Sur les fermés aléatoires
Aggregation patterns are often visually detected in sets of location data. These clusters may be the result of interesting dynamics or the effect of pure randomness. We build an asymptotically Gaussian test for the hypothesis of randomness corresponding to a homogeneous Poisson point process. We first compute the exact first and second moment of the Ripley K-statistic under the homogeneous Poisson point process model. Then we prove the asymptotic normality of a vector of such statistics for different...
A result about the distribution of the number of nodes in the relative interior of the typical I-segment in homogeneous and isotropic random tessellations stable under iteration (STIT tessellations) is extended to the anisotropic case using recent findings from Schreiber/Thäle, Typical geometry, second-order properties and central limit theory for iteration stable tessellations, arXiv:1001.0990 [math.PR] (2010). Moreover a new expression for the values of this probability distribution is presented...
Consider an Hermitean matrix valued stochastic process where the elements evolve according to Ornstein-Uhlenbeck processes. It is well known that the eigenvalues perform a so called Dyson Brownian motion, that is they behave as Ornstein-Uhlenbeck processes conditioned never to intersect.In this paper we study not only the eigenvalues of the full matrix, but also the eigenvalues of all the principal minors. That is, the eigenvalues of the minors in the upper left corner of . Projecting this...
We consider regenerative processes with values in some general Polish space. We define their -big excursions as excursions such that , where is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of -big excursions and of their endpoints, for all in a set whose closure contains . Finally, we provide...
Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x)∈[½, 1), until the first time the process jumps to the left from site x, from which time onward the probability of jumping to the right is ½. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments {ω(x)}x∈Z. In deterministic environments, we also study the speed...