Renewal theorems for random walks in multidimensional time
Renewal theory in dimensions II
Renormalizations of branching random walks in equilibrium.
Representation theorems for interacting Moran models, interacting Fisher-Wright diffusions and applications.
Repulsion of an evolving surface on walls with random heights
Réseaux de files d'attente à forme produit
Reservicing some customers in M/G/1 queues under three disciplines.
Résolution d'un problème d'ordonnancement à ressources variables
Restricted admissibility of batches into an //1 type bulk queue with modified Bernoulli schedule server vacations
We investigate the steady state behavior of an //1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states of...
Restricted Admissibility of Batches into an M/G/1 Type Bulk Queue with Modified Bernoulli Schedule Server Vacations
We investigate the steady state behavior of an M/G/1 queue with modified Bernoulli schedule server vacations. Batches of variable size arrive at the system according to a compound Poisson process. However, all arriving batches are not allowed into the system. The restriction policy differs when the server is available in the system and when he is on vacation. We obtain in closed form, the steady state probability generating functions for the number of customers in the queue for various states...
Retrial queues with recurrent demand option.
Return probabilities of a simple random walk on percolation clusters.
Reversed Dirichlet environment and directional transience of random walks in Dirichlet environment
We consider random walks in a random environment given by i.i.d. Dirichlet distributions at each vertex of ℤd or, equivalently, oriented edge reinforced random walks on ℤd. The parameters of the distribution are a 2d-uplet of positive real numbers indexed by the unit vectors of ℤd. We prove that, as soon as these weights are nonsymmetric, the random walk is transient in a direction (i.e., it satisfies Xn ⋅ ℓ →n +∞ for some ℓ) with positive probability. In dimension 2, this result is strenghened...
Risk minimization in the model with transaction costs
The problem of hedging a contingent claim with minimization of quadratic risk is studied. Existence of an optimal strategy for the model with proportional transaction cost and nondelayed observation is shown.
Ruin models with investment income.
Sample path large deviations principles for Poisson shot noise processes, and applications.
Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues.
Sample-path stability conditions for multiserver input-output processes.
Scale-free percolation
We formulate and study a model for inhomogeneous long-range percolation on . Each vertex is assigned a non-negative weight , where are i.i.d. random variables. Conditionally on the weights, and given two parameters , the edges are independent and the probability that there is an edge between and is given by . The parameter is the percolation parameter, while describes the long-range nature of the model. We focus on the degree distribution in the resulting graph, on whether there...
Scaling limit and cube-root fluctuations in SOS surfaces above a wall
Consider the classical -dimensional Solid-On-Solid model above a hard wall on an box of . The model describes a crystal surface by assigning a non-negative integer height to each site in the box and 0 heights to its boundary. The probability of a surface configuration is proportional to , where is the inverse-temperature and sums the absolute values of height differences between neighboring sites. We give a full description of the shape of the SOS surface for low enough temperatures....