Interloss time in loss system.
Intermittence and nonlinear parabolic stochastic partial differential equations.
Intermittency and ageing for the symbiotic branching model
For the symbiotic branching model introduced in [Stochastic Process. Appl.114 (2004) 127–160], it is shown that ageing and intermittency exhibit different behaviour for negative, zero, and positive correlations. Our approach also provides an alternative, elementary proof and refinements of classical results concerning second moments of the parabolic Anderson model with brownian potential. Some refinements to more general (also infinite range) kernels of recent ageing results of [Ann. Inst. H. Poincaré...
Intermittency on catalysts: symmetric exclusion.
Intermittency on catalysts: three-dimensional simple symmetric exclusion.
Intermittency properties in a hyperbolic Anderson problem
We study the asymptotics of the even moments of solutions to a stochastic wave equation in spatial dimension 3 with linear multiplicative spatially homogeneous gaussian noise that is white in time. Our main theorem states that these moments grow more quickly than one might expect. This phenomenon is well known for parabolic stochastic partial differential equations, under the name of intermittency. Our results seem to be the first example of this phenomenon for hyperbolic equations. For comparison,...
Intermittent estimation for finite alphabet finitarily Markovian processes with exponential tails
We give some estimation schemes for the conditional distribution and conditional expectation of the the next output following the observation of the first outputs of a stationary process where the random variables may take finitely many possible values. Our schemes are universal in the class of finitarily Markovian processes that have an exponential rate for the tail of the look back time distribution. In addition explicit rates are given. A necessary restriction is that the scheme proposes an...
Internal diffusion-limited aggregation on non-amenable graphs.
Internal DLA in a random environment
Interolation, Correlation Identities, and Inequalities for Infinitely Divisible Variables.
Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry.
We introduce and study a notion of Orlicz hypercontractive semigroups. We analyze their relations with general F-Sobolev inequalities, thus extending Gross hypercontractivity theory. We provide criteria for these Sobolev type inequalities and for related properties. In particular, we implement in the context of probability measures the ideas of Maz'ja's capacity theory, and present equivalent forms relating the capacity of sets to their measure. Orlicz hypercontractivity efficiently describes the...
Interpolation and forecasting in Brownian functions of two parameters.
Interpolation and forecasting in Poisson's processes.
Interpolation entre espaces d'Orlicz
Interpolation of random functions.
Interpolation of random hyperplanes.
Interpolation of Sobolev spaces, Littlewood-Paley inequalities and Riesz transforms on graphs.
Interpolations between bosonic and fermionic relations given by generalized Brownian motions.
Interprétation d'un calcul de H. Tanaka en théorie générale des processus
Interprétation probabiliste et extension des intégrales stochastiques non commutatives