Chains with complete connections and one-dimensional Gibbs measures.
Champs markoviens et mesures de Gibbs sur
Chance and Chaos.
Changement de temps d'un processus markovien additif
Changements de temps et intégrales stochastiques
Changing the branching mechanism of a continuous state branching process using immigration
We consider an initial population whose size evolves according to a continuous state branching process. Then we add to this process an immigration (with the same branching mechanism as the initial population), in such a way that the immigration rate is proportional to the whole population size. We prove this continuous state branching process with immigration proportional to its own size is itself a continuous state branching process. By considering the immigration as the apparition of a new type,...
Changing time for two-parameter strong martingales
Chaos de Wiener et intégrale de Feynman
Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part I
Chaos Expansion Methods for Stochastic Differential Equations Involving the Malliavin Derivative–Part II
Chaos expansions and local times.
In this note we prove that the Local Time at zero for a multiparametric Wiener process belongs to the Sobolev space Dk - 1/2 - ε,2 for any ε > 0. We do this computing its Wiener chaos expansion. We see also that this expansion converges almost surely. Finally, using the same technique we prove similar results for a renormalized Local Time for the autointersections of a planar Brownian motion.
Chaos multiplicatif : un traitement simple et complet de la fonction de partition
Chaotic behavior of infinitely divisible processes
The hierarchy of chaotic properties of symmetric infinitely divisible stationary processes is studied in the language of their stochastic representation. The structure of the Musielak-Orlicz space in this representation is exploited here.
Chaoticity on a stochastic interval
Character theory of symmetric groups, analysis of long relators, and random walks.
Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations.
Characteristic polynomials of sample covariance matrices: The non-square case
We consider the sample covariance matrices of large data matrices which have i.i.d. complex matrix entries and which are non-square in the sense that the difference between the number of rows and the number of columns tends to infinity. We show that the second-order correlation function of the characteristic polynomial of the sample covariance matrix is asymptotically given by the sine kernel in the bulk of the spectrum and by the Airy kernel at the edge of the spectrum. Similar results are given...
Characteristic properties of generalized order statistics from exponential distributions
Exponential distributions are characterized by distributional properties of generalized order statistics. These characterizations include known results for ordinary order statistics and record values as particular cases.
Characterization of a regular family of semimartingales by line integrals.
Characterization of distributions with the length-bias scaling property.