Précisions sur la mesure de Föllmer
Précisions sur l’existence et la continuité des temps locaux d’intersection du mouvement brownien dans
Predictability, entropy and information of infinite transformations
We show that a certain type of quasifinite, conservative, ergodic, measure preserving transformation always has a maximal zero entropy factor, generated by predictable sets. We also construct a conservative, ergodic, measure preserving transformation which is not quasifinite; and consider distribution asymptotics of information showing that e.g. for Boole's transformation, information is asymptotically mod-normal with normalization ∝ √n. Lastly, we show that certain ergodic, probability preserving...
Predictable local times and exit systems
Predictable representation of martingale spaces and changes of probability measures
Predictable representation property of some Hilbertian martingales.
Predictable sets and set-valued processes
Prediction for Two Processes and the Nehari Problem.
Prediction of time series by statistical learning: general losses and fast rates
We establish rates of convergences in statistical learning for time series forecasting. Using the PAC-Bayesian approach, slow rates of convergence √ d/n for the Gibbs estimator under the absolute loss were given in a previous work [7], where n is the sample size and d the dimension of the set of predictors. Under the same weak dependence conditions, we extend this result to any convex Lipschitz loss function. We also identify a condition on the parameter space that ensures similar rates for the...
Prediction problems [Book]
Prédiction scalaire ou prédiction vectorielle pour des processus faiblement stationnaires
Prediction sequences in smooth Banach spaces
Preface
Prescribing harmonic measure on convex domains.
Présentation de l'«inégalité de Doob» de Métivier et Pellaumail
Présentation unifiée de certaines inégalités de la théorie des martingales
Preservation of log-concavity on summation
We extend Hoggar's theorem that the sum of two independent discrete-valued log-concave random variables is itself log-concave. We introduce conditions under which the result still holds for dependent variables. We argue that these conditions are natural by giving some applications. Firstly, we use our main theorem to give simple proofs of the log-concavity of the Stirling numbers of the second kind and of the Eulerian numbers. Secondly, we prove results concerning the log-concavity of the sum of...
Pre-supports of linear probability measures and linear Lusin measurable functionals [Book]
Prevalence of backward stochastic differential equations with unique solution.
Prévision de la demande de soins à partir d'un système d'information décentralisé