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Displaying 481 – 500 of 1890

Determinantal processes and independence.

Ben Hough, J., Krishnapur, Manjunath, Peres, Yuval, Virág, Bálint (2006)

Probability Surveys [electronic only]

Determinism and martingale decompositions of strictly stationary random processes

Volný, Dalibor (1985)

Proceedings of the 13th Winter School on Abstract Analysis

Deviation bounds for additive functionals of Markov processes

Patrick Cattiaux, Arnaud Guillin (2008)

ESAIM: Probability and Statistics

In this paper we derive non asymptotic deviation bounds for $¶_{ν} (| \frac{1}{t} \int_{0}^{t} V (X_{s}) d s - \int V d μ | \geq R)$ 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 bounds for additive functionals of markov processes

Patrick Cattiaux, Arnaud Guillin (2007)

ESAIM: Probability and Statistics

In this paper we derive non asymptotic deviation bounds for $ℙ_{ν} (| \frac{1}{t} \int_{0}^{t} V (X_{s}) d s - \int V d μ | \geq R)$ 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.

Gao, Fuqing, Jiang, Hui (2009)

Electronic Communications in Probability [electronic only]

Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models

S. Valère Bitseki Penda, Hacène Djellout (2014)

Annales de l'I.H.P. Probabilités et statistiques

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 $p$ 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.

Funaki, Tadahisa (2007)

Electronic Communications in Probability [electronic only]

Die Geschwindigkeit der Glivenko-Cantelli-Konvergenz gemessen in der Prohorov-Metrik.

Götz Dietrich Kersting (1978)

Mathematische Zeitschrift

Die Stoppverteilungen eines Markoff-Prozesses mit lokalendlichem Potential.

Hermann Rost (1970)

Manuscripta mathematica

Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. The continuous case.

Ledoux, M. (2004)

Electronic Journal of Probability [electronic only]

Diffusion approximations of the geometric Markov renewal processes and option price formulas.

Swishchuk, Anatoliy, Islam, M.Shafiqul (2010)

International Journal of Stochastic Analysis

Diffusion in long-range correlated Ornstein-Uhlenbeck flows.

Fannjiang, Albert, Komorowski, Tomasz (2002)

Electronic Journal of Probability [electronic only]

Dimension of measures: the probabilistic approach.

Yanick Heurteaux (2007)

Publicacions Matemàtiques

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.

Guendouzi, Toufik (2009)

Acta Universitatis Apulensis. Mathematics - Informatics

Discrete limit theorems for the Laplace transform of the Riemann zeta-function

Roma Kačinskaitė, Antanas Laurinčikas (2005)

Acta Mathematica Universitatis Ostraviensis

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.

Darío Maravall Casesnoves (1984)

Revista de la Real Academia de Ciencias Exactas Físicas y Naturales

Distribution function inequalities for the density of the area integral

R. Banuelos, C. N. Moore (1991)

Annales de l'institut Fourier

We prove good- $λ$ 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 $R_{+}^{2}$ .

Currently displaying 481 – 500 of 1890