Tail estimates for the Brownian excursion area and other Brownian areas.
Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable
We give a sufficient condition for a non-negative random variable to be of Pareto type by investigating the Laplace-Stieltjes transform of the cumulative distribution function. We focus on the relation between the singularity at the real point of the axis of convergence and the asymptotic decay of the tail probability. For the proof of our theorems, we apply Graham-Vaaler’s complex Tauberian theorem. As an application of our theorems, we consider the asymptotic decay of the stationary distribution...
Technical comment. A problem on Markov chains
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Technical comment. A problem on Markov chains
A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.
Techniques biharmoniques pour l'étude du mouvement brownien de P. Lévy à trois paramètres
Techniques de couplage en fiabilité
Telegraph models of financial markets.
Temps d'arrêt algébriquement prévisibles
Temps local du produit et du sup de deux semimartingales
Temps local et balayage des semimartingales
Temps local et superchamp
Temps locaux d'intersection et points multiples des processus de Lévy
Temps locaux et intégration stochastique pour les processus de Dirichlet
Temps locaux et l'intégrale d'aire de Lusin
Temps locaux pour les ensembles régénératifs
Tesselation of a triangle by repeated barycentric subdivision.
Test for submodel in Gibbs-Markov binary random sequence
The advantage of capitalism vs. socialism depends on the criterion.
The analytic fixed point function. II.
The approximate Euler method for Lévy driven stochastic differential equations