Infinitesimal behaviour of a continuous local martingale
Integrability of seminorms, the 0-1 law and the affine kernel for product measures
Integral Representation in the Set of Solutions of a Generalized Moment Problem.
Integrals related to stationary processes and cylindrical martingales
Integration seperat stetiger Funktionen
Intégration stochastique et géométrie des espaces de Banach
Interlaced processes on the circle
When two Markov operators commute, it suggests that we can couple two copies of one of the corresponding processes. We explicitly construct a number of couplings of this type for a commuting family of Markov processes on the set of conjugacy classes of the unitary group, using a dynamical rule inspired by the RSK algorithm. Our motivation for doing this is to develop a parallel programme, on the circle, to some recently discovered connections in random matrix theory between reflected and conditioned...
Invariance principles for random walks conditioned to stay positive
Let {Snbe a random walk in the domain of attraction of a stable law , i.e. there exists a sequence of positive real numbers ( an) such that Sn/anconverges in law to . Our main result is that the rescaled process (S⌊nt⌋/an, t≥0), when conditioned to stay positive, converges in law (in the functional sense) towards the corresponding stable Lévy process conditioned to stay positive. Under some additional assumptions, we also prove a related invariance principle for the random walk killed at its first...
Invariance principles in Hölder spaces.
Isomorphically isometric probabilistic normed linear spaces.
Probabilistic normed linear spaces (briefly PNL spaces) were first studied by A. N. Serstnev in [1]. His definition was motivated by the definition of probabilistic metric spaces (PM spaces) which were introduced by K. Menger and subsequebtly developed by A. Wald, B. Schweizer, A. Sklar and others.In a previuos paper [2] we studied the relationship between two important classes of PM spaces, namely E-spaces and pseudo-metrically generated PM spaces. We showed that a PM space is pseudo-metrically...
Isoperimetric problem for uniform enlargement
We consider an isoperimetric problem for product measures with respect to the uniform enlargement of sets. As an example, we find (asymptotically) extremal sets for the infinite product of the exponential measure.
Iterates of a convolution on a non abelian group
Jacobi radial stable processes
Joint Convergence of Conditional Expectations.
Jucys-Murphy element and walks on modified Young graph
Biane found out that irreducible decomposition of some representations of the symmetric group admits concentration at specific isotypic components in an appropriate large n scaling limit. This deepened the result on the limit shape of Young diagrams due to Vershik-Kerov and Logan-Shepp in a wider framework. In particular, it is remarkable that asymptotic behavior of the Littlewood-Richardson coefficients in this regime was characterized in terms of an operation in free probability of Voiculescu....
-convexity and duality for almost summing operators.
Kategorientheoretische Behandlung der Zustandsraumtransformation von Markoffprozessen.
Krengel-Lin decomposition for noncompact groups
La convergence des fonctions variance des familles exponentielles naturelles
La convergence en loi pour les processus à valeurs dans un espace nucléaire