We obtain high-density fluctuation limits for trajectories of the motions in Cox systems of independent motions in "Rd". The motions are quite general; they include a large class of diffusions, Brownmian bridges and fractional Brownian motions. The limits take values ina space of distributions...

We constructs a class of seperprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching density is given by an arbitary bounded non-negative Borel...

We introduce adapted sets and optional sets and we study a type of strong Markov property for set-indexed precesses, that can be associated with the sharp Markov property defined by Ivanoff and Merzbach (2000a).

We propose a Poisson modelling approach to random effects Cox proportional hazards models. Specifically we describe methods of statistical inference for a class of random effects Cox models which accommodate a wide range of nested random effects distributions. The orthodox BLUP approach to...

This paper combines the idea of preliminary test and ridge regression methodology, when it is suspected that the regression coefficients may be restricted to a subspace. The preliminary test ridge regression estimators (PTRRE) based on the Wald (W), Likelihood Ratio (LR) and Lagrangian...

We prove a functional limit theorem for the rescaled occupation time fluctuations of a (d, , )- branching particle system (particles moving in Rd according to a symmetric -stable L´evy process, branching law in the domain of attraction of a (1 + )-stable law, 0 < < 1, uniform Poisson initial state) in the case of intermediate dimensions, / < d < (1 + )/. The limit is a process of the form K, where K is a constant, is the Lebesgue measure on Rd, and = (t)t0 is a (1+)-stable process which has long range dependence. There are two long range dependence regimes, one for all > d/(d + ), which coincides with...</<>

We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to those of fBm, but the increments on...

In this paper we generalize Yu’s strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n - (infinity symbol). The main tools will be the Berkes-Morrow multi-parameter blocking...

We establish a mathematical framework that formally validates the two-phase “superpopulation viewpoint” proposed by Hartley and Sielken (1975), by defining a product probability space which includes both the design space and the model space. We develop a general methodology that combines...