The partial Malliavin calculus
David Nualart, Moshe Zakai (1989)
Séminaire de probabilités de Strasbourg
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David Nualart, Moshe Zakai (1989)
Séminaire de probabilités de Strasbourg
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Jérôme Dedecker (2001)
ESAIM: Probability and Statistics
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We establish new exponential inequalities for partial sums of random fields. Next, using classical chaining arguments, we give sufficient conditions for partial sum processes indexed by large classes of sets to converge to a set-indexed brownian motion. For stationary fields of bounded random variables, the condition is expressed in terms of a series of conditional expectations. For non-uniform -mixing random fields, we require both finite fourth moments and an algebraic decay of the...
Conlon, Joseph G., Naddaf, Ali (2000)
Electronic Journal of Probability [electronic only]
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Marcus, Michael B., Rosiński, Jan (2001)
Electronic Communications in Probability [electronic only]
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Tómács, Tibor, Líbor, Zsuzsanna (2006)
Annales Mathematicae et Informaticae
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Flores, Esteban, León R., José (2010)
International Journal of Stochastic Analysis
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Major, Péter (2005)
Probability Surveys [electronic only]
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Aimé Lachal (2006)
ESAIM: Probability and Statistics
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We study the probability distribution of the location of a particle performing a cyclic random motion in . The particle can take possible directions with different velocities and the changes of direction occur at random times. The speed-vectors as well as the support of the distribution form a polyhedron (the first one having constant sides and the other expanding with time ). The distribution of the location of the particle is made up of two components: a singular component (corresponding...
Ali Süleyman Üstünel, Moshe Zakai (1997)
Séminaire de probabilités de Strasbourg
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