Metrics on state spaces.
Metrics on states from actions of compact groups.
Minorantes harmoniques et potentiels - Localisation sur une famille de temps d'arrêt - Réduite forte
est un processus de Markov sur un espace localement compact, et est une fonction excessive. Soit une famille de temps d’arrêt est -harmonique si pour tout , pour tout temps d’arrêt appartenant à . est un potentiel si sa plus grande minorante forte -harmonique est nulle. La plus grande minorante forte -harmonique de est égale à la somme de deux fonctions excessives qui sont étudiées. On déduit différentes caractérisations des -potentiels suivant les propriétés de la famille...
Mixing times for Markov chains on wreath products and related homogeneous spaces.
Mixing times for random walks on finite lamplighter groups.
Mixtures of gaussian cylinder set measures and abstract Wiener spaces as models for detection
Mixtures of nonatomic measures. III
Model and method for analysis of categorical data with relations [Abstract of thesis]
Moderate deviations in a random graph and for the spectrum of Bernoulli random matrices.
Moderate Growth and Random Walk on Finite Groups.
Moment functions and laws of large numbers on hypergroups.
Moment inequalities connected with accompanying Poisson laws in Abelian groups.
Moments of probability measures on a group.
Multiplications aléatoires et dimensions de Hausdorff
Multiplicative semigroups of infinite dimensional matrices.
Multiply self-decomposable measures in generalized convolution algebras
Multiply self-decomposable probability measures on Banach spaces
Multiscale Piecewise Deterministic Markov Process in infinite dimension: central limit theorem and Langevin approximation
In [A. Genadot and M. Thieullen, Averaging for a fully coupled piecewise-deterministic markov process in infinite dimensions. Adv. Appl. Probab. 44 (2012) 749–773], the authors addressed the question of averaging for a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimensions. In the present paper, we carry on and complete this work by the mathematical analysis of the fluctuations of the slow-fast system around the averaged limit. A central limit theorem is derived and the associated...
Multistage multivariate nested distance: An empirical analysis
Multistage stochastic optimization requires the definition and the generation of a discrete stochastic tree that represents the evolution of the uncertain parameters in time and space. The dimension of the tree is the result of a trade-off between the adaptability to the original probability distribution and the computational tractability. Moreover, the discrete approximation of a continuous random variable is not unique. The concept of the best discrete approximation has been widely explored and...
Multivariate copulas: Transformations, symmetry, order and measures of concordance
The present paper introduces a group of transformations on the collection of all multivariate copulas. The group contains a subgroup which is of particular interest since its elements preserve symmetry, the concordance order between two copulas and the value of every measure of concordance.