Equivalence theorems for infinite products of independent random elements on metric semigroups
Displaying 61 – 80 of 283
Equivalent-singular dichotomy for quasi-invariant ergodic measures
Yoshiaki Okazaki (1985)
Annales de l'I.H.P. Probabilités et statistiques
Ergodicity of a certain class of non Feller models : applications to and Markov switching models
Jean-Gabriel Attali (2004)
ESAIM: Probability and Statistics
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
Jean-Gabriel Attali (2010)
ESAIM: Probability and Statistics
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Espacements multivariés généralisés et recouvrements aléatoires
Lotfi Farhane (1991)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
Espaces de Lebesgue
Thierry de La Rue (1993)
Séminaire de probabilités de Strasbourg
Essai de clarification des notions d'épreuve aléatoire et d'algèbre d'évènements
Jean Bouzon (1971)
Publications du Département de mathématiques (Lyon)
Existence of Conditional Probabilities.
J. Hoffmann-Jorgensen (1971)
Mathematica Scandinavica
Existence of Sufficient Regular Conditional Probabilities.
D. Landers, L. Rogge (1972)
Manuscripta mathematica
Extremal and optimal solutions in the transshipment problem
Viktor Beneš (1992)
Commentationes Mathematicae Universitatis Carolinae
The paper yields an investigation of the set of all finite measures on the product space with given difference of marginals. Extremal points of this set are characterized and constructed. Sets of uniqueness are studied in the relation to marginal problem. In the optimization problem the support of the optimal measure is described for a class of cost functions. In an example the optimal value is reached by an unbounded sequence of measures.
Extremal solutions of a general marginal problem
Petra Linhartová (1991)
Commentationes Mathematicae Universitatis Carolinae
The characterization of extremal points of the set of probability measures with given marginals is given in the general context of a marginal system. The sets of marginal uniqueness are studied and an example is added to illustrate the theory.
Factorisation d'opérateurs aléatoires, d'après Benyamini et Gordon
G. Pisier (1979/1980)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
Flows in Networks and Hausdorff Measures Associated. Applications to Fractal Sets in Euclidian Space
Quansheng Liu (1994)
Publications mathématiques et informatique de Rennes
Fonctionnelles additives et systèmes de Levy des produits semi-directs de processus de Markov
Jean Jacod (1973)
Mémoires de la Société Mathématique de France
Fonctions aléatoires linéaires. Théorème de dualité
A. Nahoum (1972/1973)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
Free uniform measures
Jan K. Pachl (1974)
Commentationes Mathematicae Universitatis Carolinae
Free uniform measures on subinversion-closed spaces
Jan K. Pachl (1976)
Commentationes Mathematicae Universitatis Carolinae
Functional integro-differential stochastic evolution equations in Hilbert space.
Keck, David N., McKibben, Mark A. (2003)
Journal of Applied Mathematics and Stochastic Analysis
Gaussian measures on spaces, 0 ≤ p < ∞
T. Byczkowski (1977)
Studia Mathematica
Gaussian Random Series on Metric Vector Spaces.
T. Byczkowski, T. Inglot (1987)
Mathematische Zeitschrift