Asymptotic estimates for the first hitting time of fluctuating additive functionals of brownian motion
Asymptotic estimates of the Green functions and transition probabilities for Markov additive processes.
Asymptotic evaluation of the Poisson measures for tubes around jump curves
We find the asymptotic behavior of P(||X-ϕ|| ≤ ε) when X is the solution of a linear stochastic differential equation driven by a Poisson process and ϕ the solution of a linear differential equation driven by a pure jump function.
Asymptotic evolution of acyclic random mappings.
Asymptotic expansion and a local limit theorem for the signed Wilcoxon statistic
Asymptotic expansion for the functional of Markovian evolution in in the circuit of diffusion approximation.
Asymptotic expansion of stochastic oscillatory integrals with rotation invariance
Asymptotic expansions for the distribution of the crossing number of a strip by a Markov-modulated random walk.
Asymptotic expansions for the distribution of the crossing number of a strip by sample paths of a random walk.
Asymptotic expansions in renewal theory
Asymptotic expansions of integral functionals of weakly correlated random processes.
Asymptotic expansions of the invariant density of a Markov process with a small parameter
Asymptotic Feynman–Kac formulae for large symmetrised systems of random walks
We study large deviations principles for N random processes on the lattice ℤd with finite time horizon [0, β] under a symmetrised measure where all initial and terminal points are uniformly averaged over random permutations. That is, given a permutation σ of N elements and a vector (x1, …, xN) of N initial points we let the random processes terminate in the points (xσ(1), …, xσ(N)) and then sum over all possible permutations and initial points, weighted with an initial distribution. We prove level-two...
Asymptotic growth of spatial derivatives of isotropic flows.
Asymptotic laws for geodesic homology on hyperbolic manifolds with cusps
We consider a large class of non compact hyperbolic manifolds with cusps and we prove that the winding process generated by a closed -form supported on a neighborhood of a cusp , satisfies a limit theorem, with an asymptotic stable law and a renormalising factor depending only on the rank of the cusp and the Poincaré exponent of . No assumption on the value of is required and this theorem generalises previous results due to Y. Guivarc’h, Y. Le Jan, J. Franchi and N. Enriquez.
Asymptotic laws for nonconservative self-similar fragmentations.
Asymptotic mean values of Gaussian polytopes.
Asymptotic normality in density support estimation.
Asymptotic normality of eigenvalues of random ordinary differential operators
Boundary value problems for ordinary differential equations with random coefficients are dealt with. The coefficients are assumed to be Gaussian vectorial stationary processes multiplied by intensity functions and converging to the white noise process. A theorem on the limit distribution of the random eigenvalues is presented together with applications in mechanics and dynamics.
Asymptotic normality of randomly truncated stochastic algorithms
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins–Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to ensure convergence when standard algorithms fail because the expected-value function grows too fast. In this work, we give a self contained proof of a central limit theorem for this algorithm under local assumptions on the expected-value function, which are fairly...