Measures and Markov processes on function spaces
Measures charging no polar sets and additive functional of Brownian motion.
Measures defined by Markov times
Measures of finite (r,p)-energy and potentials on a separable metric space
Measures on groups with given projections
Measures which agree on balls.
Measures with idempotent types and completely stable measures on nilpotent groups
Measuring of second–order stochastic dominance portfolio efficiency
In this paper, we deal with second-order stochastic dominance (SSD) portfolio efficiency with respect to all portfolios that can be created from a considered set of assets. Assuming scenario approach for distribution of returns several SSD portfolio efficiency tests were proposed. We introduce a -SSD portfolio efficiency approach and we analyze the stability of SSD portfolio efficiency and -SSD portfolio efficiency classification with respect to changes in scenarios of returns. We propose new...
Measuring the Irreversibility of Numerical Schemes for Reversible Stochastic Differential Equations
For a stationary Markov process the detailed balance condition is equivalent to the time-reversibility of the process. For stochastic differential equations (SDE’s), the time discretization of numerical schemes usually destroys the time-reversibility property. Despite an extensive literature on the numerical analysis for SDE’s, their stability properties, strong and/or weak error estimates, large deviations and infinite-time estimates, no quantitative results are known on the lack of reversibility...
Median for metric spaces
We consider a Köthe space of random variables (r.v.) defined on the Lebesgue space ([0,1],B,λ). We show that for any sub-σ-algebra ℱ of B and for all r.v.’s X with values in a separable finitely compact metric space (M,d) such that d(X,x) ∈ for all x ∈ M (we then write X ∈ (M)), there exists a median of X given ℱ, i.e., an ℱ-measurable r.v. Y ∈ (M) such that for all ℱ-measurable Z. We develop the basic theory of these medians, we show the convergence of empirical medians and we give some applications....
Médianes vectorielles
Medidas de centralización multidimensionales (ley fuerte de los grandes números).
En este trabajo definimos una medida de centralización multidimensional para vectores aleatorios como el valor del parámetro para el que se alcanza el mínimo de las integrales de ciertas funciones. Estudiamos su relación con otras medidas de centralización multidimensionales conocidas. Finalizamos demostrando la Ley Fuerte de los Grandes Números, tanto para la medida de centralización definida como para la de dispersión asociada.
Meeting time of independent random walks in random environment
We consider, in the continuous time version, γ independent random walks on Z+ in random environment in Sinai’s regime. Let Tγ be the first meeting time of one pair of the γ random walks starting at different positions. We first show that the tail of the quenched distribution of Tγ, after a suitable rescaling, converges in probability, to some functional of the Brownian motion. Then we compute the law of this functional. Eventually, we obtain results about the moments of this meeting time. Being...
Meilleures approximations et médianes conditionnelles
Mélange : exemples, applications
Mengenwertige Masse und Fortsetzungen.
Merging for time inhomogeneous finite Markov chains. I: Singular values and stability.
Merging of states of Markov chains with infinite probability rates
Meshless Polyharmonic Div-Curl Reconstruction
In this paper, we will discuss the meshless polyharmonic reconstruction of vector fields from scattered data, possibly, contaminated by noise. We give an explicit solution of the problem. After some theoretical framework, we discuss some numerical aspect arising in the problems related to the reconstruction of vector fields
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