Laws of the iterated logarithm for triple intersections of three dimensional random walks.
Le principe des sous-suites dans les espaces de Banach
Les algorithmes stochastiques contournent-ils les pièges ?
Lévy's probability measures on Euclidean spaces
Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes.
Limit Theorems for Non-Critical Branching Processes with Continuous State Space
2000 Mathematics Subject Classification: Primary 60J80, Secondary 60G99.In the paper a modification of the branching stochastic process with immigration and with continuous states introduced by Adke S. R. and Gadag V. G. (1995) is considered. Limit theorems for the non-critical processes with or without non-stationary immigration and finite variance are proved. The subcritical case is illustrated with examples.
Limites non tangentielles, limites browniennes en probabilité et limites semi-fines.
Limiting curlicue measures for theta sums
We consider the ensemble of curves {γα, N: α∈(0, 1], N∈ℕ} obtained by linearly interpolating the values of the normalized theta sum N−1/2∑n=0N'−1exp(πin2α), 0≤N'<N. We prove the existence of limiting finite-dimensional distributions for such curves as N→∞, when α is distributed according to any probability measure λ, absolutely continuous w.r.t. the Lebesgue measure on [0, 1]. Our Main Theorem generalizes a result by Marklof [Duke Math. J.97 (1999) 127–153] and Jurkat and van Horne [Duke...
Limiting spectral distribution of circulant type matrices with dependent inputs.
Longest increasing subsequences of random colored permutations.
Marches aléatoires sur un demi-groupe compact
Markov chains approximation of jump–diffusion stochastic master equations
Quantum trajectories are solutions of stochastic differential equations obtained when describing the random phenomena associated to quantum continuous measurement of open quantum system. These equations, also called Belavkin equations or Stochastic Master equations, are usually of two different types: diffusive and of Poisson-type. In this article, we consider more advanced models in which jump–diffusion equations appear. These equations are obtained as a continuous time limit of martingale problems...
Mathematical Expectations for Probality Distributations on Compact Groups.
Matrix kernels for the Gaussian orthogonal and symplectic ensembles
We derive the limiting matrix kernels for the Gaussian orthogonal and symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that ensure convergence of the determinants.
Moderate deviations for bounded subsequences.
Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
The purpose of this paper is to investigate moderate deviations for the Durbin–Watson statistic associated with the stable first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We first establish a moderate deviation principle for both the least squares estimator of the unknown parameter of the autoregressive process as well as for the serial correlation estimator associated with the driven noise. It enables us to provide a moderate deviation...
Moderate deviations for the spectral measure of certain random matrices
Moments of order statistics
Multiple recurrence for discrete time Markov processes. II
Occupation times of compact sets by planar brownian motion