Sample behavior and laws of large numbers for Gaussian random elements.
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Ergemlidze, Z., Shangua, A., Tarieladze, V. (2003)
Georgian Mathematical Journal
Aleksander Weron (1980)
Annales de l'I.H.P. Probabilités et statistiques
A. Kumar, B. Schreiber (1975)
Studia Mathematica
Baudoin, Fabrice, Coutin, Laure (2008)
Electronic Journal of Probability [electronic only]
Yves Guivarc'h, Roman Urban (2005)
Studia Mathematica
Let Γ be a subsemigroup of G = GL(d,ℝ), d > 1. We assume that the action of Γ on is strongly irreducible and that Γ contains a proximal and quasi-expanding element. We describe contraction properties of the dynamics of Γ on at infinity. This amounts to the consideration of the action of Γ on some compact homogeneous spaces of G, which are extensions of the projective space . In the case where Γ is a subsemigroup of GL(d,ℝ) ∩ M(d,ℤ) and Γ has the above properties, we deduce that the Γ-orbits...
Christian Berg (1984)
Mathematica Scandinavica
G. Pisier (1980/1981)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
G. Pisier (1980/1981)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
Laurent Schwartz (1994)
Séminaire de probabilités de Strasbourg
Eberhard Siebert (1984)
Annales de l'I.H.P. Probabilités et statistiques
Riddhi Shah (1993)
Monatshefte für Mathematik
R. Jajte (1977)
Studia Mathematica
Hiroshi Sato, Yoshiaki Okazaki (1975)
Annales de l'I.H.P. Probabilités et statistiques
N.J. Kalton (1981)
Journal für die reine und angewandte Mathematik
P. Billard (1963)
Studia Mathematica
S. Chevet (1977/1978)
Séminaire Analyse fonctionnelle (dit "Maurey-Schwartz")
T. Byczkowsi, M. Ryznar (1988)
Mathematica Scandinavica
Piotr Mikusinski, Howard Sherwood, Michael D. Taylor (1992)
Stochastica
Copulas are functions which join the margins to produce a joint distribution function. A special class of copulas called shuffles of Min is shown to be dense in the collection of all copulas. Each shuffle of Min is interpreted probabilistically. Using the above-mentioned results, it is proved that the joint distribution of any two continuously distributed random variables X and Y can be approximated uniformly, arbitrarily closely by the joint distribution of another pair X* and Y* each of which...
Jolanta K. Misiewicz, Roger Cooke (2001)
Discussiones Mathematicae Probability and Statistics
Every characteristic function φ can be written in the following way: φ(ξ) = 1/(h(ξ) + 1), where h(ξ) = ⎧ 1/φ(ξ) - 1 if φ(ξ) ≠ 0 ⎨ ⎩ ∞ if φ(ξ) = 0 This simple remark implies that every characteristic function can be treated as a simple fraction of the function h(ξ). In the paper, we consider a class C(φ) of all characteristic functions of the form , where φ(ξ) is a fixed characteristic function. Using the well known theorem on simple fraction decomposition of rational functions we obtain that convolutions...
J. Lacroix (1983)
Annales de l'I.H.P. Physique théorique
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