THE LOOPING CONSTANT OF Z [PDF]
, which implies that all of these statistics have rational values for Z 2 . A unicycle is a connected graph with the same number of edges as vertices. Such a graph has exactly one cycle We regard the d-dimensional integer lattice Z d as a graph with the
Yuval Peres, Lionel Levine
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On Schur-convexity of expectation of weighted sum of random variables with applications [PDF]
. We show that the expectation of a class of functions of the sum of weighted identically independent distributed positive random variables is Schur-concave with respect to the weights.
Holger Boche, Eduard, A. Jorswieck
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Renewal Processes of Mittag-Leffler and Wright Type [PDF]
2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the ...
Gorenflo, Rudolf +3 more
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Generalizations of Ho–Lee’s binomial interest rate model I: from one- to multi-factor [PDF]
In this paper a multi-factor generalization of Ho–Lee model is proposed. In sharp contrast to the classical Ho–Lee, this generalization allows for those movements other than parallel shifts, while it still is described by a recombining tree, and is a ...
Hiroki Aoki +2 more
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Analysis of the infinite server queues with semi-Markovian multivariate discounted inputs [PDF]
International audienceWe consider a general $k$ dimensional discounted infinite server queues process (alternatively, an Incurred But Not Reported (IBNR) claim process) where the multivariate inputs (claims) are given by a $k$ dimensional finite state ...
Woo, Jae-Kyung, Rabehasaina, Landy
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Monte Carlo Random Walk Simulations Based on Distributed Order Differential Equations with Applications to Cell Biology [PDF]
Mathematics Subject Classification: 65C05, 60G50, 39A10, 92C37In this paper the multi-dimensional Monte-Carlo random walk simulation models governed by distributed fractional order differential equations (DODEs) and multi-term fractional order ...
Steinberg, Stanly +2 more
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Discrete Models of Time-Fractional Diffusion in a Potential Well [PDF]
Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.By generalization of Ehrenfest’s urn model, we obtain discrete approximations to spatially one-dimensional time-fractional diffusion processes with drift towards the origin ...
Abdel-Rehim, E., Gorenflo, R.
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Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes [PDF]
. The paper establishes strong convergence results for the joint convergence of sequential order statistics. There exists an explicit construction such that almost sure convergence to extremal processes follows. If a partial sum of rowwise i.i.d.
Arnold Janssen
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Gaussian, stable, tempered stable and mixed limit laws for random walks in cooling random environments [PDF]
Random Walks in Cooling Random Environments (RWCRE) is a model of random walks in dynamic random environments where the entire environment is resampled along a fixed sequence of times, called the "cooling sequence", and is kept fixed in between those ...
Da Costa, Conrado +2 more
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Embeddings of Rearrangement Invariant Spaces That Are Not Strictly Singular [PDF]
. We give partial answers to the following conjecture: the natural embedding of a rearrangement invariant space E into L1 ([0; 1]) is strictly singular if and only if G does not embed into E continuously, where G is the closure of the simple functions in
E.M. Semenov, S.J. Montgomery-Smith
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