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Electronic Communications in Probability, ISSN 1083-589X, 02/2008, Volume 13, pp. 60 - 66
We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave... 
60G10 | 26D10 | 60J60 | 47D07 | STATISTICS & PROBABILITY
Journal Article
Mathematica Slovaca, ISSN 0139-9918, 06/2018, Volume 68, Issue 3, pp. 685 - 690
This paper is concerned with a stochastic mutualism system with toxicant substances and saturation terms. We obtain the sufficient conditions for the existence... 
stationary distribution | mutualism model | Primary 60H10, 60G10 | ergodicity
Journal Article
Advances in applied probability, ISSN 0001-8678, 12/2014, Volume 46, Issue 4, pp. 1084 - 1105
A projective moving average {X t , t ∈ ℤ} is a Bernoulli shift written as a backward martingale transform of the innovation sequence. We introduce a new class... 
General Applied Probability | Bernoulli shift | Invariance principle | Long memory | Projective stochastic equation | LARCH model | 60G10 | invariance principle | long memory | 60F17 | 60H25
Journal Article
Ergodic theory and dynamical systems, ISSN 1469-4417, 2018, Volume 40, Issue 4, pp. 1 - 11
We construct entropy increasing monotone factors in the context of a Bernoulli shift over the free group of rank at least two. 
2010 Mathematics Subject Classification | 37A35 (Primary) | 60G10 | 60E15 (Secondary) | MATHEMATICS | MATHEMATICS, APPLIED | thinning | non-amenable group | monotone coupling | Ornstein and Weiss | Sinai factor theorem | ENTROPY
Journal Article
Tatra Mountains Mathematical Publications, ISSN 1210-3195, 06/2017, Volume 69, Issue 1, pp. 45 - 59
In this paper we construct a system of three stochastic differential equations, which has a solution composed of a generalized telegraph signal process and a... 
60H10 | 60G10 | stochastic differential equation | generalized telegraph signal process | Stochastic differential equation
Journal Article
Inventiones mathematicae, ISSN 0020-9910, 5/2014, Volume 196, Issue 2, pp. 485 - 510
We determine the range of Furstenberg entropy for stationary ergodic actions of nonabelian free groups by an explicit construction involving random walks on... 
37A50 | 37A40 | Mathematics, general | 37A15 | Mathematics | 60G10 | MATHEMATICS | LIE | STABILIZERS | CONJUGACY | STATIONARY MEASURES | Construction | Entropy | Random walk | Ergodic processes
Journal Article
Journal of applied probability, ISSN 0021-9002, 06/2006, Volume 43, Issue 2, pp. 441 - 453
Journal Article
Journal of applied probability, ISSN 0021-9002, 12/2007, Volume 44, Issue 4, pp. 950 - 959
We construct a process with gamma increments, which has a given convex autocorrelation function and asymptotically a self-similar limit. This construction... 
Research Papers | Variance-gamma distribution | Construction | Gamma process | Long-range dependence | Self-similarity | Subordinator model | T distribution | subordinator model | 62P20 | variance-gamma distribution | 60G10 | long-range dependence | t distribution | construction | 60G18 | self-similarity
Journal Article
Probability surveys, ISSN 1549-5787, 2005, Volume 2, Issue 1, pp. 107 - 144
Probability Surveys 2005, Vol. 2, 107-144 This is an update of, and a supplement to, a 1986 survey paper by the author on basic properties of strong mixing... 
Stationary sequences | Strong mixing conditions | Mathematics - Probability
Journal Article
Journal of applied probability, ISSN 0021-9002, 06/2014, Volume 51, Issue 2, pp. 512 - 527
In Chaudhuri and Dasgupta's 2006 paper a certain stochastic model for ‘replicating character strings’ (such as in DNA sequences) was studied. In their model, a... 
Stationarity | Replicating character string | Absolute regularity | 60G10 | stationarity | absolute regularity
Journal Article
The Annals of probability, ISSN 0091-1798, 5/2015, Volume 43, Issue 3, pp. 971 - 991
We prove the first robust dimension free isoperimetric result for the standard Gaussian measure γn and the corresponding boundary measure $\gamma_n^+$ in ℝn.... 
Gaussian measure | Noise stability | Isoperimetric inequalities | Majority is stablest | SEMIGROUP PROOFS | INEQUALITY | STATISTICS & PROBABILITY | majority is stablest | isoperimetric inequalities | OPTIMALITY | Mathematics - Probability | 60E15 | 60G10 | 26D10 | 68Q87
Journal Article
The Annals of probability, ISSN 0091-1798, 5/2009, Volume 37, Issue 3, pp. 1080 - 1113
We study point processes on the real line whose configurations X are locally finite, have a maximum and evolve through increments which are functions of... 
Ergodic theory | Equivalence relation | Spin glasses | Covariance | Evolution | Mathematical vectors | Matrices | Covariance matrices | Poisson process | Property partitioning | Ruelle probability cascades | Point processes | Ultrametricity | Quasi-stationarity | RUELLES PROBABILITY CASCADES | quasi-stationarity | STATISTICS & PROBABILITY | ultrametricity | MODEL | spin glasses | 60G55 | 60G10
Journal Article
Journal of applied probability, ISSN 0021-9002, 03/2014, Volume 51, Issue 1, pp. 152 - 161
In this short article we will provide a sufficient and necessary condition to have uniqueness of the location of the maximum of a stochastic process over an... 
Brownian motion | Stationary process | Maxima | Sample path properties | Parabolic drift | Argmax | argmax | 60G10 | stationary process | maxima | parabolic drift | 60G17 | 60G15
Journal Article
The Annals of applied probability, ISSN 1050-5164, 12/2011, Volume 21, Issue 6, pp. 2109 - 2145
Journal Article
Journal of applied probability, ISSN 0021-9002, 12/2015, Volume 52, Issue 4, pp. 1146 - 1155
It is well known that the central limit theorem holds for partial sums of a stationary sequence (Xi ) of m-dependent random variables with finite variance;... 
Research Papers | 60C05 | 60G10 | m-dependent | stationary sequence | block factor | random tree | 60F05
Journal Article
Mathematische Nachrichten, ISSN 0025-584X, 02/2018, Volume 291, Issue 2-3, pp. 398 - 419
We establish an expression of the Euler characteristic of a r‐regular planar set in function of some variographic quantities. The usual C2 framework is relaxed... 
60D05 | 28A75 | boolean model | 60G10 | shot noise processes | 52A22 | Euler characteristic | intrinsic volumes | MATHEMATICS | shot noise process | THEOREM | CURVATURE | COMPUTATION | PERIMETER | Probability | Mathematics
Journal Article
Sankhya B, ISSN 0976-8386, 6/2019, Volume 81, Issue 1, pp. 75 - 92
The main goal of this paper is to model variance and volatility swap using superposition of Barndorff-Nielsen and Shephard (BN-S) type models. In particular,... 
Swap | Ornstein-Uhlenbeck process | Primary 60G10, 60G51 | Stochastic volatility | Cross validation | Statistics, general | Superposition | Statistics | Secondary 91G70, 91G80 | Cumulants
Journal Article
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