Energy and the law of the interated logarithm.
Entropic Projections and Dominating Points
Entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information theory, mathematical statistics, ill-posed inverse problems or large deviation theory. By means of convex conjugate duality and functional analysis, criteria are derived for the existence of entropic projections, generalized entropic projections and dominating points. Representations...
Entropie, théorèmes limite et marches aléatoires
Ergodic averages with deterministic weights
We study the convergence of the ergodic averages where is a bounded sequence and a strictly increasing sequence of integers such that for some . Moreover we give explicit such sequences and and we investigate in particular the case where is a -multiplicative sequence.
Ergodic properties of marked point processes in
Ergodic theorems for superadditive processes.
Ergodic theory of differentiable dynamical systems
Espacements multivariés généralisés et recouvrements aléatoires
Estimates in the laws of large numbers for regular summation methods.
Estimates of the rate of approximation in a de-poissonization lemma
Étude asymptotique d'une marche aléatoire centrifuge
Exact convergence rate for the maximum of standardized Gaussian increments.
Exact convergence rates in Erdös-Rényi type theorems for renewal processes
Exact laws for sums of ratios of order statistics from the Pareto distribution
Consider independent and identically distributed random variables {X nk, 1 ≤ k ≤ m, n ≤ 1} from the Pareto distribution. We select two order statistics from each row, X n(i) ≤ X n(j), for 1 ≤ i < j ≤ = m. Then we test to see whether or not Laws of Large Numbers with nonzero limits exist for weighted sums of the random variables R ij = X n(j)/X n(i).
Exact rate of convergence for increments of random fields.
Existence and asymptotic behaviour of some time-inhomogeneous diffusions
Let us consider a solution of a one-dimensional stochastic differential equation driven by a standard Brownian motion with time-inhomogeneous drift coefficient . This process can be viewed as a Brownian motion evolving in a potential, possibly singular, depending on time. We prove results on the existence and uniqueness of solution, study its asymptotic behaviour and made a precise description, in terms of parameters , and , of the recurrence, transience and convergence. More precisely, asymptotic...
Flux moyen d'un courant électrique dans un réseau aléatoire stationnaire de résistances
Fractional multiplicative processes
Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the b-adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/b. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each H∈(0, 1) the martingale (Bn)n≥1 obtained when the weights take the values −b−H...
Frequent points for random walks in two dimensions.
Functional Space C (ω), C 0 (ω)
In this article, first we give a definition of a functional space which is constructed from all complex-valued continuous functions defined on a compact topological space. We prove that this functional space is a Banach algebra. Next, we give a definition of a function space which is constructed from all complex-valued continuous functions with bounded support. We also prove that this function space is a complex normed space.