Localisation pour l'opérateur de Schrödinger aléatoire dans un ruban
Localization and delocalization for heavy tailed band matrices
We consider some random band matrices with band-width whose entries are independent random variables with distribution tail in . We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when , the largest eigenvalues have order , are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked for full matrices by Soshnikov...
Localization and delocalization of random interfaces.
Localization for random Schrödinger operators with Poisson potential
Localization of spectrum bottom for the Stokes operator in a random porous medium.
Locally Best Tests for Gaussian Processes.
Locally best unbiased estimates of functionals of covariance functions of a Gaussian stochastic process
Locally harmonizable covariance: Spectral analysis
Locally periodic homogenization of reflected diffusion.
Logarithmic capacity is not subadditive – a fine topology approach
In Landkof’s monograph [8, p. 213] it is asserted that logarithmic capacity is strongly subadditive, and therefore that it is a Choquet capacity. An example demonstrating that logarithmic capacity is not even subadditive can be found e.gi̇n [6, Example 7.20], see also [3, p. 803]. In this paper we will show this fact with the help of the fine topology in potential theory.
Logarithmic components of the vacant set for random walk on a discrete torus.
Logarithmic inequalities for second-order Riesz transforms and related Fourier multipliers
We study logarithmic estimates for a class of Fourier multipliers which arise from a nonsymmetric modulation of jumps of Lévy processes. In particular, this leads to corresponding tight bounds for second-order Riesz transforms on .
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Logarithmic Sobolev inequalities for inhomogeneous Markov Semigroups
We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift term which ensure that the relative entropy of one particular orbit with respect to some other one decreases to zero. The decay rate is obtained explicitly by the use of a Sobolev logarithmic inequality for the associated semigroup, which is derived by an adaptation of Bakry's Γ-calculus. As a byproduct,...
Logarithmic Sobolev inequalities for unbounded spin systems revisited
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles.
Log-optimal investment in the long run with proportional transaction costs when using shadow prices
We consider a non-consuming agent interested in the maximization of the long-run growth rate of a wealth process investing either in a money market and in one risky asset following a geometric Brownian motion or in futures following an arithmetic Brownian motion. The agent faces proportional transaction costs, and similarly as in [17] where the case of stock trading is considered, we show how the log-optimal optimal policies in the long run can be derived when using the technical tool of shadow...
Loi de probabilité des écarts
Loi de probabilité des maxima d'une fonction aléatoire stationnaire Somme d'une partie gaussienne et d'une partie sinusoïdale
Loi du logarithme itéré et types d’espaces de Banach