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A note on Poisson approximation.

Paul Deheuvels (1985)

Trabajos de Estadística e Investigación Operativa

We obtain in this note evaluations of the total variation distance and of the Kolmogorov-Smirnov distance between the sum of n random variables with non identical Bernoulli distributions and a Poisson distribution. Some of our results precise bounds obtained by Le Cam, Serfling, Barbour and Hall.It is shown, among other results, that if p1 = P (X1=1), ..., pn = P (Xn=1) satisfy some appropriate conditions, such that p = 1/n Σipi → 0, np → ∞, np2 → 0, then the total variation distance between X1+...+Xn...

A note on quenched moderate deviations for Sinai’s random walk in random environment

Francis Comets, Serguei Popov (2004)

ESAIM: Probability and Statistics

We consider the continuous time, one-dimensional random walk in random environment in Sinai’s regime. We show that the probability for the particle to be, at time t and in a typical environment, at a distance larger than t a ( 0 < a < 1 ) from its initial position, is exp { - Const · t a / [ ( 1 - a ) ln t ] ( 1 + o ( 1 ) ) } .

A note on quenched moderate deviations for Sinai's random walk in random environment

Francis Comets, Serguei Popov (2010)

ESAIM: Probability and Statistics

We consider the continuous time, one-dimensional random walk in random environment in Sinai's regime. We show that the probability for the particle to be, at time t and in a typical environment, at a distance larger than ta (0<a<1) from its initial position, is exp{-Const ⋅ ta/[(1 - a)lnt](1 + o(1))}.

A note on spider walks

Christophe Gallesco, Sebastian Müller, Serguei Popov (2011)

ESAIM: Probability and Statistics

Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.

A note on spider walks

Christophe Gallesco, Sebastian Müller, Serguei Popov (2012)

ESAIM: Probability and Statistics

Spider walks are systems of interacting particles. The particles move independently as long as their movements do not violate some given rules describing the relative position of the particles; moves that violate the rules are not realized. The goal of this paper is to study qualitative properties, as recurrence, transience, ergodicity, and positive rate of escape of these Markov processes.

A note on the optimal replacement policy

Antonín Lešanovský, Petr Pěnička (1983)

Aplikace matematiky

A system with a single activated unit, which can be in a finite number of states, is considered. Inspections of the system are carried out at discrete time instants. It is possible to replace it by a new one at these moments. The user of the system, by setting down conditions of replacements, wants to maximize his gain, which does not include the rest value of units. On a numerical example it is shown that the frequency of replacements of the unit need not be the greater the longer is the period...

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