Gaussian measures and the density theorem
Gaussian measures in Urbanik's sense and a characterization theorem for abelian groups
Gaussian measures on spaces, 0 ≤ p < ∞
Gaussian measures on spaces,
Gaussian moving averages and semimartingales.
Gaussian process modeling with inequality constraints
Gaussian process modeling is one of the most popular approaches for building a metamodel in the case of expensive numerical simulators. Frequently, the code outputs correspond to physical quantities with a behavior which is known a priori: Chemical concentrations lie between 0 and 1, the output is increasing with respect to some parameter, etc. Several approaches have been proposed to deal with such information. In this paper, we introduce a new framework for incorporating constraints in Gaussian...
Gaussian random band matrices and operator-valued free probability theory
Gaussian Random Series on Metric Vector Spaces.
Gaussian scaling for the critical spread-out contact process above the upper critical dimension.
Gaussian solutions to the lagrangian variational problem in stochastic mechanics
Gaußsche Wahrscheinlichkeitsmaße auf Corwinschen Gruppen.
G-convergence of generators and weak convergence of diffusions
Gebelein's inequality and its consequences
Let be the normalized gaussian system such that , i = 1,2,... and let the correlation matrix satisfy the following hypothesis: . We present Gebelein’s inequality and some of its consequences: Borel-Cantelli type lemma, iterated log law, Levy’s norm for the gaussian sequence etc. The main result is that (f(X₁) + ⋯ + f(Xₙ))/n → 0 a.s. for f ∈ L¹(ν) with (f,1)ν = 0.
Genealogies of regular exchangeable coalescents with applications to sampling
This article considers a model of genealogy corresponding to a regular exchangeable coalescent (also known as -coalescent) started from a large finite configuration, and undergoing neutral mutations. Asymptotic expressions for the number of active lineages were obtained by the author in a previous work. Analogous results for the number of active mutation-free lineages and the combined lineage lengths are derived using the same martingale-based technique. They are given in terms of convergence in...
Genealogy of flows of continuous-state branching processes via flows of partitions and the Eve property
We encode the genealogy of a continuous-state branching process associated with a branching mechanism – or in short – using a stochastic flow of partitions. This encoding holds for all branching mechanisms and appears as a very tractable object to deal with asymptotic behaviours and convergences. In particular we study the so-called Eve property – the existence of an ancestor from which the entire population descends asymptotically – and give a necessary and sufficient condition on the for...
General approximation method for the distribution of Markov processes conditioned not to be killed
We consider a strong Markov process with killing and prove an approximation method for the distribution of the process conditioned not to be killed when it is observed. The method is based on a Fleming−Viot type particle system with rebirths, whose particles evolve as independent copies of the original strong Markov process and jump onto each others instead of being killed. Our only assumption is that the number of rebirths of the Fleming−Viot type system doesn’t explode in finite time almost surely...
General branching processes conditioned on extinction are still branching processes.
General decay stability for stochastic functional differential equations with infinite delay.
General proportional mean residual life model
By considering a covariate random variable in the ordinary proportional mean residual life (PMRL) model, we introduce and study a general model, taking more situations into account with respect to the ordinary PMRL model. We investigate how stochastic structures of the proposed model are affected by the stochastic properties of the baseline and the mixing variables in the model. Several characterizations and preservation properties of the new model under different stochastic orders and aging classes...
General Purpose Model of Queue Dissipation Time at Service Facility with Intermittent Bulk Service Schedule