Marches aléatoires sur les espaces homogènes des groupes nilpotents connexes à génération compacte
Marches aléatoires sur les groupes non abéliens
Marches de Harris sur les groupes localement compacts V
Marches récurrentes au sens de Harris sur les groupes localement compacts. I
Markov random walks on groups.
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...
Martingale inequalities in exponential Orlicz spaces.
Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces.
Martingales et convergence étroite de mesures de probabilité
Martingales locales et théorème de Girsanov dans les espaces de Hilbert réels séparables
Mathematical Expectations for Probality Distributations on Compact Groups.
Maximal ideals in a semigroup of measures
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...
Mean convergence theorem for multidimensional arrays of random elements in Banach spaces.
Measurable linear operators on Banach spaces
Measures and Markov processes on function spaces
Measures on groups with given projections
Measures which agree on balls.
Measures with idempotent types and completely stable measures on nilpotent groups
Median for metric spaces
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....