Théorie spectrale d'un opérateur de transition sur un espace métrique compact
Théorie unifiée des capacités et des ensembles analytiques
Theory of classification : a survey of some recent advances
The last few years have witnessed important new developments in the theory and practice of pattern classification. We intend to survey some of the main new ideas that have led to these recent results.
Theory of Classification: a Survey of Some Recent Advances
The last few years have witnessed important new developments in the theory and practice of pattern classification. We intend to survey some of the main new ideas that have led to these recent results.
There exists no ultimate solution to Skorokhod's problem
Thick points for the Cauchy process
Thick points for transient symmetric stable processes.
Thin and heavy tails in stochastic programming
Optimization problems depending on a probability measure correspond to many applications. These problems can be static (single-stage), dynamic with finite (multi-stage) or infinite horizon, single- or multi-objective. It is necessary to have complete knowledge of the “underlying” probability measure if we are to solve the above-mentioned problems with precision. However this assumption is very rarely fulfilled (in applications) and consequently, problems have to be solved mostly on the basis of...
Thin points for brownian motion
Thinness and non-tangential limit associated to coupled PDE
In this paper, we study the reduit, the thinness and the non-tangential limit associated to a harmonic structure given by coupled partial differential equations. In particular, we obtain such results for biharmonic equation (i.e. ) and equations of type.
Thin-shell concentration for convex measures
We prove that for s < 0, s-concave measures on ℝⁿ exhibit thin-shell concentration similar to the log-concave case. This leads to a Berry-Esseen type estimate for most of their one-dimensional marginal distributions. We also establish sharp reverse Hölder inequalities for s-concave measures.
Thomas Jefferson, James Madison, probability and constitutions: at the intersection of the Scottish, American, and French enlightenments.
Three examples of brownian flows on
We show that the only flow solving the stochastic differential equation (SDE) on
Three-dimensional reflected driftless random walks in troughs : new asymptotic behavior
Threshold phenomena on product spaces: BKKKL revisited (once more).
Tightness criteria for laws of semimartingales
Tightness of Continuous Stochastic Processes
Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
Tightness of the Student -statistic.
Tightness of voter model interfaces.
Tightness results for laws of diffusion processes application to stochastic mechanics