Die Geschwindigkeit der Glivenko-Cantelli-Konvergenz gemessen in der Prohorov-Metrik.
Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential.
Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. The continuous case.
Diffusion approximations of the geometric Markov renewal processes and option price formulas.
Diffusion in long-range correlated Ornstein-Uhlenbeck flows.
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.
Discrete limit theorems for the Laplace transform of the Riemann zeta-function
In the paper discrete limit theorems in the sense of weak convergence of probability measures on the complex plane as well as in the space of analytic functions for the Laplace transform of the Riemann zeta-function are proved.
Distribuciones binomiales y de Bernoulli de probabilidad aleatoria. Teoremas del límite central.
Distribution function inequalities for the density of the area integral
We prove good- inequalities for the area integral, the nontangential maximal function, and the maximal density of the area integral. This answers a question raised by R. F. Gundy. We also prove a Kesten type law of the iterated logarithm for harmonic functions. Our Theorems 1 and 2 are for Lipschitz domains. However, all our results are new even in the case of .
Distributions Stochastiques de L. Schwartz a valears vectorielles
Divergence Processes and Weak Convergence of Likelihood Ratio Processes
Doob's type inequality and strong law of large numbers for demimartingales.
Doubly stochastic compound Poisson processes in extreme value theory.
Drift estimation from -mixing sequences.
Dynamical attraction to stable processes
We apply dynamical ideas within probability theory, proving an almost-sure invariance principle in log density for stable processes. The familiar scaling property (self-similarity) of the stable process has a stronger expression, that the scaling flow on Skorokhod path space is a Bernoulli flow. We prove that typical paths of a random walk with i.i.d. increments in the domain of attraction of a stable law can be paired with paths of a stable process so that, after applying a non-random regularly...
Dynamics of a continued fraction of Ramanujan with random coefficients.
Dynamics of Stochastic Neuronal Networks and the Connections to Random Graph Theory
We analyze a stochastic neuronal network model which corresponds to an all-to-all network of discretized integrate-and-fire neurons where the synapses are failure-prone. This network exhibits different phases of behavior corresponding to synchrony and asynchrony, and we show that this is due to the limiting mean-field system possessing multiple attractors. We also show that this mean-field limit exhibits a first-order phase transition as a function...
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...