Sur une question de probabilité
Sur une théorie informationnelle de l'observation pour des événements de nature probabiliste
Sur une transformation du mouvement brownien due à Jeulin et Yor
SURE shrinkage of gaussian paths and signal identification
Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes, based on their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed by a continuous-time Gaussian noise.
SURE shrinkage of Gaussian paths and signal identification*
Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes, based on their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed by a continuous-time Gaussian noise.
Surface measures and convergence of the Ornstein-Uhlenbeck semigroup in Wiener spaces
We study points of density of sets of finite perimeter in infinite-dimensional Gaussian spaces and prove that, as in the finite-dimensional theory, the surface measure is concentrated on this class of points. Here density is formulated in terms of the pointwise behaviour of the Ornstein-Uhlembeck semigroup.
Surface stretching for Ornstein Uhlenbeck velocity fields.
Surlois d'entrée
Surmartingales-mesures
Survival maximization for a Laguerre population.
Survival of homogeneous fragmentation processes with killing
We consider a homogeneous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the decay of the largest fragment for parameter values that allow for survival. In this respect the present paper is also concerned with the probability of extinction of the killed process.
Survival probabilities for branching Brownian motion with absorption.
Survival probabilities of autoregressive processes
Given an autoregressive process X of order p (i.e. Xn = a1Xn−1 + ··· + apXn−p + Yn where the random variables Y1, Y2,... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a constant barrier up to time N (survival or persistence probability). Depending on the coefficients a1,..., ap and the distribution of Y1, we state conditions under which the survival probability decays polynomially, faster than polynomially or converges to a positive constant....
Survival probability approach to the relaxation of a macroscopic system in the defect-diffusion framework
The main objective of this paper is to present a new probabilistic model underlying the universal relaxation laws observed in many fields of science where we associate the survival probability of the system's state with the defect-diffusion framework. Our approach is based on the notion of the continuous-time random walk. To derive the properties of the survival probability of a system we explore the limit theorems concerning either the summation or the extremes: maxima and minima. The forms of...
Survival time of random walk in random environment among soft obstacles.
Symétrisation dans l'espace de Gauss.
Symmetric and centered binomial approximation of sums of locally dependent random variables.
Symmetric groups and expanders.
Symmetric jump processes : localization, heat kernels and convergence
We consider symmetric processes of pure jump type. We prove local estimates on the probability of exiting balls, the Hölder continuity of harmonic functions and of heat kernels, and convergence of a sequence of such processes.
Symmetric models for lifetimes: the role of exchangeable equivalence relations
A model of a heterogeneous population partitioned into a finite number of classes according an exchangeable equivalence relation is studied. With this motivation the properties of exchangeable equivalence relations are investigated and, in particular, the structure of its equivalence classes is characterized.