Davis-type theorems for martingale difference sequences.
Densité en temps petit d'un processus de saut
Dépassement des sommes partielles de v.a.r. indépendantes équidistribuées sans moment d'ordre 1
Deviation bounds for additive functionals of Markov processes
In this paper we derive non asymptotic deviation bounds forwhere is a stationary and ergodic Markov process and is some integrable function. These bounds are obtained under various moments assumptions for , and various regularity assumptions for . Regularity means here that may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc.).
deviation bounds for additive functionals of markov processes
In this paper we derive non asymptotic deviation bounds for where X is a μ stationary and ergodic Markov process and V is some μ integrable function. These bounds are obtained under various moments assumptions for V, and various regularity assumptions for μ. Regularity means here that μ may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc.).
Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift.
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
The purpose of this paper is to investigate the deviation inequalities and the moderate deviation principle of the least squares estimators of the unknown parameters of general th-order asymmetric bifurcating autoregressive processes, under suitable assumptions on the driven noise of the process. Our investigation relies on the moderate deviation principle for martingales.
Dichotomy in a scaling limit under Wiener measure with density.
Dimension of measures: the probabilistic approach.
Various tools can be used to calculate or estimate the dimension of measures. Using a probabilistic interpretation, we propose very simple proofs for the main inequalities related to this notion. We also discuss the case of quasi-Bernoulli measures and point out the deep link existing between the calculation of the dimension of auxiliary measures and the multifractal analysis.
Directionally convex ordering in multidimensional jump diffusions models.
Dynamiques recuites de type Feynman-Kac : résultats précis et conjectures
Soit U une fonction définie sur un ensemble fini E muni d'un noyau markovien irréductible M. L'objectif du papier est de comparer théoriquement deux procédures stochastiques de minimisation globale de U : le recuit simulé et un algorithme génétique. Pour ceci on se placera dans la situation idéalisée d'une infinité de particules disponibles et nous ferons une hypothèse commode d'existence de suffisamment de symétries du cadre (E,M,U). On verra notamment que contrairement au recuit simulé, toute...