Atomic decompositions for weak Hardy spaces w and w.
Atoms of characteristic measures
Attainable claims with p'th moments
Attempts at axiomatic description of conditional independence
Attractors for stochastic reaction-diffusion equation with additive homogeneous noise
We study the asymptotic behaviour of solutions of a reaction-diffusion equation in the whole space driven by a spatially homogeneous Wiener process with finite spectral measure. The existence of a random attractor is established for initial data in suitable weighted -space in any dimension, which complements the result from P. W. Bates, K. Lu, and B. Wang (2013). Asymptotic compactness is obtained using elements of the method of short trajectories.
Attractors of iterated function systems and Markov operators.
Au sujet des sauts d'un processus de Hunt
Au sujet du contenu probabiliste d'un lemme d'Henri Poincaré
Automatic stochastic control of impulses on a three-dimensional crystallographic lattice
Autoregressive type martingale fields.
Autour de la dualité
Autour de l'inégalité de Brunn-Minkowski
Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes
Availability analysis of series systems with cold standby components and general repair time.
Availability and MTTF of a system with one warm standby component.
Average convergence rate of the first return time
The convergence rate of the expectation of the logarithm of the first return time , after being properly normalized, is investigated for ergodic Markov chains. I. Kontoyiannis showed that for any β > 0 we have a.s. for aperiodic cases and A. J. Wyner proved that for any ε >0 we have eventually, a.s., where is the probability of the initial n-block in x. In this paper we prove that converges to a constant depending only on the process where is the modified first return time with...
Average properties of random walks on Galton-Watson trees
Averaged large deviations for random walk in a random environment
In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on ℤd with d≥1, and gives a variational formula for the corresponding rate function Ia. Under Sznitman’s transience condition (T), we show that Ia is strictly convex and analytic on a non-empty open set , and that the true velocity of the particle is an element (resp. in the boundary) of when the walk is non-nestling...
Averages of unitary representations and weak mixing of random walks
Let S be a locally compact (σ-compact) group or semigroup, and let T(t) be a continuous representation of S by contractions in a Banach space X. For a regular probability μ on S, we study the convergence of the powers of the μ-average Ux = ʃ T(t)xdμ(t). Our main results for random walks on a group G are: (i) The following are equivalent for an adapted regular probability on G: μ is strictly aperiodic; converges weakly for every continuous unitary representation of G; U is weakly mixing for any...
Averaging and stability of quasilinear functional differential equations with Markov parameters.