Motivated by spatial problems of allocations, we give a proof of the existence of an optimal solution to a set-indexed formulation of the bandit problem. The proof is based on a compactization of collections of fuzzy stopping sets and fuzzy optional increasing paths, and a construction of...

The Poisson process has the well-known Poisson count property: the count of points in any subset of the carrier space has a Poisson distribution. To specify the complete distribution of a point process it is necessary and sufficient to specify all of the joint distributions of the counts of...

We consider Markov chains {[Gamma]n} with transitions of the form [Gamma]n=f(Xn,Yn)[Gamma]n-1+g(Xn,Yn), where {Xn} and {Yn} are two independent i.i.d. sequences. For two copies {[Gamma]n} and {[Gamma]n'} of such a chain, it is well known that provided E[log(f(Xn,Yn))]<0, where => is weak convergence. In...</0,>

We prove spatial laws of large numbers and central limit theorems for the ultimate number of adsorbed particles in a large class of multidimensional random and cooperative sequential adsorption schemes on the lattice, and also for the Johnson-Mehl model of birth, linear growth and spatial...

The coalescent theory, well developed for the class of exchangeable population models with time-homogeneous reproduction law, is extended to a class of population models with time-inhomogeneous environment, where the population size is allowed to vary deterministically with time and where the...

In this paper, we study the problem of nonparametric estimation of the mean and variance functions b and [sigma]2 in a model: Xi+1=b(Xi)+[sigma](Xi)[var epsilon]i+1. For this purpose, we consider a collection of finite dimensional linear spaces. We estimate b using a mean squares estimator built...

Consider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first three terms of the asymptotic expansion of the mean distance by means of stochastic differential equation for Brownian motion on Riemannian manifold. This method proves to be much simpler for further...

Pickands constants play an important role in the exact asymptotic of extreme values for Gaussian stochastic processes. By the generalized Pickands constant we mean the limitwhere and [eta](t) is a centered Gaussian process with stationary increments and variance function [sigma][eta]2(t). Under...

We prove that the threshold regime for bootstrap percolation in a d-dimensional box of diameter L with parameters p and l, where 3[less-than-or-equals, slant]l[less-than-or-equals, slant]d, is L~ exp°(l-1)(Cp-1/(d-l+1)), where exp°(l-1) is the exponential iterated l-1 times and C is...

Let {BtH,t[set membership, variant][0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the existence and uniqueness of a strong solution for a stochastic differential equation of the form , where b(s,x) is a bounded Borel function with linear growth in x (case ) or a Hölder...