Transience de certaines chaînes semi-markoviennes
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.
The equations of left and right distributivity of composition of distribution functions over triangle functions are solved in a restricted domain.
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.
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...
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...
In 1992, Speicher showed the fundamental fact that the probability measures playing the role of the classical Gaussian in the various non-commutative probability theories (viz. fermionic probability, Voiculescu’s free probability, and -deformed probability of Bożejko and Speicher) all arise as the limits in a generalized Central Limit Theorem. The latter concerns sequences of non-commutative random variables (elements of a -algebra equipped with a state) drawn from an ensemble of pair-wise commuting...