On Weak Convergence of Stochastic Processes With Lusin Path Spaces.
On weak solutions of random differential inclusions.
One-Step Prediction for P...-Weakly Stationary Processes.
Operator semistable probability measures on Banach spaces
Operator semistable probability measures on
Operators generating p-stable measures on Banach spaces
Operator-stable probability measures on Banach spaces
Orbit coupling
Orlicz space - valued martingales
Orthogonal random vectors and the Hurwitz-Radon-Eckmann theorem.
Oscillations de fonctions aléatoires gaussiennes à valeurs vectorielles.
P-Amenable Locally Compact Groups.
Penalisation of a stable Lévy process involving its one-sided supremum
Penalisation involving the one-sided supremum for a stable Lévy process with index α∈(0, 2] is studied. We introduce the analogue of Azéma–Yor martingales for a stable Lévy process and give the law of the overall supremum under the penalised measure.
Pénalisations de l’araignée brownienne
Dans cet article, nous pénalisons la loi d’une araignée brownienne prenant ses valeurs dans un ensemble fini de demi-droites concourantes, avec un poids égal à , où est un réel positif, une famille de réels indexés par , un paramètre réel, la distance de à l’origine, () la demi-droite sur laquelle se trouve , le temps local de à l’origine, et la constante de normalisation. Nous montrons que la famille des mesures de probabilité obtenue par ces pénalisations converge vers...
Periodic and almost periodic flows of periodic Ito equations
Under the uniform asymptotic stability of a finite dimensional Ito equation with periodic coefficients, the asymptotically almost periodicity of the -bounded solution and the existence of a trajectory of an almost periodic flow defined on the space of all probability measures are established.
Periodicity in distribution. I: Discrete systems.
Perturbed Toeplitz operators and radial determinantal processes
We study a class of rotation invariant determinantal ensembles in the complex plane; examples include the eigenvalues of Gaussian random matrices and the roots of certain families of random polynomials. The main result is a criterion for a central limit theorem to hold for angular statistics of the points. The proof exploits an exact formula relating the generating function of such statistics to the determinant of a perturbed Toeplitz matrix.
Phénomène de cutoff pour certaines marches aléatoires sur le groupe symétrique
The main purpose of this paper is to exhibit the cutoff phenomenon, studied by Aldous and Diaconis [AD]. Let denote a transition kernel after k steps and π be a stationary measure. We have to find a critical value for which the total variation norm between and π stays very close to 1 for , and falls rapidly to a value close to 0 for with a fall-off phase much shorter than . According to the work of Diaconis and Shahshahani [DS], one can naturally conjecture, for a conjugacy class with...
Point shift characterization of Palm measures on abelian groups.
Pointwise estimates for densities of stable semigroups of measures
Let be a symmetric α-stable semigroup of probability measures on a homogeneous group N, where 0 < α < 2. Assume that are absolutely continuous with respect to Haar measure and denote by the corresponding densities. We show that the estimate , x≠0, holds true with some integrable function Ω on the unit sphere Σ if and only if the density of the Lévy measure of the semigroup belongs locally to the Zygmund class LlogL(N╲e). The problem turns out to be related to the properties of the maximal...