Une topologie sur l'espace des semimartingales
Sur un ensemble fini, on s'intéresse aux minorations linéaires du trou spectral d'un noyau markovien réversible, en terme de la constante isopérimétrique associée. On montre que la constante optimale est l'inverse du cardinal de l'ensemble moins un, mais on verra aussi comment il est possible de l'améliorer dans certaines situations particulières (arbres pointés radiaux à nombre fini de générations). Une application des inégalités précédentes est de retrouver immédiatement le comportement...
The main topic of this talk is the speed estimation of stability/instability. The word “various” comes with no surprising since there are a lot of different types of stability/instability and each of them has its own natural distance to measure. However, the adjective “unified” is very much unexpected. The talk surveys our recent progress on the topic, made in the past five years or so.
It is easy to notice that no sequence of estimators of the probability of success θ in a Bernoulli scheme can converge (when standardized) to N(0,1) uniformly in θ ∈ ]0,1[. We show that the uniform asymptotic normality can be achieved if we allow the sample size, that is, the number of Bernoulli trials, to be chosen sequentially.
Usually the problem of drift estimation for a diffusion process is considered under the hypothesis of ergodicity. It is less often considered under the hypothesis of null-recurrence, simply because there are fewer limit theorems and existing ones do not apply to the whole null-recurrent class. The aim of this paper is to provide some limit theorems for additive functionals and martingales of a general (ergodic or null) recurrent diffusion which would allow us to have a somewhat unified approach...
We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is applied to the stochastic reaction diffusion equation in with .