Marches aléatoires sur les espaces homogènes des groupes nilpotents connexes à génération compacte
R. Schott (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
P. Crepel (1976)
Annales scientifiques de l'Université de Clermont. Mathématiques
A. Brunel, D. Revuz (1979)
Annales de l'I.H.P. Probabilités et statistiques
A. Brunel, D. Revuz (1974)
Annales scientifiques de l'École Normale Supérieure
Göran Högnäs (1986)
Mathematica Scandinavica
Jacques Faraut, Faiza Fourati (2016)
Colloquium Mathematicae
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...
Imparato, Daniele (2009)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
Capitaine, Mireille, Hsu, Elton P., Ledoux, Michel (1997)
Electronic Communications in Probability [electronic only]
Rolando Rebolledo (1979)
Kybernetika
Jean-Yves Ouvrard (1973)
Annales de l'I.H.P. Probabilités et statistiques
Valeri M. Maksimov (1980)
Mathematische Zeitschrift
Hing Lun Chow (1976)
Czechoslovak Mathematical Journal
Nihat Ay, Andreas Knauf (2006)
Kybernetika
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...
Le Van Thanh (2006)
Journal of Applied Mathematics and Stochastic Analysis
Andrzej Wiśniewski (1987)
Colloquium Mathematicae
Peter Baxendale (1976)
Mémoires de la Société Mathématique de France
R. Shortt (1988)
Studia Mathematica
J. Hoffmann-Jorgensen (1975)
Mathematica Scandinavica
W. Hazod (1992)
Acta Universitatis Carolinae. Mathematica et Physica
Nacereddine Belili, Henri Heinich (2001)
Applicationes Mathematicae
We consider a Köthe space of random variables (r.v.) defined on the Lebesgue space ([0,1],B,λ). We show that for any sub-σ-algebra ℱ of B and for all r.v.’s X with values in a separable finitely compact metric space (M,d) such that d(X,x) ∈ for all x ∈ M (we then write X ∈ (M)), there exists a median of X given ℱ, i.e., an ℱ-measurable r.v. Y ∈ (M) such that for all ℱ-measurable Z. We develop the basic theory of these medians, we show the convergence of empirical medians and we give some applications....