Motion of a rigid body under random perturbation.
Mouvement brownien et inégalité de Hardy dans
Moving Shift Averages for Ergodic Transformations.
Moyennes et mesures en mécanique quantique et en mécanique classique
Moyennes harmoniques
Nous introduisons une notion de moyenne harmonique pour une marche aléatoire sur une relation d’équivalence mesurée graphée, qui généralise la notion classique de moyenne invariante. Pour les graphages à géométrie bornée, une telle moyenne existe toujours. Nous prouvons qu’une moyenne harmonique devient invariante lorsque la marche aléatoire sur presque toute orbite jouit de bonnes propriétés asymptotiques telles que la propriété de Liouville ou la récurrence.
Moyennes mobiles et semimartingales
Multichannel blind deconvolution using the stochastic calculus for the estimation of the central arterial pressure.
Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues
In the Hammersley–Aldous–Diaconis process, infinitely many particles sit in ℝ and at most one particle is allowed at each position. A particle at x, whose nearest neighbor to the right is at y, jumps at rate y−x to a position uniformly distributed in the interval (x, y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First,...
Multidimensional Hermite Polynomials of Complex Gaussian Variables
Multidimensional Hermite polynomials of complex Gaussian variables.
Multidimensional Kolmogorov-Petrovsky test for the boundary regularity and irregularity of solutions to the heat equation.
Multidimensional limit theorems for smoothed extreme value estimates of point processes boundaries
In this paper, we give sufficient conditions to establish central limit theorems and moderate deviation principle for a class of support estimates of empirical and Poisson point processes. The considered estimates are obtained by smoothing some bias corrected extreme values of the point process. We show how the smoothing permits to obtain Gaussian asymptotic limits and therefore pointwise confidence intervals. Some unidimensional and multidimensional examples are provided.
Multidimensional Models for Methodological Validation in Multifractal Analysis
Multifractal analysis is known as a useful tool in signal analysis. However, the methods are often used without methodological validation. In this study, we present multidimensional models in order to validate multifractal analysis methods.
Multidimensional multifractal random measures.
Multi-dimensional quasi-Toeplitz Markov chains.
Multidimensional random processes with normal covariances
Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments
Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
A multidimensional version of the results of Komlos, Major and Tusnady for the Gaussian approximation of the sequence of successive sums of independent random vectors with finite exponential moments is obtained.
Multifractal analysis of a class of additive processes with correlated non-stationary increments.
Multifractal analysis of infinite products of stationary jump processes.