Add to ORKGValues of mathematical expectations have been found in the explicit form. Asumptotical expressions for distribution functions have been obtained. The asymptotics of error probabilities in the problem of "disintegration" has been described. The results may be applied to problems of the detection of spontaneous effects (the violation of the normal action of the production process, the modification of vibration regimes, etc.). The paper results may find their field of application in mathematical analysis, probability theory, physics of polymers, sociological investigationsAvailable from VNTIC / VNTIC - Scientific & Technical Information Centre of RussiaSIGLERURussian Federatio
Summary. We consider a system that models the shape of a growing polymer. Our basic problem concerns...
We consider a standard Brownian motion whose drift alternates randomly between a positive and a nega...
This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typ...
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the ...
This paper investigates a sufficient condition of asymptotic stability in distribution of stochastic...
A Quasi-Stationary Distribution for a Markov process with an almost surely reached absorbing state i...
International audienceFor a Brownian motion $B=(B_t)_{t\le 1}$ with $B_0=0$, {\bf E}$B_t=0$, {\bf E}...
We present a perturbation theory extending a prescription due to Feynman for computing the probabili...
International audienceBrownian motion in R 2 + with covariance matrix Σ and drift μ in the interior ...
In this work, estimation and testing methods for Brownian motions in the presence of two reflecting ...
We apply an Abelian theorem, due to Berg, to determine the asymptotic behaviour of as x2t-1-[gamma]'...
For this thesis, we derive new applications and theoretical results for some multidimensional mean-r...
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion ...
We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying...
Summary. We consider a system that models the shape of a growing polymer. Our basic problem concerns...
We consider a standard Brownian motion whose drift alternates randomly between a positive and a nega...
This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typ...
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the ...
This paper investigates a sufficient condition of asymptotic stability in distribution of stochastic...
A Quasi-Stationary Distribution for a Markov process with an almost surely reached absorbing state i...
International audienceFor a Brownian motion $B=(B_t)_{t\le 1}$ with $B_0=0$, {\bf E}$B_t=0$, {\bf E}...
We present a perturbation theory extending a prescription due to Feynman for computing the probabili...
International audienceBrownian motion in R 2 + with covariance matrix Σ and drift μ in the interior ...
In this work, estimation and testing methods for Brownian motions in the presence of two reflecting ...
We apply an Abelian theorem, due to Berg, to determine the asymptotic behaviour of as x2t-1-[gamma]'...
For this thesis, we derive new applications and theoretical results for some multidimensional mean-r...
In this paper, we find bounds on the distribution of the maximum loss of fractional Brownian motion ...
We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying...
Summary. We consider a system that models the shape of a growing polymer. Our basic problem concerns...
We consider a standard Brownian motion whose drift alternates randomly between a positive and a nega...
This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typ...