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In this paper we give anticoncentration bounds for sums of independent random vectors in finite-dimensional vector spaces. In particular, we asymptotically establish a conjecture of Leader and Radcliffe (SIAM J Discrete Math 7:90–101, 1994) and a ...

Some global error bounds with undetermined parameters, which are not always valid, for the extended vertical linear complementarity problems (LCP) of CKV-type matrices and CKV-type $B$-matrices, are presented by Yan and Wang (Jpn. J. Ind. Appl. ...$$

We analyze the forward error in the floating point summation of real numbers, for computations in low precision or extreme-scale problem dimensions that push the limits of the precision. We present a systematic recurrence for a martingale on a ...

In the literature, retrial queues with batch arrivals and heavy-tailed service times have been studied and the so-called equivalence theorem has been established under the condition that the service time is heavier than the batch size. The ...${}^{}\mathrm{}$

We consider a random walk in ${\mathbb{Z}}^2$ and establish a number of results for the distributions and expectations of the number of usual (undirected) and specifically defined in the paper directed state-crossings and different sets of states crossings. As ...$\mathrm{}$

We consider the path approximation of Bessel processes and develop a new and efficient algorithm. This study is based on a recent work by the authors, on the path approximation of the Brownian motion, and on the construction of specific own ...$$$$

In financial markets, sentiment analysis on natural language sentences can improve forecasting. Many investors rely on information extracted from newspapers or their feelings. Therefore, this information is expressed in their language. Sentiment ...

• The access time H ( π , v ) is very hard to obtained in general graphs. In this paper, the access time of trees are investigated and some precise values of ...

Denote by T ( s , t ) the set of trees, whose vertex set can be partitioned into two independent sets of sizes s and t respectively. Given a tree T with stationary distribution π and a vertex v ∈ T, the access time H T ( π , v ) is the ...

Consider a compound renewal risk model, in which a single accident may cause more than one claim. Under the condition that the common distribution of the individual claims is second order subexponential, we establish a second order asymptotic ...

We show that residence time measures can be used to identify the geometrical and transmission properties of a defect along a path. The model we study is based on a one-dimensional simple random walk. The sites of the lattice are regular, i.e., the jumping ...

We propose a new generalized linear model for modeling multivariate events ( N , X , Y ), where N is the duration, X is the magnitude, and Y is the maximum of the event. Such events arise, for example, when a process is observed above ...

Sudbury (J Appl Prob 22:443–446, 1985) showed for the Maki–Thompson model of rumour spreading that the proportion of the population never hearing the rumour converges in probability to a limiting constant (approximately equal to 0.203) as the ...

We consider a continuous-time symmetric branching random walk on the d-dimensional lattice, d ≥ 1, and assume that at the initial moment there is one particle at every lattice point. Moreover, we assume that the underlying random walk has a finite ...

Existing empirical studies on correlated defaults have shown that the default of a firm impacts other firms; however, this impact has yet to be theoretically validated and quantified, especially under a structural-form model with more than two firms, and ...

The original Kelly criterion provides a strategy to maximize the long-term growth of winnings in a sequence of simple Bernoulli bets with an edge, that is, when the expected return on each bet is positive. The objective of this work is to consider more ...

Several works have shown linear speedup is achieved by an asynchronous parallel implementation of stochastic coordinate descent so long as there is not too much parallelism. More specifically, it is known that if all updates are of similar duration, then ...

In this paper we study a class of fast geometric image inpainting methods based on the idea of filling the inpainting domain in successive shells from its boundary inwards. Image pixels are filled by assigning them a color equal to a weighted ...$\mathrm{}$$\mathrm{}$$\mathrm{}$

Stochastic networks with complex structures are key modelling tools for many important applications. In this paper, we consider a specific type of network: retrial queueing systems with priority. This type of queueing system is important in ...

In this note, we prove that the speed of convergence of the workload of a Lévy-driven queue to the quasi-stationary distribution is of order 1/t. We identify also the Laplace transform of the measure giving this speed and provide some examples.

Probabilistic models are proposed for bounding the forward error in the numerically computed inner product (dot product, scalar product) between two real $n$-vectors. We derive probabilistic perturbation bounds as well as probabilistic roundoff error bounds ...