Majoration de la distance de Lévy-Prokhorov entre une martingale et le mouvement brownien Distance entre des processus associés
Markov-Krein transform
The Markov-Krein transform maps a positive measure on the real line to a probability measure. It is implicitly defined through an identity linking two holomorphic functions. In this paper an explicit formula is given. Its proof is obtained by considering boundary values of holomorhic functions. This transform appears in several classical questions in analysis and probability theory: Markov moment problem, Dirichlet distributions and processes, orbital measures. An asymptotic property for this transform...
Martingales et convergence étroite de mesures de probabilité
Maximizing multi–information
Stochastic interdependence of a probability distribution on a product space is measured by its Kullback–Leibler distance from the exponential family of product distributions (called multi-information). Here we investigate low-dimensional exponential families that contain the maximizers of stochastic interdependence in their closure. Based on a detailed description of the structure of probability distributions with globally maximal multi-information we obtain our main result: The exponential family...
Médianes vectorielles
Mesure asymptotique définie par une fonction à valeurs dans Rn ou dans un espace vectoriel topologique
Mesure de Föllmer en théorie des quasimartingales
Metrics on state spaces.
Metrics on states from actions of compact groups.
Mixing times for Markov chains on wreath products and related homogeneous spaces.
Moderate Growth and Random Walk on Finite Groups.
Moment functions and laws of large numbers on hypergroups.
Moments of probability measures on a group.
Multivariate tail equivalence of distributions in extreme value theory