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We derive herein the limiting laws for certain stationary distributions of birth-and-death processes related to the classical model of chemical adsorption-desorption reactions due to Langmuir. The model has been recently considered in the context of a hybridization reaction on an oligonucleotide DNA microarray. Our results imply that the truncated gamma- and beta- type distributions can be used as approximations to the observed distributions of the fluorescence readings of the oligo-probes on a microarray. These findings might be useful in developing new model-based, probe-specific methods of extracting target concentrations from array fluorescence readings.
The approximation of integral type functionals is studied for discrete observations of a continuous It^o semimartingale. Based on novel approximations in the Fourier domain, central limit theorems are proved for $L^2$-Sobolev functions with fractiona
Marcinkiewicz strong law of large numbers, ${n^{-frac1p}}sum_{k=1}^{n} (d_{k}- d)rightarrow 0 $ almost surely with $pin(1,2)$, are developed for products $d_k=prod_{r=1}^s x_k^{(r)}$, where the $x_k^{(r)} = sum_{l=-infty}^{infty}c_{k-l}^{(r)}xi_l^{(r
An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated by others, we prove central limit theorems. Some statistical applications are discussed.
We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number of extracte
We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are correlated, for