Les inégalités de Khintchine-Kahane, d'après C. Borell
Lévy's probability measures on Banach spaces
L'exponentielle stochastique des groupes de Lie
L'Hospital type results for monotonicity, with applications.
Limit distributions for sums of shrunken random variables [Book]
Limit laws for Random matrices and free products.
Limit Measures on Compact Semitopological Semigroups.
Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes.
Limit theorems for convolutions of probabilities on non abelian semigroups.
Limit theorems for geometric functionals of Gibbs point processes
Observations are made on a point process in in a window of volume . The observation, or ‘score’ at a point , here denoted , is a function of the points within a random distance of . When the input is a Poisson or binomial point process, the large limit theory for the total score , when properly scaled and centered, is well understood. In this paper we establish general laws of large numbers, variance asymptotics, and central limit theorems for the total score for Gibbsian input ....
Limit theorems for random fields [Book]
Limit Theorems for Random Walks on Discrete Semigroups Related to Nonhomogeneous Trees and Chebyshev Polynomials.
Limit theorems for the canonical von Mises statistics with dependent data.
Limit theory for some positive stationary processes with infinite mean
We prove stable limit theorems and one-sided laws of the iterated logarithm for a class of positive, mixing, stationary, stochastic processes which contains those obtained from nonintegrable observables over certain piecewise expanding maps. This is done by extending Darling–Kac theory to a suitable family of infinite measure preserving transformations.
Limiting spectral distribution of XX' matrices
The methods to establish the limiting spectral distribution (LSD) of large dimensional random matrices includes the well-known moment method which invokes the trace formula. Its success has been demonstrated in several types of matrices such as the Wigner matrix and the sample covariance matrix. In a recent article Bryc, Dembo and Jiang [Ann. Probab.34 (2006) 1–38] establish the LSD for random Toeplitz and Hankel matrices using the moment method. They perform the necessary counting of terms in the...
Linear functionals in SLM-spaces
Linear Lusin-measurable functionals in case of a continuous cylinder measure
Local Conditional Expectations and an Application to a Central Limit Theorem on a Locally Compact Abelian Group.
Local limit theorems on some non unimodular groups.
Let Gd be the semi-direct product of R*+ and Rd, d ≥ 1 and let us consider the product group Gd,N = Gd x RN, N ≥ 1. For a large class of probability measures μ on Gd,N, one prove that there exists ρ(μ) ∈ ]0,1] such that the sequence of finite measures{(n(N+3)/2 / ρ(μ)n) μ*n}n ≥ 1converges weakly to a non-degenerate measure.
Localization and delocalization for heavy tailed band matrices
We consider some random band matrices with band-width whose entries are independent random variables with distribution tail in . We consider the largest eigenvalues and the associated eigenvectors and prove the following phase transition. On the one hand, when , the largest eigenvalues have order , are asymptotically distributed as a Poisson process and their associated eigenvectors are essentially carried by two coordinates (this phenomenon has already been remarked for full matrices by Soshnikov...