期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2021; 41 (1)
In this paper we identify the asymptotic tail of the distribution of the exit time tau(C) from a cone C of an isotropic alpha-self-similar Markov proc......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2020; 40 (1)
Let {X-k, k >= 1} be a sequence of independent identically distributed random variables with common probability density function f, and let (f) ove......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2020; 40 (1)
We consider the classical risk process (the case sigma = 0) and the classical risk process perturbed by a Brownian motion (the case sigma > 0). We ......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2019; 39 (1)
In this paper, we will study the recursive density estimators of the probability density function for widely orthant dependent (WOD) random variables.......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2019; 39 (1)
Let 0 < p <= 2, let {X-n; n >= 1} be a sequence of independent copies of a real-valued random variable X, and set S-n = X-1+ ... +X-n, n >......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018; 38 (1)
To investigate the features of the individual from the mixed-type model, a novel model, named the mixed-type generalized linear model, is proposed fir......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018; 38 (1)
Let {X-i(t); t >= 0}, 1 <= i <= n, be mutually independent and identically distributed centered stationary Gaussian processes. Under some mil......
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2018; 38 (2)
In this paper, we give an equivalent characterization of weak BMO martingale spaces due to Ferenc Weisz (1998).
期刊： PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 2017; 37 (2)
Motivated by a web-server model, we present a queueing network consisting of two layers. The first layer incorporates the arrival of customers at a ne......
