Since broadband integrated networks have to cope with a wide range of bit rates, the notion of burstiness which expresses the irregularity of a ow, has been recognized as a vital question for such networks. In burstiness characterization encountered in the literature, special attention is given to the squared coe cient of variation of interarrival time (Cv2) in a cell arrival process. In order ...

In this work we provide a new short proof of Carlitz’s identity for the Bernoulli numbers. Our approach is based on the ordinary generating function for the Bernoulli numbers and a Grassmann-Berezin integral representation of the Bernoulli numbers in the context of the Zeon algebra, which comprises an associative and commutative algebra with nilpotent generators.

We prove a pair of identities expressing Bernoulli numbers and Bernoulli numbers of the second kind as sums of generalized falling factorials. These are derived from an expression for the Mahler coefficients of degenerate Bernoulli numbers. As corollaries several unusual identities and congruences are derived.

and Applied Analysis 3 The purpose of this paper is to derive a new concept of higher-order q-Bernoulli numbers and polynomials with weight α from the fermionic p-adic q-integral on Zp. Finally, we present a systemic study of some families of higher-order q-Bernoulli numbers and polynomials with weight α. 2. Higher Order q-Bernoulli Numbers with Weight α Let β ∈ Z and α ∈ N in this paper. For k...

One of the corollaries of Ornstein’s isomorphism theorem is that if (Y, S, ν) is an invertible measure preserving transformation and (Y, S, ν) is isomorphic to a Bernoulli shift then (Y, S, ν) is isomorphic to a Bernoulli shift. In this paper we show that noninvertible transformations do not share this property. We do this by exhibiting a uniformly 2-1 endomorphism (X, σ, μ) which is not isomor...

We prove a nonequilibirum central limit theorem for the position of a tagged particle in the one-dimensional nearest-neighbor symmetric simple exclusion process under diffusive scaling starting from a Bernoulli product measure associated to a smooth profile ρ0 : R → [0, 1].

This paper is aimed at sharpen a weak invariance principle for stationary sequences in Doukhan & Louhichi (1999). Our assumption is both beyond mixing and the causal θ-weak dependence in Dedecker and Doukhan (2003); those authors obtained a sharp result which improves on an optimal one in Doukhan et alii (1995) under strong mixing. We prove this result and we also precise convergence rates unde...

A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a “multiscoop” generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infinite Poisson factor analysis model. A finite approximation for the beta proces...

The paper aims to establish a new sharp Burkholder-type maximal inequality in Lp for a class of stationary sequences that includes martingale sequences, mixingales and other dependent structures. The case when the variables are bounded is also addressed, leading to an exponential inequality for a maximum of partial sums. As an application we present an invariance principle for partial sums of c...

We provide results on the existence and uniqueness of equilibrium in dynamically incomplete financial markets in discrete time. Our framework allows for heterogeneous agents, unspanned random endowments and convex trading constraints. In the special case where all agents have preferences of the same type and all random endowments are replicable by trading in the financial market we show that a ...