D. Goldstein, Holon Institute of Technology, Holon 58102, Israel; email: dmitryg@hit.ac.il

I. Goldstein, Department of Mathematics, Ben-Gurion University, Beer-Sheva 84105, Israel; email: ilyago@bgu.ac.il

Abstract/Résumé:

We prove certain probabilistic inequalities for long matrix products generated by a pair of \(2\times 2\) matrices. Our main tool is the so-called Goldstein-Schlag avalanche principle.

Nous prouvons certaines inégalités probabilistes concernant les longs produits de matrices générés par une paire de matrices \(2\times 2\). Notre objectif principal concerne le principe d’avalanche, énoncé par Goldstein et Schlag.

Keywords: avalanche principle, deviation probabilities

AMS Subject Classification: Large deviations 60F10

PDF(click to download): The Avalanche Principle and Some Deviation Probabilities

Vladimir Vinogradov

Abstract/Résumé:

No abstract available but the full text pdf may be downloaded at the title link below.

Keywords:

AMS Subject Classification: Large deviations, Functional limit theorems; invariance principles, Jump processes, None of the above; but in this section 60F10, 60F17, 60J75, 60K99

PDF(click to download): On a model for stock price movements and the power-variance family

V. Vinogradov

Abstract/Résumé:

No abstract available but the full text pdf may be downloaded at the title link below.

Keywords:

AMS Subject Classification: Large deviations, Sample path properties, Jump processes, Applications (reliability; demand theory; etc.) 60F10, 60G17, 60J75, 60K10

PDF(click to download): On a class of Levy processes used to model stock price movements with possible downward jumps

S. Feng / F.M. Hoppe

Abstract/Résumé:

No abstract available but the full text pdf may be downloaded at the title link below.

Keywords:

AMS Subject Classification: Large deviations 60F10

PDF(click to download): Limiting behaviour of some combinatorial structures in population genetics