Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien)
Théorèmes limites pour les marches aléatoires sur le dual de
Théorie spectrale d'un opérateur de transition sur un espace métrique compact
Théorie unifiée des capacités et des ensembles analytiques
Thin and heavy tails in stochastic programming
Optimization problems depending on a probability measure correspond to many applications. These problems can be static (single-stage), dynamic with finite (multi-stage) or infinite horizon, single- or multi-objective. It is necessary to have complete knowledge of the “underlying” probability measure if we are to solve the above-mentioned problems with precision. However this assumption is very rarely fulfilled (in applications) and consequently, problems have to be solved mostly on the basis of...
Topics in Weak Convergence of Probability Measures
Topological algebras of random elements
Let L₀(Ω;A) be the Fréchet space of Bochner-measurable random variables with values in a unital complex Banach algebra A. We study L₀(Ω;A) as a topological algebra, investigating the notion of spectrum in L₀(Ω;A), the Jacobson radical, ideals, hulls and kernels. Several results on automatic continuity of homomorphisms are developed, including versions of well-known theorems of C. Rickart and B. E. Johnson.
Topological spaces with the strong Skorokhod property.
Topologie faible et méta-stabilité
Topologies du type de Skorohod
Topologies on Spaces of Vector-Valued Continuous Functions. II.
Transformation of gaussian measures
Transience de certaines chaînes semi-markoviennes
Transience of algebraic varieties in linear groups - applications to generic Zariski density
We study the transience of algebraic varieties in linear groups. In particular, we show that a “non elementary” random walk in escapes exponentially fast from every proper algebraic subvariety. We also treat the case where the random walk takes place in the real points of a semisimple split algebraic group and show such a result for a wide family of random walks.As an application, we prove that generic subgroups (in some sense) of linear groups are Zariski dense.
Transportation Cost for Gaussian and Other Product Measures.
Triangle functions and composition of probability distribution functions.
The equations of left and right distributivity of composition of distribution functions over triangle functions are solved in a restricted domain.
Trivial bundles of spaces of probability measures and countable-dimensionality
The probability measure functor P carries open continuous mappings of compact metric spaces into Q-bundles provided Y is countable-dimensional and all fibers are infinite. This answers a question raised by V. Fedorchuk.
Two dimensional probabilities with a given conditional structure
A properly measurable set (where are Polish spaces and is the space of Borel probability measures on ) is considered. Given a probability distribution the paper treats the problem of the existence of -valued random vector for which and -almost surely that possesses moreover some other properties such as “ has the maximal possible support” or “’s are extremal...
Two Kinds of Invariance of Full Conditional Probabilities
Let G be a group acting on Ω and ℱ a G-invariant algebra of subsets of Ω. A full conditional probability on ℱ is a function P: ℱ × (ℱ∖{∅}) → [0,1] satisfying the obvious axioms (with only finite additivity). It is weakly G-invariant provided that P(gA|gB) = P(A|B) for all g ∈ G and A,B ∈ ℱ, and strongly G-invariant provided that P(gA|B) = P(A|B) whenever g ∈ G and A ∪ gA ⊆ B. Armstrong (1989) claimed that weak and strong invariance are equivalent, but we shall show that this is false and that weak...
Two Principles for Extending Probability Measures.