The Riesz decomposition of finely superharmonic functions

This paper answers a question of Fuglede about minimal positive harmonic functions associated with irregular boundary points. As a consequence, an old and central problem of fine potential theory, concerning the Riesz decomposition, is resolved. Namely, it is shown that, on certain fine domains, there exist positive finely superharmonic functions which do not admit any positive finely harmonic minorant and yet are not fine potentials.     

The compound binomial risk model with time-correlated claims

In this paper, we consider the compound binomial risk model with the time-correlated claims. It is assumed that every main claim will produce a by-claim but the occurrence of the by-claim may be delayed. We obtain the recursive formula of the joint distribution of the surplus immediately prior to ruin and deficit at ruin. Furthermore, the ruin probability is given by means of ruin probability and the deficit at ruin of the classical compound binomial risk model. Finally, we derive an upper bound for the ruin probability.     

Regular variation of order 1 nonlinear AR-ARCH models

We prove both geometric ergodicity and regular variation of the stationary distribution for a class of nonlinear stochastic recursions that includes nonlinear AR-ARCH models of order 1. The Lyapounov exponent for the model, the index of regular variation and the spectral measure for the regular variation all are characterized by a simple two-state Markov chain.     

A large deviation principle for 2D stochastic Navier–Stokes equation

In this paper one specifies the ergodic behavior of the 2D-stochastic Navier–Stokes equation by giving a Large Deviation Principle for the occupation measure for large time. It describes the exact rate of exponential convergence. The considered random force is non-degenerate and compatible with the strong Feller property.     

Stationary remaining service time conditional on queue length

In Mandelbaum and Yechiali [The conditional residual service time in the M/G/1 queue, http://www.math.tau.ac.il/∼uriy/publications (No. 30a), 1979] and in Fakinos [The expected remaining service time in a single-server queue, Oper. Res. 30 (1982) 1014-1018] a simple formula is derived for the (stationary) expected remaining service time in a M/G/1 queue, conditional on the number of customers in the system. We give a short new proof of the formula using Rate Conservation Law, and generalize to handle higher moments.     

On Genuine Bernstein–Durrmeyer Operators

We continue the studies on the so–called genuine Bernstein–Durrmeyer operators U _n by establishing a recurrence formula for the moments and by investigating the semigroup T(t) approximated by U _n . Moreover, for sufficiently smooth functions the degree of this convergence is estimated. We also determine the eigenstructure of U _n , compute the moments of T(t) and establish asymptotic formulas. Received: January 26, 2007.     

Another independent self-dual basis for the trivial variety

We give a new independent self-dual 3-basis for the trivial variety with two binary operations. Received October 24, 2006; accepted in final form January 25, 2007.     

Second order evolution equations with time-dependent subdifferentials

We study an abstract second order nonlinear evolution equation in a real Hilbert space. We consider time-dependent convex functions and their subdifferentials operating on the first derivative of the unknown function. Introducing appropriate assumptions on the convex functions and other data, we prove the existence and uniqueness of a strong solution, and give some applications of the abstract theorem to hyperbolic variational inequalities with time-dependent constraints.      

On perfectly normal dense subspaces of products

Let M be a separable metric space consisting of more than one point. We construct perfectly normal dense subspaces Z⊂Mc² and (under additional set-theoretic assumption) Y⊂Mc which are not collectionwise Hausdorff.