Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T990277
S. Nagaev
An upper estimate for the absolute value of the sum of the Spitzer series is obtained. This estimate depends explicitly on the distribution in terms of which the Spitzer series is defined.
得到了Spitzer级数和的绝对值的上限估计。这一估计明确地取决于斯皮策级数的定义所依据的分布。
{"title":"An Estimate for the Sum of the Spitzer Series and Its Generalization","authors":"S. Nagaev","doi":"10.1137/S0040585X97T990277","DOIUrl":"https://doi.org/10.1137/S0040585X97T990277","url":null,"abstract":"An upper estimate for the absolute value of the sum of the Spitzer series is obtained. This estimate depends explicitly on the distribution in terms of which the Spitzer series is defined.","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"89-104"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46812612","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T99023X
Y. Belopolskaya
A probabilistic approach to construction of the solution to the Cauchy problem for systems of nonlinear parabolic equations is developed. The systems under consideration can be subdivided into two ...
提出了一种构造非线性抛物方程组Cauchy问题解的概率方法。正在考虑的系统可以细分为两个。。。
{"title":"Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions","authors":"Y. Belopolskaya","doi":"10.1137/S0040585X97T99023X","DOIUrl":"https://doi.org/10.1137/S0040585X97T99023X","url":null,"abstract":"A probabilistic approach to construction of the solution to the Cauchy problem for systems of nonlinear parabolic equations is developed. The systems under consideration can be subdivided into two ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"15-43"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46845600","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T990319
L. E. Melkumova, S. Y. Shatskikh
We give an equivalent definition of the conditional quantile reproducibility property for multivariate probability distributions using the concept of copula. Based on this definition, we establish ...
利用copula的概念，给出了多元概率分布的条件分位数再现性的等价定义。基于这个定义，我们建立……
{"title":"Conditional Quantile Reproducibility of Multivariate Distributions and Simplified Pair Copula Construction","authors":"L. E. Melkumova, S. Y. Shatskikh","doi":"10.1137/S0040585X97T990319","DOIUrl":"https://doi.org/10.1137/S0040585X97T990319","url":null,"abstract":"We give an equivalent definition of the conditional quantile reproducibility property for multivariate probability distributions using the concept of copula. Based on this definition, we establish ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"160-168"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44711691","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T990289
D. Rokhlin
We consider a communication network with a fixed set of links that are shared by a large number of users. The resource allocation is performed on the basis of the aggregate utility maximization in ...
我们考虑一个通信网络，它具有一组由大量用户共享的固定链接。资源分配是在总效用最大化的基础上进行的。
{"title":"Resource Allocation in Communication Networks with Large Number of Users: The Dual Stochastic Gradient Method","authors":"D. Rokhlin","doi":"10.1137/S0040585X97T990289","DOIUrl":"https://doi.org/10.1137/S0040585X97T990289","url":null,"abstract":"We consider a communication network with a fixed set of links that are shared by a large number of users. The resource allocation is performed on the basis of the aggregate utility maximization in ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"105-120"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44401131","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T990290
N. Slepov
In this paper we modify the Stein method and the auxiliary technique of distributional transformations of random variables. This enables us to estimate the convergence rate of distributions of norm...
本文对Stein方法和随机变量分布变换的辅助技术进行了改进。这使我们能够估计范数分布的收敛速度。
{"title":"Convergence Rate of Random Geometric Sum Distributions to the Laplace Law","authors":"N. Slepov","doi":"10.1137/S0040585X97T990290","DOIUrl":"https://doi.org/10.1137/S0040585X97T990290","url":null,"abstract":"In this paper we modify the Stein method and the auxiliary technique of distributional transformations of random variables. This enables us to estimate the convergence rate of distributions of norm...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"121-141"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48318775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T990228
G. Afanasyev
We consider a single-channel system with service vacations, a Poisson input flow, and an arbitrarily distributed service time. Interruptions in service can mean either a complete shutdown of the se...
{"title":"A Vacation Queue $M|G|1$ with Close-Down Times","authors":"G. Afanasyev","doi":"10.1137/S0040585X97T990228","DOIUrl":"https://doi.org/10.1137/S0040585X97T990228","url":null,"abstract":"We consider a single-channel system with service vacations, a Poisson input flow, and an arbitrarily distributed service time. Interruptions in service can mean either a complete shutdown of the se...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"1-14"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44940368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-05-06DOI: 10.1137/S0040585X97T990265
V. Mosyagin
We find the exact asymptotics of the distribution of the time when the trajectory of the process $Y(t)=at-nu_+(pt)+nu_-(-qt)$, $tin(-infty,infty)$ attains its maximum, where $nu_{pm}(t)$ are...
{"title":"Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch","authors":"V. Mosyagin","doi":"10.1137/S0040585X97T990265","DOIUrl":"https://doi.org/10.1137/S0040585X97T990265","url":null,"abstract":"We find the exact asymptotics of the distribution of the time when the trajectory of the process $Y(t)=at-nu_+(pt)+nu_-(-qt)$, $tin(-infty,infty)$ attains its maximum, where $nu_{pm}(t)$ are...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"66 1","pages":"75-88"},"PeriodicalIF":0.6,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45558407","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-02-05DOI: 10.1137/S0040585X97T990174
Y. Gliklikh
We give conditions such that solutions exist of the stochastic equation with the so-called osmotic velocities (the so-called Nelson's antisymmetric mean derivatives). We show that the solutions may...
{"title":"On Solvability of Stochastic Differential Equations with Osmotic Velocities","authors":"Y. Gliklikh","doi":"10.1137/S0040585X97T990174","DOIUrl":"https://doi.org/10.1137/S0040585X97T990174","url":null,"abstract":"We give conditions such that solutions exist of the stochastic equation with the so-called osmotic velocities (the so-called Nelson's antisymmetric mean derivatives). We show that the solutions may...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"65 1","pages":"640-647"},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42189098","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-02-05DOI: 10.1137/S0040585X97T990198
Y. Kabanov
We prove that the set of laws of stochastic integrals $H,{cdot}, W$, where $W$ is a multidimensional Wiener process and $H^2$ takes values in a compact convex subset $D$ of the set of symmetric ...
{"title":"On Sets of Laws of Continuous Martingales","authors":"Y. Kabanov","doi":"10.1137/S0040585X97T990198","DOIUrl":"https://doi.org/10.1137/S0040585X97T990198","url":null,"abstract":"We prove that the set of laws of stochastic integrals $H,{cdot}, W$, where $W$ is a multidimensional Wiener process and $H^2$ takes values in a compact convex subset $D$ of the set of symmetric ...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"65 1","pages":"652-655"},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45127643","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2021-02-05DOI: 10.1137/S0040585X97T990204
V. Konakov, A. Falaleev
A random walk of a particle in ${R}^d$ is considered. The weak convergence of various transformations of trajectories of random flights with Poisson switching times was studied by Davydov and Konak...
{"title":"Convergence of Certain Classes of Random Flights in the Kantorovich Metric","authors":"V. Konakov, A. Falaleev","doi":"10.1137/S0040585X97T990204","DOIUrl":"https://doi.org/10.1137/S0040585X97T990204","url":null,"abstract":"A random walk of a particle in ${R}^d$ is considered. The weak convergence of various transformations of trajectories of random flights with Poisson switching times was studied by Davydov and Konak...","PeriodicalId":51193,"journal":{"name":"Theory of Probability and its Applications","volume":"65 1","pages":"656-664"},"PeriodicalIF":0.6,"publicationDate":"2021-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49532514","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：