Consider events of the form {Zs=[zeta](s),s[set membership, variant]S}, where Z is a continuous Gaussian process with stationary increments, [zeta] is a function that belongs to the reproducing kernel Hilbert space R of process Z, and is compact. The main problem considered in this paper is...

Let [sigma](t,t') be the sigma-algebra generated by the differences Xs-Xs' with s,s'[set membership, variant](t,t'), where (Xt)-[infinity]t[infinity] is the fractional Brownian motion with Hurst index H[set membership, variant](0,1). We prove that for any two distinct timepoints t1 and t2 the...

The ideas of a dynamic approach to the analysis of multivariate life length distributions, introduced in Arjas (1981a) and Arjas and Norros (1984), are developed further. Basic definitions are given in terms of prediction processes. Properties of martingales jumping downwards at failure times...

The paper presents an overview of telecommunications traffic research and network modelling, seen from the perspective of the author's own work on certain topics. Copyright 2005 Board of the Foundation of the Scandinavian Journal of Statistics..

The Industry 4.0 paradigm represents the fourth industrial revolution, embodied by the marriage between information and communication technologies and manufacturing. Assessment campaigns are conducted to examine the status of deployment of that paradigm, mostly through self-assessment...

The use of the cloud to store personal/company data and to run programs is gaining wide acceptance as it is more efficient and cost-effective. However, cloud services may not always be available, which could lead to losses for customers and the cloud provider (the provider is typically obligated...

Investments in security and cyber-insurance are two cyber-risk management strategies that can be employed together to optimize the overall security expense. In this paper, we provide a closed form for the optimal investment under a full set of insurance liability scenarios (full liability,...

Credit risk, associated to borrowers defaulting on their debts, is an ever growing source of concern for lenders. The presence of correlation among defaults may be described by the t-copula model. However, the typically large number of variables involved calls for a simulation approach. A...

The impact of wholesale prices is examined in a context where the end customer access both free content and payper-use content, delivered by two different providers through a common network provider. We formulate and solve the game between the network provider and the pay-per-use content...