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math.PR2004★ 82 cited
Characterization of invariant measures at the leading edge for competing particle systems
Anastasia Ruzmaikina, Michael Aizenman
We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability meas…
math.PR2000★ 14 cited
Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
Anastasia Ruzmaikina
We give a new estimate on Stieltjes integrals of Hölder continuous functions and use it to prove an existence-uniqueness theorem for solutions of ordinary differential equations wi…