A random measure algebra under convolution

2016 ◽  
Vol 10 (4) ◽  
pp. 768-779
Author(s):  
Jason Hong Jae Park
2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Khalid Oufdil

Abstract In this paper, we study one-dimensional backward stochastic differential equations under logarithmic growth in the 𝑧-variable ( | z | ⁢ | ln ⁡ | z | | ) (\lvert z\rvert\sqrt{\lvert\ln\lvert z\rvert\rvert}) . We show the existence and the uniqueness of the solution when the noise is driven by a Brownian motion and an independent Poisson random measure. In addition, we highlight the connection of such BSDEs with stochastic optimal control problem, where we show the existence of an optimal strategy for the control problem.


1975 ◽  
Vol 12 (S1) ◽  
pp. 303-309
Author(s):  
Herbert Solomon

The trajectory of a car traveling at a constant speed on an idealized infinite highway can be viewed as a straight line in the time-space plane. Entry times are governed by a Poisson process with intensity parameter A leading to all trajectories as random lines in a plane. The Poisson distribution of number of encounters of cars on the highway is developed through random line models and non-homogeneous Poisson fields, and its parameter, which depends on the specific random measure employed, is obtained explicitly.


1998 ◽  
Vol 11 (3) ◽  
pp. 411-423 ◽  
Author(s):  
Jewgeni H. Dshalalow

In this paper we introduce and study functionals of the intensities of random measures modulated by a stochastic process ξ, which occur in applications to stochastic models and telecommunications. Modulation of a random measure by ξ is specified for marked Cox measures. Particular cases of modulation by ξ as semi-Markov and semiregenerative processes enabled us to obtain explicit formulas for the named intensities. Examples in queueing (systems with state dependent parameters, Little's and Campbell's formulas) demonstrate the use of the results.


2013 ◽  
Vol 28 (3) ◽  
pp. 335-359 ◽  
Author(s):  
Stefano Favaro ◽  
Yee Whye Teh

2006 ◽  
Vol 58 (4) ◽  
pp. 768-795 ◽  
Author(s):  
Zhiguo Hu ◽  
Matthias Neufang

AbstractThe decomposability number of a von Neumann algebra ℳ (denoted by dec(ℳ)) is the greatest cardinality of a family of pairwise orthogonal non-zero projections in ℳ. In this paper, we explore the close connection between dec(ℳ) and the cardinal level of the Mazur property for the predual ℳ* of ℳ, the study of which was initiated by the second author. Here, our main focus is on those von Neumann algebras whose preduals constitute such important Banach algebras on a locally compact group G as the group algebra L1(G), the Fourier algebra A(G), the measure algebra M(G), the algebra LUC(G)*, etc. We show that for any of these von Neumann algebras, say ℳ, the cardinal number dec(ℳ) and a certain cardinal level of the Mazur property of ℳ* are completely encoded in the underlying group structure. In fact, they can be expressed precisely by two dual cardinal invariants of G: the compact covering number κ(G) of G and the least cardinality ᙭(G) of an open basis at the identity of G. We also present an application of the Mazur property of higher level to the topological centre problem for the Banach algebra A(G)**.


1988 ◽  
Vol 25 (1) ◽  
pp. 194-203 ◽  
Author(s):  
R. Schassberger

The steady-state distribution of spent service times present in the M/G/1 foreground-background processor-sharing queue is described by a random measure, whose generating functional is obtained.


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