On the size of a maximal induced tree in a random graph
On the Skew Product of Symmetric Diffusion Processes.
On the Skorokhod topology
On the small deviation problem for some iterated processes.
On the small maximal flows in first passage percolation
We consider the standard first passage percolation on : with each edge of the lattice we associate a random capacity. We are interested in the maximal flow through a cylinder in this graph. Under some assumptions Kesten proved in 1987 a law of large numbers for the rescaled flow. Chayes and Chayes established that the large deviations far away below its typical value are of surface order, at least for the Bernoulli percolation and cylinders of certain height. Thanks to another approach we extend...
On the small time asymptotics of the two-dimensional stochastic Navier–Stokes equations
In this paper, we establish a small time large deviation principle (small time asymptotics) for the two-dimensional stochastic Navier–Stokes equations driven by multiplicative noise, which not only involves the study of the small noise, but also the investigation of the effect of the small, but highly nonlinear, unbounded drifts.
On the smallest eigenvalue of the Stokes operator in a domain with fine-grained random boundary.
On the smoothness of solutions of linear-quadratic regulator for degenerate diffusions.
On the sojourn times of killed brownian motion
On the space of Markov chain's finite projections.
On the space of vector-valued functions integrable with respect to the white noise
On the spectral analysis of second-order Markov chains
Second order Markov chains which are trajectorially reversible are considered. Contrary to the reversibility notion for usual Markov chains, no symmetry property can be deduced for the corresponding transition operators. Nevertheless and even if they are not diagonalizable in general, we study some features of their spectral decompositions and in particular the behavior of the spectral gap under appropriate perturbations is investigated. Our quantitative and qualitative results confirm that the...
On the spectral function of the Poisson-Voronoi cells
On the spectral norm of a random Toeplitz matrix.
On the spectral representation of the sampling cardinal series expansion of weakly stationary stochastic processes.
The spectral representation of the sampling cardinal series expansion (SCSE) of non-band-limited weakly stationary scalar and vector stochastic processes and their correlation functions are derived. The upper bound of the mean-square aliasing error is given for vector processes.
On the spectrum of a distribution function and on unique factorization.
On the speed of a planar random walk avoiding its past convex hull
On the speed of coming down from infinity for -coalescent processes.
On the sphericity of scaling limits of random planar quadrangulations.
On the Spitzer and Chung laws of the iterated logarithm for brownian motion