Hemigroups of probalitiy measures on a locally compact group.
Hermite and Laguerre polynomials and matrix-valued stochastic.
Hermite martingales
Heterogeneous queueing systems with balking
Hidden symmetries of stochastic models.
Hiding a constant drift
The following question is due to Marc Yor: Let B be a brownian motion and St=t+Bt. Can we define an -predictable process H such that the resulting stochastic integral (H⋅S) is a brownian motion (without drift) in its own filtration, i.e. an -brownian motion? In this paper we show that by dropping the requirement of -predictability of H we can give a positive answer to this question. In other words, we are able to show that there is a weak solution to Yor’s question. The original question, i.e.,...
Hierarchical equilibria of branching populations.
Hierarchical models, marginal polytopes, and linear codes
In this paper, we explore a connection between binary hierarchical models, their marginal polytopes, and codeword polytopes, the convex hulls of linear codes. The class of linear codes that are realizable by hierarchical models is determined. We classify all full dimensional polytopes with the property that their vertices form a linear code and give an algorithm that determines them.
Hierarchical pinning model in correlated random environment
We consider the hierarchical disordered pinning model studied in (J. Statist. Phys.66 (1992) 1189–1213), which exhibits a localization/delocalization phase transition. In the case where the disorder is i.i.d. (independent and identically distributed), the question of relevance/irrelevance of disorder (i.e. whether disorder changes or not the critical properties with respect to the homogeneous case) is by now mathematically rather well understood (Probab. Theory Related Fields148 (2010) 159–175,...
Hierarchically interacting Fleming-Viot processes with selection and mutation: Multiple space time scale analysis and quasi-equilibria.
High-dimensional gaussian model selection on a gaussian design
We consider the problem of estimating the conditional mean of a real gaussian variable Y=∑i=1pθiXi+ɛ where the vector of the covariates (Xi)1≤i≤p follows a joint gaussian distribution. This issue often occurs when one aims at estimating the graph or the distribution of a gaussian graphical model. We introduce a general model selection procedure which is based on the minimization of a penalized least squares type criterion. It handles a variety of problems such as ordered and complete variable selection,...
High-resolution quantization and entropy coding for fractional Brownian motion.
Hilbert space valued generalized random processes. I.
Hilbert space valued generalized random processes. II.
Hilbert spaces formed by strongly harmonizable stable processes.
Hilbert-space of a class of multidimensional stochastic processes
Hilbert-valued anticipating stochastic differential equations
Hincin Spaces and Unimodal Probability Measures.
Hirsch's integral test for the iterated brownian motion
Historical notes on the theory of probability (1873). Reprint. (Historische Notizen über die Wahrscheinlichkeitsrechnung (1873). Reprint.)