Grandes déviations pour une famille de processus de Galton-Watson dépendant de l'effectif de la population
Grandes déviations spatiales pour un système gradient stochastique infini-dimensionnel
Grandi deviazioni e importance sampling per processi di Poisson Markov modulati
Graph fibrations, graph isomorphism, and PageRank
PageRank is a ranking method that assigns scores to web pages using the limit distribution of a random walk on the web graph. A fibration of graphs is a morphism that is a local isomorphism of in-neighbourhoods, much in the same way a covering projection is a local isomorphism of neighbourhoods. We show that a deep connection relates fibrations and Markov chains with restart, a particular kind of Markov chains that include the PageRank one as a special case. This fact provides constraints on the...
Graph-based upper bounds for the probability of the union of events.
Graphes et algorithme de calcul de probabilités stationnaires d'un processus markovien discret
Graphical representation of some duality relations in stochastic population models.
Green functions and spectra on free products of cyclic groups
Green functions of a stochastic operator on a free product of cyclic groups are explicitly evaluated as algebraic functions. The spectra are investigated by Morse theoretic argument.
Green functions for killed random walks in the Weyl chamber of Sp(4)
We consider a family of random walks killed at the boundary of the Weyl chamber of the dual of Sp(4), which in addition satisfies the following property: for any n ≥ 3, there is in this family a walk associated with a reflection group of order 2n. Moreover, the case n = 4 corresponds to a process which appears naturally by studying quantum random walks on the dual of Sp(4). For all the processes belonging to this family, we find the exact asymptotic of the Green functions along all infinite paths...
Green functions on self-similar graphs and bounds for the spectrum of the laplacian
Combining the study of the simple random walk on graphs, generating functions (especially Green functions), complex dynamics and general complex analysis we introduce a new method for spectral analysis on self-similar graphs.First, for a rather general, axiomatically defined class of self-similar graphs a graph theoretic analogue to the Banach fixed point theorem is proved. The subsequent results hold for a subclass consisting of “symmetrically” self-similar graphs which however is still more general then...
Green kernel estimates and the full Martin boundary for random walks on lamplighter groups and Diestel–Leader graphs
Green's functions for elliptic and parabolic equations with random coefficients.
Grossissement d'une filtration et applications
Grossissement d'une filtration et retournement du temps d'une diffusion
Grossissement d'une filtration et semi-martingales : formules explicites
Grossissement d'une filtration et semi-martingales : théorèmes généraux
Groupe de Stam d'une probabilité
Groupes aléatoires
Quelles sont les propriétés d’un groupe de présentation finie “tiré au hasard” ? La réponse à cette question dépend bien entendu de la méthode choisie pour le tirage au sort. On peut par exemple fixer générateurs et choisir relations aléatoirement parmi les mots de longueur , puis faire tendre vers l’infini. On peut aussi choisir un graphe fini, étiqueter aléatoirement ses arêtes par des générateurs, et considérer le groupe engendré par ces générateurs, soumis aux relations lues sur les cycles...
Growth fluctuations in a class of deposition models
Growth rates and average optimality in risk-sensitive Markov decision chains
In this note we focus attention on characterizations of policies maximizing growth rate of expected utility, along with average of the associated certainty equivalent, in risk-sensitive Markov decision chains with finite state and action spaces. In contrast to the existing literature the problem is handled by methods of stochastic dynamic programming on condition that the transition probabilities are replaced by general nonnegative matrices. Using the block-triangular decomposition of a collection...