Euclidean distances on signed measures and application to Berry-Esséen theorems. (Distances euclidiennes sur les mesures signées et application à des théorèmes de Berry-Esséen.)
Evolutionary Pareto distributions
Exact convergence rate for the maximum of standardized Gaussian increments.
Exact laws for sums of ratios of order statistics from the Pareto distribution
Consider independent and identically distributed random variables {X nk, 1 ≤ k ≤ m, n ≤ 1} from the Pareto distribution. We select two order statistics from each row, X n(i) ≤ X n(j), for 1 ≤ i < j ≤ = m. Then we test to see whether or not Laws of Large Numbers with nonzero limits exist for weighted sums of the random variables R ij = X n(j)/X n(i).
Exact slopes of the rank statistics for the two-sample case under discrete distributions
The author studies the linear rank statistics for testing the pypothesis of randomness against the alternative of two samples provided both are drawn grom discrete (integer-valued) distributions. The weak law of large numbers and the exact slope are obtained for statistics with randomized ranks of with averaged scores.
Existence and asymptotic behaviour of some time-inhomogeneous diffusions
Let us consider a solution of a one-dimensional stochastic differential equation driven by a standard Brownian motion with time-inhomogeneous drift coefficient . This process can be viewed as a Brownian motion evolving in a potential, possibly singular, depending on time. We prove results on the existence and uniqueness of solution, study its asymptotic behaviour and made a precise description, in terms of parameters , and , of the recurrence, transience and convergence. More precisely, asymptotic...
Expected values in the alternative set theory and their applications to some limit theorems
This article presents an alternative approach to statistical moments within non-standard models and by the help of these moments some limit theorems are reformulated and proved.
Extreme Order Statistics on Galton-Watson Trees.
Extreme Values of the Sequences of Independent Random Variables With Mixed Distributions
Extremes in multivariate stationary normal sequences
This paper deals with a weak convergence of maximum vectors built on the base of stationary and normal sequences of relatively strongly dependent random vectors. The discussion concentrates on the normality of limits and extends some results of McCormick and Mittal [4] to the multivariate case.
Fluctuations de la loi empirique de grandes matrices aléatoires
Fluctuations des temps d'occupation d'un site dans l'exclusion simple symétrique
Fluctuations of the empirical entropies of a chain of infinite order.
Fluctuations of the quenched mean of a planar random walk in an i.i.d. Random environment with forbidden direction.
Fractional multiplicative processes
Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the b-adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/b. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each H∈(0, 1) the martingale (Bn)n≥1 obtained when the weights take the values −b−H...
Fractions continues multidimensionnelles et lois stables
Functional central limit theorems for seeds in a linear birth and growth model
A problem of heredity of mixing properties (α-mixing, β-mixing and ρ-mixing) from a stationary point process on ℝ × ℝ₊ to a sequence of some of its points called 'seeds' is considered. Next, using the mixing properties, several versions of functional central limit theorems for the distances between seeds and the process of the number of seeds are obtained.
Functional CLT for random walk among bounded random conductances.
Functionals of spatial point processes having a density with respect to the Poisson process
-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Itô chaos expansion. In the second half we obtain more explicit results for a system of -statistics of some parametric models in stochastic geometry. In the logarithmic form functionals are connected to Gibbs models. There is an inequality between moments of Poisson...
Gaussian Approximation of Moments of Sums of Independent Random Variables
We continue the research of Latała on improving estimates of the pth moments of sums of independent random variables with logarithmically concave tails. We generalize some of his results in the case of 2 ≤ p ≤ 4 and present a combinatorial approach for even moments.