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Développement asymptotique du noyau de la chaleur hypoelliptique hors du cut-locus

G. Ben Arous (1988)

Annales scientifiques de l'École Normale Supérieure

Développement des distributions suivant les chaos de Wiener et applications à l'analyse stochastique

Jia-An Yan (1987)

Séminaire de probabilités de Strasbourg

Deviation bounds for additive functionals of Markov processes

Patrick Cattiaux, Arnaud Guillin (2008)

ESAIM: Probability and Statistics

In this paper we derive non asymptotic deviation bounds for $¶_{ν} (| \frac{1}{t} \int_{0}^{t} V (X_{s}) d s - \int V d μ | \geq R)$ where $X$ is a $μ$ stationary and ergodic Markov process and $V$ is some $μ$ integrable function. These bounds are obtained under various moments assumptions for $V$ , and various regularity assumptions for $μ$ . Regularity means here that $μ$ may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc.).

deviation bounds for additive functionals of markov processes

Patrick Cattiaux, Arnaud Guillin (2007)

ESAIM: Probability and Statistics

In this paper we derive non asymptotic deviation bounds for $ℙ_{ν} (| \frac{1}{t} \int_{0}^{t} V (X_{s}) d s - \int V d μ | \geq R)$ where X is a μ stationary and ergodic Markov process and V is some μ integrable function. These bounds are obtained under various moments assumptions for V, and various regularity assumptions for μ. Regularity means here that μ may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc.).

Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.

Gao, Fuqing, Jiang, Hui (2009)

Electronic Communications in Probability [electronic only]

Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models

S. Valère Bitseki Penda, Hacène Djellout (2014)

Annales de l'I.H.P. Probabilités et statistiques

The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general $p$ th-order asymmetric bifurcating autoregressive processes, under suitable assumptions on the driven noise of the process. Our investigation relies on the moderate deviation principle for martingales.

Diagonal sums of boxed plane partitions.

Wilson, David B. (2001)

The Electronic Journal of Combinatorics [electronic only]

Dichotomie aléatoire et séparation linéaire

J.-P. Benzécri (1982)

Cahiers de l'analyse des données

Dichotomy in a scaling limit under Wiener measure with density.

Funaki, Tadahisa (2007)

Electronic Communications in Probability [electronic only]

Didactical note: probabilistic conditionality in a Boolean algebra.

Enric Trillas, Claudi Alsina, Settimo Termini (1996)

Mathware and Soft Computing

This note deals with two logical topics and concerns Boolean Algebras from an elementary point of view. First we consider the class of operations on a Boolean Algebra that can be used for modelling If-then propositions. These operations, or Conditionals, are characterized under the hypothesis that they only obey to the Modus Ponens-Inequality, and it is shown that only six of them are boolean two-place functions. Is the Conditional Probability the Probability of a Conditional? This problem will...