Singularities of the Green Function of a Random Walk on a Discrete Group.
Singularity functions for fractional processes : application to the fractional brownian sheet
Singularly perturbed telegraph equations with applications in the random walk theory.
Singulární vstupní proudy
Sistemas lineales singulares de dos ecuaciones en diferencias finitas de primer orden de coeficientes constantes y de valores iniciales aleatorios. Aplicaciones.
Size of the giant component in a random geometric graph
In this paper, we study the size of the giant component in the random geometric graph of nodes independently distributed each according to a certain density in satisfying . If for some positive constants , and as , we show that the giant component of contains at least nodes with probability at least for all and for some positive constant ....
Skew products, regular conditional probabilities and stochastic differential equations : a technical remark
Skew-product representations of multidimensional Dunkl Markov processes
In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl martingales. Séminaire de Probabilités XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.
Skorohod embedding in Brownian motion in
Skorohod's spaces
Skorokhod imbedding via stochastic integrals
Skorokhod stopping in discrete time
Skorokhod stopping times of minimal variance
Skorokhod stopping via potential theory
SLE and triangles.
SLE coordinate changes.
SLE et invariance conforme
Les processus de Schramm-Loewner (SLE) induisent des courbes aléatoires du plan complexe, qui vérifient une propriété d’invariance conforme. Ce sont des outils fondamentaux pour la compréhension du comportement asymptotique en régime critique de certains modèles discrets intervenant en physique statistique ; ils ont permis notamment d’établir rigoureusement certaines conjectures importantes dans ce domaine.
Slow entropy type invariants and smooth realization of commuting measure-preserving transformations
Slowdown estimates and central limit theorem for random walks in random environment
This work is concerned with asymptotic properties of multi-dimensional random walks in random environment. Under Kalikow’s condition, we show a central limit theorem for random walks in random environment on , when . We also derive tail estimates on the probability of slowdowns. These latter estimates are of special interest due to the natural interplay between slowdowns and the presence of traps in the medium. The tail behavior of the renewal time constructed in [25] plays an important role in...
Slowdown estimates for ballistic random walk in random environment
We consider models of random walk in uniformly elliptic i.i.d. random environment in dimension greater than or equal to 4, satisfying a condition slightly weaker than the ballisticity condition . We show that for every and large enough, the annealed probability of linear slowdown is bounded from above by . This bound almost matches the known lower bound of , and significantly improves previously known upper bounds. As a corollary we provide almost sharp estimates for the quenched probability...