Elliptically contoured measures on infinite-dimensional Banach spaces
Ensembles analytiques, théorèmes de séparation et applications
Équilibre statistique pour les produits de difféomorphismes aléatoires indépendants
Equivalence theorems for infinite products of independent random elements on metric semigroups
Equivalent-singular dichotomy for quasi-invariant ergodic measures
Ergodicity of a certain class of non Feller models : applications to and Markov switching models
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
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
Espaces de Lebesgue
Essai de clarification des notions d'épreuve aléatoire et d'algèbre d'évènements
Existence of Conditional Probabilities.
Existence of Sufficient Regular Conditional Probabilities.
Extremal and optimal solutions in the transshipment problem
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
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.