Asymptotics for products of sums and -statistics.
Asymptotics for random walks with dependent heavy-tailed increments.
Asymptotics for rooted bipartite planar maps and scaling limits of two-type spatial trees.
Asymptotics for the -deviation of the variance estimator under diffusion
We consider a diffusion process smoothed with (small) sampling parameter . As in Berzin, León and Ortega (2001), we consider a kernel estimate with window of a function of its variance. In order to exhibit global tests of hypothesis, we derive here central limit theorems for the deviations such as
Asymptotics for the Lp-deviation of the variance estimator under diffusion
We consider a diffusion process Xt smoothed with (small) sampling parameter ε. As in Berzin, León and Ortega (2001), we consider a kernel estimate with window h(ε) of a function α of its variance. In order to exhibit global tests of hypothesis, we derive here central limit theorems for the Lp deviations such as
Asymptotics for the moment convergence of -statistics in LIL.
Asymptotics of cross sections for convex bodies.
Asymptotics of riskless profit under selling of discrete time call options
A discrete time model of financial market is considered. In the focus of attention is the guaranteed profit of the investor which arises when the jumps of the stock price are bounded. The limit distribution of the profit as the model becomes closer to the classic model of geometrical Brownian motion is established. It is of interest that the approximating continuous time model does not assume any such profit.
Asymptotics of the allele frequency spectrum associated with the Bolthausen-Sznitman coalescent.
Asymptotics of the regression quantile basic solution under misspecification
We consider the asymptotic distribution of covariate values in the quantile regression basic solution under weak assumptions. A diagnostic procedure for assessing homogeneity of the conditional densities is also proposed.
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Au sujet du contenu probabiliste d'un lemme d'Henri Poincaré
Autoregressive type martingale fields.
Autour de l'inégalité de Brunn-Minkowski
Averaged large deviations for random walk in a random environment
In his 2003 paper, Varadhan proves the averaged large deviation principle for the mean velocity of a particle taking a nearest-neighbor random walk in a uniformly elliptic i.i.d. environment on ℤd with d≥1, and gives a variational formula for the corresponding rate function Ia. Under Sznitman’s transience condition (T), we show that Ia is strictly convex and analytic on a non-empty open set , and that the true velocity of the particle is an element (resp. in the boundary) of when the walk is non-nestling...
Averaging method for differential equations perturbed by dynamical systems
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...
Averaging method for differential equations perturbed by dynamical systems
In this paper, we are interested in the asymptotical behavior of the error between the solution of a differential equation perturbed by a flow (or by a transformation) and the solution of the associated averaged differential equation. The main part of this redaction is devoted to the ascertainment of results of convergence in distribution analogous to those obtained in [10] and [11]. As in [11], we shall use a representation by a suspension flow over a dynamical system. Here, we make an assumption...