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.

Dans cet article, nous pénalisons la loi d’une araignée brownienne ${\left(A_t\right)}_{t\ge 0}$ prenant ses valeurs dans un ensemble fini $E$ de demi-droites concourantes, avec un poids égal à $\frac{1}{Z_t}exp({\alpha }_{N_t}{X}_t+\gamma L_t)$, où $t$ est un réel positif, ${\left({\alpha }_k\right)}_{k\in E}$ une famille de réels indexés par $E$, $\gamma$ un paramètre réel, $X_t$ la distance de $A_t$ à l’origine, $N_t$ ($\in E$) la demi-droite sur laquelle se trouve $A_t$, $L_t$ le temps local de ${\left(X_s\right)}_{0\le s\le t}$ à l’origine, et $Z_t$ la constante de normalisation. Nous montrons que la famille des mesures de probabilité obtenue par ces pénalisations converge vers...

Under the uniform asymptotic stability of a finite dimensional Ito equation with periodic coefficients, the asymptotically almost periodicity of the $l^p$-bounded solution and the existence of a trajectory of an almost periodic flow defined on the space of all probability measures are established.

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.

The main purpose of this paper is to exhibit the cutoff phenomenon, studied by Aldous and Diaconis [AD]. Let $Q^{*k}$ denote a transition kernel after k steps and π be a stationary measure. We have to find a critical value $k_n$ for which the total variation norm between $Q^{*k}$ and π stays very close to 1 for $k\ll k_n$, and falls rapidly to a value close to 0 for $k\ge k_n$ with a fall-off phase much shorter than $k_n$. According to the work of Diaconis and Shahshahani [DS], one can naturally conjecture, for a conjugacy class with...

Let ${\mu }_t$ be a symmetric α-stable semigroup of probability measures on a homogeneous group N, where 0 < α < 2. Assume that ${\mu }_t$ are absolutely continuous with respect to Haar measure and denote by $h_t$ the corresponding densities. We show that the estimate $h_t{\left(x\right)\le t\Omega (x/|x\left|\right)\left|x\right|}^{-n-\alpha }$, 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...

We distinguish a class of unbounded operators in ${}^r$, r ≥ 1, related to the self-adjoint operators in ². For these operators we prove a kind of individual ergodic theorem, replacing the classical Cesàro averages by Borel summability. The result is equivalent to a version of Gaposhkin’s criterion for the a.e. convergence of operators. In the proof, the theory of martingales and interpolation in ${}^r$-spaces are applied.

The aim of this note is to describe the Poisson boundary of the group of invertible triangular matrices with coefficients in a number field. It generalizes to any dimension and to any number field a result of Brofferio concerning the Poisson boundary of random rational affinities.

Starting with the computation of the appropriate Poisson kernels, we review, complement, and compare results on drifted Laplace operators in two different contexts: homogeneous trees and the hyperbolic half-plane.

Suppose $E$ is an ordered locally convex space, $X_1$ and $X_2$ Hausdorff completely regular spaces and $Q$ a uniformly bounded, convex and closed subset of $M_t^{+}(X_1\times X_2,E)$. For $i=1,2$, let ${\mu }_i\in M_t^{+}(X_i,E)$. Then, under some topological and order conditions on $E$, necessary and sufficient conditions are established for the existence of an element in $Q$, having marginals ${\mu }_1$ and ${\mu }_2$.