Related papers: Quantitative exponential bounds for the renewal th…
In this paper, we study a multidimensional risk model with a common renewal process and in the presence of a constant interest force. The claim sizes are independent and identically distributed random vectors, with the distribution of…
An elementary renewal theorem and a Blackwell theorem provided by Jasiulis-Go{\l}dyn et al. (2020) in a setting of Kendall convolutions are proved under weaker hypothesis and extended to the Gamma class. Convergence rates of the limits…
A regenerative composition structure is a sequence of ordered partitions derived from the range of a subordinator by a natural sampling procedure. In this paper, we extend previous studies Barbour and Gnedin (2006), Gnedin, Iksanov and…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
In the renewal processes, if the waiting time probability density function is a tempered power-law distribution, then the process displays a transition dynamics; and the transition time depends on the parameter $\lambda$ of the exponential…
Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…
This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…
We explore the class of probability distributions on the real line whose Laplace transform admits a strong upper bound of subgaussian type. Using Hadamard's factorization theorem, we extend the class $\mathfrak L$ of Newman and propose new…
We derive uniform in time $L^\infty$-bound for solutions to an aggregation-diffusion model with attractive-repulsive potentials or fully attractive potentials. We analyze two cases: either the repulsive nonlocal term dominates over the…
Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…
We consider a renewal process with regularly varying stationary and weakly dependent steps, and prove that the steps made before a given time $t$, satisfy an interesting invariance principle. Namely, together with the age of the renewal…
We obtain universal estimates on the convergence to equilibrium and the times of coupling for continuous time irreducible reversible finite-state Markov chains, both in the total variation and in the L^2 norms. The estimates in total…
We show that quantum trajectories become exponentially fast supported by one of their minimal invariant subspaces. Exponential convergence is shown in expectation using Lyapunov techniques. The proof is based on an in-depth study of the…
The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…
It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…
We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
We suggest to construct infinite stochastic binary sequences by associating one of the two symbols of the sequence with the renewal times of an underlying renewal process. Focusing on stationary binary sequences corresponding to delayed…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
Functions satisfying a defective renewal equation arise commonly in applied probability models. Usually these functions don't admit a explicit expression. In this work we consider to approximate them by means of a gamma-type operator given…