-norm of infinitely divisible random vectors and certain stochastic integrals.
-Khintchine-Bonami inequality in free probability
We prove the norm estimates for operator-valued functions on free groups supported on the words with fixed length (). Next, we replace the translations by the free generators with a free family of operators and prove inequalities of the same type.
inequalities for functionals of brownian motion
La convergence de la série de Picard pour les EDS
La distribución hipergeométrica como binomial de Poisson.
En este trabajo demostramos que toda distribución hipergeométrica H(N, X, n) puede ser descrita como suma de pruebas independientes con probabilidades de éxito distintas entre sí. Tal distribución recibe habitualmente el nombre de binomial de Poisson o binomial generalizada.
La plus grande valeur. I
La précision de la Moyenne Arithmétique et de la Médiane
La préservation des trajectoires du mouvement brownien et la préservation des lois de Cauchy
L'âge limite. I
L'âge limite. II
L'âge limite. III
Laplace transform estimates and deviation inequalities
Laplace transform of certain functions with applications.
Laws of large numbers for asymmetrical Cauchy random variables.
Le support des lois indefiniment divisibles dans un groupe Abelien localement compact.
Les inégalités de Khintchine-Kahane, d'après C. Borell
Les notions de probabilite dans quelques reflexions de Bošković dans sa theorie de la philosophie naturelle
Lévy copulae for financial returns
The paper uses Lévy processes and bivariate Lévy copulae in order to model the behavior of intraday log-returns. Based on assumptions about the form of marginal tail integrals and a Clayton Lévy copula, the model allows for capturing intraday cross-dependency. The model is applied to VaR of the portfolios constructed on stock returns as well as on cryptocurrencies. The proposed method shows fair performance compared to classical time series models.
Lévy's probability measures on Banach spaces
Lévy's probability measures on Euclidean spaces