We consider strong limit theorems for Markov chains in bi-infinite random environments. We first give a new proof of a strong limit theorem of Liu and Yang (1995) on the average of functions of non-homogeneous Markov chains by constructing a nonnegative martingale. As corollaries, for a Markov...

In this paper we present a bi-stable neuronal model consistent with the Gibbs distribution. Our approach utilizes a formalism used in stochastic (Boltzmann) machines with a bistable-neuron algorithm in which each neuron can exist in either an ON or an OFF state. The transition between the...

We consider a continuous time Markov chain on a countable state space. We prove a joint large deviation principle (LDP) of the empirical measure and current in the limit of large time interval. The proof is based on results on the joint large deviations of the empirical measure and flow obtained...

In this paper, a particular class of matrix-exponential distributions is described, also with respect to its use in risk theory, namely phase-type distributions. Phase-type distributions have the important advantage of being suitable for approximating most of other distributions as well as being...

Using 15 years worth of additional data, a study is carried out to explore the extent to which the results in Rothman (1991) still hold. The analysis shows that such a comparison is very much dependent on whether: (i) 1-quarter differences or 4-quarter differences are used to construct the...

The Brigham Young University Women's Volleyball Team recorded and rated all skills (pass, set, attack, etc.) and recorded rally outcomes (point for BYU, rally continues, point for opponent) for the entire 2006 home volleyball season. Only sequences of events occurring on BYU's side of the net...

External demand was the main driver of growth in Thailand in 2006 and 2007. However, WEO projections indicate moderating foreign demand in 2008, with U.S. growth being revised downwards to reflect the turmoil in housing and credit markets, and high oil prices. While the share of Thai exports to...

In this paper an inventory model for a single reusable product is investigated, in which the random returns depend explicitly on the demand stream. Further, the model distinguishes itself from most other research in this field by considering leadtimes and a finite planning horizon. We show that...

We develop Bayesian methods of analysis for a new class of Threshold Autoregressive models: Endogenous Delay Threshold. We apply our methods to the commonly used sunspot data data set and find strong evidence in favor of the EDTAR model over linear and tranditional threshold autoregressions.