Titlebook: Approximation, Probability, and Related Fields; George Anastassiou,Svetlozar T. Rachev Book 1994 Springer Science+Business Media New York

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Probability, Waiting-Time Results for Pattern and Frequency Quotas in the Same Inverse Sampling Pronomial setting. The stopping rule used has been either reaching some frequency (or quota) in a particular cell and/or reaching some run of length . in some other cell disjoint from the former cell. In some cases we considered frequency quotas for some cells and run quotas for other cells in the same

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Asymptotic Normality of the Collision Resolution Interval for a Multiple Access Protocol,smit messages in the same slot. Users who collide re-transmit their messages by randomly splitting into subgroups until each subgroup contains at most one message. L(n), the number of slots required to resolve a collision among n users, is a random variable whose asymptotic properties are of conside

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An Example of Non-Gaussian Density Process,limit of a functional over an infinite system of Brownian particles. We show that with an appropriate time change the process solves a particular stochastic differential equation with non-Gaussian measure, possibly having infinite second moment.

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Stable Models in Testable Asset Pricing,low symmetric Pareto-stable distributions. For the CAPM, we give a computable form of the “beta”, that can be deduced from Fama’s and Ross’ works in this field, or from a direct proof. For the APT, we study an asymptotic stable version and we provide an original testing procedure. In both cases, our