Analytic and sequential Feynman integrals on abstract Wiener and Hilbert spaces, and a Cameron-Martin formula
Analytic potential theory over the -adics
Over a non-archimedean local field the absolute value, raised to any positive power , is a negative definite function and generates (the analogue of) the symmetric stable process. For , this process is transient with potential operator given by M. Riesz’ kernel. We develop this potential theory purely analytically and in an explicit manner, obtaining special features afforded by the non-archimedean setting ; e.g. Harnack’s inequality becomes an equality.
Analytic stochastic processes
Analytic stochastic processes II
Analytical and numerical study of Kramers' exit problem. I.
Analytical and numerical study of Kramers' exit problem. II.
Analytical approximation of the transition density in a local volatility model
We present a simplified approach to the analytical approximation of the transition density related to a general local volatility model. The methodology is sufficiently flexible to be extended to time-dependent coefficients, multi-dimensional stochastic volatility models, degenerate parabolic PDEs related to Asian options and also to include jumps.
Analytically normed spaces.
Analyticity of solutions and Kolmogorov's dissipation scale for 2D Navier-Stokes equations
Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces
We consider a semigroup acting on real-valued functions defined in a Hilbert space H, arising as a transition semigroup of a given stochastic process in H. We find sufficient conditions for analyticity of the semigroup in the space, where μ is a gaussian measure in H, intrinsically related to the process. We show that the infinitesimal generator of the semigroup is associated with a bilinear closed coercive form in . A closability criterion for such forms is presented. Examples are also given....
Analyzing discrete-time bulk-service Geo/Geob/m queue
This paper analyzes a discrete-time multi-server queue in which service capacity of each server is a minimum of one and a maximum of b customers. The interarrival- and service-times are assumed to be independent and geometrically distributed. The queue is analyzed under the assumptions of early arrival system and late arrival system with delayed access. Besides, obtaining state probabilities at arbitrary and outside observer's observation epochs, some performance measures and waiting-time distribution...
Analyzing linear recursive projects as an absorbing chain.
Ancestral processes with selection: Branching and Moran models
We consider two versions of stochastic population models with mutation and selection. The first approach relies on a multitype branching process; here, individuals reproduce and change type (i.e., mutate) independently of each other, without restriction on population size. We analyse the equilibrium behaviour of this model, both in the forward and in the backward direction of time; the backward point of view emerges if the ancestry of individuals chosen randomly from the present population is traced...
Angles de droits et de revers. Distribution circulaire
Dans cet article, on traite un échantillon d'angles de droits et de revers de pièces de monnaies. On a cherché à en donner une description statistique correcte et à ajuster une loi théorique puis à construire un test d'homogénéité non paramétrique de deux échantillons distribués sur le cercle.
Annealed deviations of random walk in random scenery
Annealed Lyapounov exponents and large deviations in a poissonian potential. II
Annealed Lyapounov exponents and large deviations in a poissonian potential. I
Annealed upper tails for the energy of a charged polymer
We study the upper tails for the energy of a randomly charged symmetric and transient random walk. We assume that only charges on the same site interact pairwise. We consider annealed estimates, that is when we average over both randomness, in dimension three or more. We obtain a large deviation principle, and an explicit rate function for a large class of charge distributions.
Annealed vs quenched critical points for a random walk pinning model
We study a random walk pinning model, where conditioned on a simple random walk Y on ℤd acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with hamiltonian −Lt(X, Y), where Lt(X, Y) is the collision local time between X and Y up to time t. This model arises naturally in various contexts, including the study of the parabolic Anderson model with moving catalysts, the parabolic Anderson model with brownian noise, and the directed...
(Annexe n° 1) Remarques sur l'exposé d'Assouad (n° XVI)