Detecting a local perturbation in a continuous scenery.
Detecting abrupt changes in random fields
This paper is devoted to the study of some asymptotic properties of a -estimator in a framework of detection of abrupt changes in random field’s distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including -estimation method, concentration inequalities, maximal inequalities for dependent random variables and -mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under mild,...
Detecting abrupt changes in random fields
This paper is devoted to the study of some asymptotic properties of a M-estimator in a framework of detection of abrupt changes in random field's distribution. This class of problems includes e.g. recovery of sets. It involves various techniques, including M-estimation method, concentration inequalities, maximal inequalities for dependent random variables and ϕ-mixing. Penalization of the criterion function when the size of the true model is unknown is performed. All the results apply under...
Detecting Changes in a Multivariate Renewal Process.
Detection of transient change in mean – a linear behavior inside epidemic interval
A procedure for testing occurrance of a transient change in mean of a sequence is suggested where inside an epidemic interval the mean is a linear function of time points. Asymptotic behavior of considered trimmed maximum-type test statistics is presented. Approximate critical values are obtained using an approximation of exceedance probabilities over a high level by Gaussian fields with a locally stationary structure.
Determinantal probability measures
Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with matroids, stochastic domination, negative association, completeness for infinite matroids, tail triviality, and a method for extension of results from orthogonal projections to positive contractions. We also present several new avenues for further investigation,...
Determinantal processes and independence.
Determinantal transition kernels for some interacting particles on the line
We find the transition kernels for four markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin–McGregor-type kernel. The resulting kernels all inherit the determinantal structure from the Karlin–McGregor formula, and have a similar form to Schütz’s kernel for the totally asymmetric simple exclusion process.
Determinism and martingale decompositions of strictly stationary random processes
Deterministic Chaos vs. Stochastic Fluctuation in an Eco-epidemic Model
An eco-epidemiological model of susceptible Tilapia fish, infected Tilapia fish and Pelicans is investigated by several author based upon the work initiated by Chattopadhyay and Bairagi (Ecol. Model., 136, 103–112, 2001). In this paper, we investigate the dynamics of the same model by considering different parameters involved with the model as bifurcation parameters in details. Considering the intrinsic growth rate of susceptible Tilapia fish as bifurcation parameter, we demonstrate the period doubling...
Deterministic characterization of viability for stochastic differential equation driven by fractional brownian motion
In this paper, using direct and inverse images for fractional stochastic tangent sets, we establish the deterministic necessary and sufficient conditions which control that the solution of a given stochastic differential equation driven by the fractional Brownian motion evolves in some particular sets K. As a consequence, a comparison theorem is obtained.
Deterministic optimal policies for Markov control processes with pathwise constraints
This paper deals with discrete-time Markov control processes in Borel spaces with unbounded rewards. Under suitable hypotheses, we show that a randomized stationary policy is optimal for a certain expected constrained problem (ECP) if and only if it is optimal for the corresponding pathwise constrained problem (pathwise CP). Moreover, we show that a certain parametric family of unconstrained optimality equations yields convergence properties that lead to an approximation scheme which allows us to...
Deux applications de la décomposition de Galtchouk-Kunita-Watanabe
Deux contre-exemples sur la convergence d'intégrales anticipatives
Deux exemples d'utilisation de mesures majorantes
Deux propriétés des ensembles minces (abstraits)
Deux remarques sur la séparabilité optionnelle
Développement asymptotique de la densité d'états pour des opérateurs de Schrödinger aléatoires singuliers
Développement asymptotique de la densité d'une diffusion dégénérée.
Développement asymptotique du noyau de la chaleur hypoelliptique sur la diagonale
On obtient ici le développement asymptotique, en temps petit et sur la diagonale, du noyau de la chaleur associé à un opérateur dégénéré du second ordre satisfaisant à la condition forte d’hypoellipticité de Hörmander.