Related papers: Elementary results on K processes with weights
The random coefficient integer-valued autoregressive process was introduced by Zheng, Basawa, and Datta. In this paper we study the asymptotic behavior of this model (in particular, weak limits of extreme values and the growth rate of…
In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…
In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…
K. It\^{o} characterised in \cite{ito} zero-mean stationary Gauss Markov-processes evolving on a class of infinite-dimensional spaces. In this work we extend the work of It\^{o} in the case of Hilbert spaces: Gauss-Markov families that are…
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential…
Motivated by bifurcation of branches of homoclinic orbits of dynamical systems, we consider families of first-order equations on the real line and introduce a generalisation of previous index theorems by Pejsachowicz, and by Hu and…
We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
A theorem of Meinardus provides asymptotics of the number of weighted partitions under certain assumptions on associated ordinary and Dirichlet generating functions. The ordinary generating functions are closely related to Euler's…
In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…
Let X and Y be time-homogeneous Markov processes with common state space E, and assume that the transition kernels of X and Y admit densities with respect to suitable reference measures. We show that if there is a time t>0 such that, for…
This is a preprint of 1992 with some updates. We study sections of the exponential function Taylor series. Interesting inequalities for these sections were considered by G.Hardy, Kesava Menon, W. Gautschi, H.Alzer and others. The main aim…
The program of studying general nonlinear Markov processes was put forward in V. N. Kolokoltsov "Nonlinear Markov Semigroups and Interacting L\'evy Type Processes" (Journ. Stat. Physics 126:3 (2007), 585-642), and was developed by the…
Granular materials partake almost dramatically at times of the properties of solids and, under different circumstances, of some properties of gases. Here, within the mechanics of mass points, an elementary analysis, involving predominantly…
We consider continuous--time Markov kinetics with a finite number of states and a given positive equilibrium distribution P*. For an arbitrary probability distribution $P$ we study the possible right hand sides, dP/dt, of the Kolmogorov…
This paper provides some first steps in developing empirical process theory for functions taking values in a vector space. Our main results provide bounds on the entropy of classes of smooth functions taking values in a Hilbert space, by…
Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. Recently,…
The $k$ principal points of a random vector $\mathbf{X}$ are defined as a set of points which minimize the expected squared distance between $\mathbf{X}$ and the nearest point in the set. They are thoroughly studied in Flury (1990, 1993),…
This report presents some fundamental mathematical results towards elucidating the information-geometric underpinnings of evolutionary modelling schemes for (quasi-)stationary discrete stochastic processes. The model class under…
Koecher in 1980 derived a method for obtaining identities for the Riemann zeta function at odd positive integers, including a classical result for $\zeta(3)$ due to Markov and rediscovered by Ap\'ery. In this paper we extend Koecher's…