Quadratic variations and estimation of the local Hölder index of a gaussian process
Quantitative recurrence in two-dimensional extended processes
Under some mild condition, a random walk in the plane is recurrent. In particular each trajectory is dense, and a natural question is how much time one needs to approach a given small neighbourhood of the origin. We address this question in the case of some extended dynamical systems similar to planar random walks, including ℤ2-extension of mixing subshifts of finite type. We define a pointwise recurrence rate and relate it to the dimension of the process, and establish a result of convergence in...
Quantum limit theorems
A noncommutative analogue of limit theorems in classical probability theory for distributions of canonical pairs of observables is considered. A complete description of all limit probability operators which are quantum counterparts of the classical infinitely divisible and semistable laws is obtained in the case when scalar norming is generalised to norming by 2 × 2 matrices.
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.
Quelques propriétés de certaines marches aléatoires en milieu aléatoire
Quenched limits for transient, ballistic, sub-gaussian one-dimensional random walk in random environment
We consider a nearest-neighbor, one-dimensional random walk {Xn}n≥0 in a random i.i.d. environment, in the regime where the walk is transient with speed vP>0 and there exists an s∈(1, 2) such that the annealed law of n−1/s(Xn−nvP) converges to a stable law of parameter s. Under the quenched law (i.e., conditioned on the environment), we show that no limit laws are possible. In particular we show that there exist sequences {tk} and {tk'} depending on the environment only, such that a quenched...