Extended piecewise Markov processes in discrete time
Fluctuations of the empirical entropies of a chain of infinite order.
Introduction à une formulation stochastique d'une réaction magnétocatalytique
Iteration of random-valued functions on the unit interval
Laws of the iterated logarithm for -time Brownian motion.
Lifetime asymptotics of iterated Brownian motion in
Let be the first exit time of iterated Brownian motion from a domain started at and let be its distribution. In this paper we establish the exact asymptotics of over bounded domains as an improvement of the results in DeBlassie (2004) [DeBlassie, Ann. Appl. Prob.14 (2004) 1529–1558] and Nane (2006) [Nane, Stochastic Processes Appl.116 (2006) 905–916], for where . Here λD is the first eigenvalue of the Dirichlet Laplacian in D, and ψ is the eigenfunction corresponding...
Minimal cyclic random motion in and hyper-Bessel functions
Multifractal analysis of infinite products of stationary jump processes.
Note on type II counter problem
In the paper the authors investigate the explicit form of the joint Laplace transform of the distances between two subsequent moments f particle registrations by the Type II counter (the counter with prolonged dead time), in the general case, and the generating function of the number of particles arriving during the dead time. They give explicit solutions to the complicated integral equations obtained by L. Takács and R. Pyke, respectively. Moreover, they study the geometric behaviour of the distribution...
On a Gauss-Kuzmin type problem for piecewise fractional linear maps with explicit invariant measure.
On applications of Little's formula.
On convex stochastic processes.
On geometric-optical projection of spatial particle size distribution
On logarithmic information in point processes
On modulated random measures.
On quadratic stochastic processes.
On some properties of J-convex stochastic processes.
On some properties of the Lüroth-type alternating series representations for real numbers.
On the convergence of sequences of iterates of random-valued functions.
On two fragmentation schemes with algebraic splitting probability
Consider the following inhomogeneous fragmentation model: suppose an initial particle with mass x₀ ∈ (0,1) undergoes splitting into b > 1 fragments of random sizes with some size-dependent probability p(x₀). With probability 1-p(x₀), this particle is left unchanged forever. Iterate the splitting procedure on each sub-fragment if any, independently. Two cases are considered: the stable and unstable case with and respectively, for some a > 0. In the first (resp. second) case, since smaller...