Propriété des lois pour les solutions d'une famille d'équations stochastiques
Quasi-Feller Markov chains.
Quasi-Invariance of Measures under Translation.
Random walk on a building of type Ãr and brownian motion of the Weyl chamber
In this paper we study a random walk on an affine building of type Ãr, whose radial part, when suitably normalized, converges toward the brownian motion of the Weyl chamber. This gives a new discrete approximation of this process, alternative to the one of Biane (Probab. Theory Related Fields89 (1991) 117–129). This extends also the link at the probabilistic level between riemannian symmetric spaces of the noncompact type and their discrete counterpart, which had been previously discovered by Bougerol...
Random walks with -wise independent increments.
Rectification à «Sur un type de convergence intermédiaire entre la convergence en loi et la convergence en probabilité»
Remarks on absolute continuity, contiguity and convergence in variation of probability measures
Renormalisation et convergence en loi pour certaines intégrales multiples associées au mouvement brownien dans
Repeat distributions from unequal crossovers
It is a well-known fact that genetic sequences may contain sections with repeated units, called repeats, that differ in length over a population, with a length distribution of geometric type. A simple class of recombination models with single crossovers is analysed that result in equilibrium distributions of this type. Due to the nonlinear and infinite-dimensional nature of these models, their analysis requires some nontrivial tools from measure theory and functional analysis, which makes them interesting...
Semistable Measures and Limit Theorems on Real and p-adic Groups.
Shuffles of Min.
Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...
Skorohod's spaces
Smoothing metrics for measures on groups
Some remarks on P. Levy's theorem for a net of discrete measures and the purity law on locally compact semigroups.
Stochastic differential equation driven by a pure-birth process
A generalization of the Poisson driven stochastic differential equation is considered. A sufficient condition for asymptotic stability of a discrete time-nonhomogeneous Markov process is proved.
Strict Uniformity in Ergodic Theory.
Strong tightness as a condition of weak and almost sure convergence
A sequence of random elements is called strongly tight if for an arbitrary there exists a compact set such that . For the Polish space valued sequences of random elements we show that almost sure convergence of as well as weak convergence of randomly indexed sequence assure strong tightness of . For bounded Banach space valued asymptotic martingales strong tightness also turns out to the sufficient condition of convergence. A sequence of r.e. is said to converge essentially with...
Sums of independent Banach space valued random variables
Sur la convergence vers la loi de Poisson
Sur la norme de Fourier. III.