The independent Bernoulli process, which is a sequence of independent Bernoulli random variables, is already widely known in the statistical literature. This masters thesis works with a generalization of this process: the ...

We obtain strong laws of large numbers for the number of weak records among the first n observations from a sequence of nonnegative integer-valued independent identically distributed random variables.

Consider a system of independent random walks in the discrete torus with creation-annihilation of particles and possible explosion of the total number of particles in finite time. Rescaling space and rates for diffusion/ ...

Let be a sequence of independent and identically distributed random variables, with common absolutely continuous distribution . An observation is a near-record if , where and is a parameter. We analyze the point process ...

This thesis discusses limit theorems for density dependent families of continuoustime Markov chains and their application to the stochastic analysis of large scalecloud computing environments and data centers. On the ...

We apply the concept of exchangeable random variables to the case of non-additive robability distributions exhibiting ncertainty aversion, and in the lass generated bya convex core convex non-additive probabilities, ith a ...

The effect of rotation is considered to become important when the Rossby number is sufficiently small, as is the case in many geophysical and astrophysical flows. Here we present direct numerical simulations to study the ...

We prove strong convergence and asymptotic normality for the record and the weak record rate of observations of the form Y-n = X-n + T-n, n >= 1, where (X-n)(n is an element of z) is a stationary ergodic sequence of random ...