Infinitely divisible random probability distributions with an application to a random motion in a random environment.
Shiga, Tokuzo, Tanaka, Hiroshi (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Displaying similar documents to “Measure concentration for stable laws with index close to 2.”
Infinitely divisible random probability distributions with an application to a random motion in a random environment.
Uniform upper bound for a stable measure of a small ball.
Ryznar, Michał, Żak, Tomasz (1998)
Electronic Communications in Probability [electronic only]
Similarity:
A note on Talagrand's positivity principle.
Panchenko, Dmitriy (2007)
Electronic Communications in Probability [electronic only]
Similarity:
Restricted convergence and -max stable laws.
Janković, Slobodanka (1997)
Publications de l'Institut Mathématique. Nouvelle Série
Similarity:
Thick points for transient symmetric stable processes.
Dembo, Amir, Rosen, Jay, Peres, Yuval, Zeitouni, Ofer (1999)
Electronic Journal of Probability [electronic only]
Similarity:
On stable distributions in Hilbert space
R. Jajte (1968)
Studia Mathematica
Similarity:
A stochastic fixed point equation related to weighted branching with deterministic weights.
Alsmeyer, Gerold, Rösler, Uwe (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Strictly stable distributions on convex cones.
Davydov, Youri, Molchanov, Ilya, Zuyev, Sergei (2008)
Electronic Journal of Probability [electronic only]
Similarity:
A representation of the characteristic functions of stable distributions in Hilbert spaces
Zbigniew Jurek (1979)
Banach Center Publications
Similarity:
Hypercontractivity and comparison of moments of iterated maxima and minima of independent random variables.
Hitczenko, Paweł, Kwapień, Stanisław, Li, Wenbo V., Schechtman, Gideon, Schlumprecht, Thomas, Zinn, Joel (1998)
Electronic Journal of Probability [electronic only]
Similarity:
Semi-stable measures
R. Jajte (1979)
Banach Center Publications
Similarity:
Quantitative concentration inequalities on sample path space for mean field interaction
François Bolley (2010)
ESAIM: Probability and Statistics
Similarity:
We consider the approximation of a mean field stochastic process by a large interacting particle system. We derive non-asymptotic large deviation bounds measuring the concentration of the empirical measure of the paths of the particles around the law of the process. The method is based on a coupling argument, strong integrability estimates on the paths in Hölder norm, and a general concentration result for the empirical measure of identically distributed independent paths. ...