On variance conditions for Markov chain CLTs.
Häggström, Olle, Rosenthal, Jeffrey S. (2007)
Electronic Communications in Probability [electronic only]
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Häggström, Olle, Rosenthal, Jeffrey S. (2007)
Electronic Communications in Probability [electronic only]
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Faure, Mathieu (2002)
Electronic Journal of Probability [electronic only]
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Dembo, Amir, Shao, Qi-Man (2006)
Electronic Communications in Probability [electronic only]
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Myriam Fradon, Sylvie Rœlly (2007)
ESAIM: Probability and Statistics
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We consider an infinite system of hard balls in undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures.
Harel, Michel, Puri, Madan L. (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Chesneau, Christophe (2009)
Applied Mathematics E-Notes [electronic only]
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Pierre Pudlo (2010)
ESAIM: Probability and Statistics
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To establish lists of words with unexpected frequencies in long sequences, for instance in a molecular biology context, one needs to quantify the exceptionality of families of word frequencies in random sequences. To this aim, we study large deviation probabilities of multidimensional word counts for Markov and hidden Markov models. More specifically, we compute local Edgeworth expansions of arbitrary degrees for multivariate partial sums of lattice valued functionals of finite...
Maurer, Andreas (2003)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
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Miao, Yu, Liu, Li-Min, Qi, Feng (2008)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
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Neammanee, K. (2005)
International Journal of Mathematics and Mathematical Sciences
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Sung, Soo Hak (2009)
Journal of Inequalities and Applications [electronic only]
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