EDSR, convergence en loi et homogénéisation d'EDP paraboliques semi-linéaires
Eigenvalues of random wreath products.
Eine Produktformel für Halbgruppen von Wahrscheinlichkeitsmaßen auf Lie-Gruppen.
Einige Bemerkungen zu den Gauss-Verteilungen auf lokalkompakten Abelschen Gruppen.
Elliptically contoured measures on infinite-dimensional Banach spaces
Embeddability of infinitely divisible distributions on linear Lie groups.
Embedding of an Infinitely Divisible Probality Measure over a Connected Solvable Lie Group.
Embedding of random vectors into continuous martingales
Let E be a real, separable Banach space and denote by the space of all E-valued random vectors defined on the probability space Ω. The following result is proved. There exists an extension of Ω, and a filtration on , such that for every there is an E-valued, continuous -martingale in which X is embedded in the sense that a.s. for an a.s. finite stopping time τ. For E = ℝ this gives a Skorokhod embedding for all , and for general E this leads to a representation of random vectors as...
Empirical estimates in stochastic optimization via distribution tails
“Classical” optimization problems depending on a probability measure belong mostly to nonlinear deterministic optimization problems that are, from the numerical point of view, relatively complicated. On the other hand, these problems fulfil very often assumptions giving a possibility to replace the “underlying” probability measure by an empirical one to obtain “good” empirical estimates of the optimal value and the optimal solution. Convergence rate of these estimates have been studied mostly for...
Ensembles analytiques, théorèmes de séparation et applications
Entropie, paramètres thermodynamiques, information associée aux événements et aux expériences
Entropie, théorèmes limite et marches aléatoires
Equidistribution and Brownian Motion on the Sierpinski Gasket.
Équilibre statistique pour les produits de difféomorphismes aléatoires indépendants
Equivalence theorems for infinite products of independent random elements on metric semigroups
Equivalent-singular dichotomy for quasi-invariant ergodic measures
Ergodic and Mixing Random Walks on Locally Compact Groups.
Ergodic theorems for superadditive processes.
Ergodicity of a certain class of non Feller models : applications to and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.
Ergodicity of a certain class of Non Feller Models: Applications to ARCH and Markov switching models
We provide an extension of topological methods applied to a certain class of Non Feller Models which we call Quasi-Feller. We give conditions to ensure the existence of a stationary distribution. Finally, we strengthen the conditions to obtain a positive Harris recurrence, which in turn implies the existence of a strong law of large numbers.