On the detection of a finite binary sequence in the presence of an interfering binary sequence
On the “Dicke-Fix” detection of finite binary phase keyed sequences
On the difference between the product and the convolution product of distribution functions.
On the Dirichlet Problem at Infinity for Manifolds of Nonpositive Curvature.
On the discrete wavelet transform of stochastic processes.
On the distance between ⟨X⟩ and in the space of continuous BMO-martingales
Let X = (Xₜ,ℱₜ) be a continuous BMO-martingale, that is, , where the supremum is taken over all stopping times T. Define the critical exponent b(X) by , where the supremum is taken over all stopping times T. Consider the continuous martingale q(X) defined by . We use q(X) to characterize the distance between ⟨X⟩ and the class of all bounded martingales in the space of continuous BMO-martingales, and we show that the inequalities hold for every continuous BMO-martingale X.
On the distribution density of the supremum of a random walk in the subexponential case.
On the distribution of random walk local time
On the distribution of the supremum for stochastic processes
On the distributions of norms of weighted quantile processes
On the domination of a random walk on a discrete cylinder by random interlacements.
On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
On the equivalence of some eternal additive coalescents
In this paper, we study additive coalescents. Using their representation as fragmentation processes, we prove that the law of a large class of eternal additive coalescents is absolutely continuous with respect to the law of the standard additive coalescent on any bounded time interval.
On the equivalence of two methods for interpolation
On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distribution.
On the existence of a class of stationary quantum stochastic processes
On the existence of continuous modifications of vector-valued random fields.
On the existence of recurrent extensions of self-similar Markov processes.
On the explosion of the local times along lines of brownian sheet
On the exponential Orlicz norms of stopped Brownian motion
Necessary and sufficient conditions are found for the exponential Orlicz norm (generated by with 0 < p ≤ 2) of or to be finite, where is a standard Brownian motion and τ is a stopping time for B. The conditions are in terms of the moments of the stopping time τ. For instance, we find that as soon as for some constant C > 0 as k → ∞ (or equivalently ). In particular, if τ ∼ Exp(λ) or then the last condition is satisfied, and we obtain with some universal constant K > 0....