Des résultats nouveaux sur les processus gaussiens
Description de certains processus markoviens indexés par des sous-ensembles du cercle
Descriptors for point processes based on runs: The Markovian arrival process.
Desintegration and compact measures.
Désintégration des fonctionnelles de Markov
Désintégration d'une mesure non bornée
Désintégration d'une probabilité. Statistiques exhaustives
Désintégration régulière de mesure sans conditions habituelles
Désintégrations réguliéres, tribus fortes, et probalités extrémales
Detección de M señales gaussianas utilizando el desarrollo modificado de un proceso estocástico.
Utilizando el desarrollo modificado de un proceso estocástico se propone una nueva metodología, alternativa a la basada en el desarrollo de Karhunen-Loeve, para el problema de detección de M señales Gaussianas en ruido Gaussiano blanco. Las soluciones proporcionadas no presentan el problema del cálculo de los autovalores y autofunciones asociados a la función de covarianza involucrada y son fácilmente implementables desde el punto de vista práctico.
Detección de rasgos en imágenes binarias mediante procesos puntuales espaciales marcados.
En este trabajo consideramos el problema de la detección de rasgos bajo la presencia de ruido en imágenes que tras un cierto tratamiento se reducen a binarias, por la presencia de dos tipos de elementos. Podemos encontrar ejemplos de este problema en la detección de minas por medio de imágenes de avión o satélite, en la búsqueda de rasgos en imágenes microscópicas de células, o en la caracterización de fallas en zonas de terremotos.En primer lugar revisamos algunos métodos de detección jerárquicos...
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