Probability and Mathematical Statistics, 38, z. 2, 2018, ss.236

Boundary value problems for the Dunkl Laplacian

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.1

Abstract

Dunkl Laplacian, Dirichlet problems, Green operators, semilinear equations

Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.2

Abstract

Elliptic equation, Hermite process, oscillatory integral, corrector, homogenization

An equivalent characterization of weak BMO martingale spaces

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.3

Abstract

Weak BMO space, martingale, John– Nirenberg inequality

Series representation of time-stable stochastic processes

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.4

Abstract

Infinite divisibility, LePage series, Lévy process, point process, time-stable process

Prediction intervals and regions for multivariate time series models with sieve bootstrap

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.5

Abstract

Multivariate time series models, vector of time series, sieve bootstrap, prediction regions, simultaneous prediction intervals

Limiting spectral distributions of sums of products of non-Hermitian random matrices

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.6

Abstract

Non-Hermitian random matrices, limiting spectral distributions, free probability theory, stable distributions

Supermodular ordering of Poisson and binomial random vectors by tree-based correlations

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.7

Abstract

Stochastic ordering, supermodular functions, Möbius transform, Möbius inversion, binary trees, Poisson random vectors, binomial random vectors

On the longest runs in Markov chains

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.8

Abstract

Longest run, moment generating function, large deviation principle, Markov chain

Entropic upper bound for Bayes risk in the quantum case

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.9

Abstract

Bayes risk, probability of detection, quantum measurement, entropy

Preservation properties of stochastic orders by transformation to Harris family

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.10

Abstract

Ageing intensity order, Marshall–Olkin distribution, proportional stochastic order, shifted stochastic order, shifted proportional stochastic order, usual stochastic order

Bellman functions and L^p estimates for paraproducts

DOI: http://dx.doi.org/10.19195/0208-4147.38.2.11

Abstract

Bellman function, martingale, paraproduct

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