demonstrated...
On a class of linear models.
This paper is concerned with classification criteria, asymptotic behaviour and stationarity of a non-Markovian model with linear transition rule, called a linear OM-chain. This problems are solved by making use of the structure of the stochastic matrix appearing in the definition of such a model. The model studied includes as special cases the Markovian model as well as the linear learning model, and has applications in psychological and biological research, in control theory, and in adaptation...
On a Class of Markov Processes in Hilbert Space.