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