Relative entropy and waiting times for continuous-time Markov processes.
Remarks on stable measures on Banach spaces
Remarks on the space of monotonic functions
Remarks on the Strong Law of Large Numbers for a Triangular Array of Associated Random Variables .
Remarks on the zero-one law
Remarks on t-transformations of measures and convolutions
Remarque sur l'uniforme sommabilité des suites de variables aléatoires à valeurs vectorielles normées
Remarques sur la convergence des martingales dans les variétés
Remarques sur les classes de Vapnik-Cervonenkis
Remarques sur les petites perturbations de systèmes dynamiques
Renewal theory in dimensions II
Renormalization group of and convergence to the LISDLG process
The LISDLG process denoted by J(t) is defined in Iglói and Terdik [ESAIM: PS7 (2003) 23–86] by a functional limit theorem as the limit of ISDLG processes. This paper gives a more general limit representation of J(t). It is shown that process J(t) has its own renormalization group and that J(t) can be represented as the limit process of the renormalization operator flow applied to the elements of some set of stochastic processes. The latter set consists of IGSDLG processes which are generalizations...
Renormalization group of and convergence to the LISDLG process
The LISDLG process denoted by is defined in Iglói and Terdik [ESAIM: PS 7 (2003) 23–86] by a functional limit theorem as the limit of ISDLG processes. This paper gives a more general limit representation of . It is shown that process has its own renormalization group and that can be represented as the limit process of the renormalization operator flow applied to the elements of some set of stochastic processes. The latter set consists of IGSDLG processes which are generalizations of the ISDLG...
Répartition d'état d'un opérateur de Schrödinger aléatoire Distribution empirique des valeurs propres d'une matrice de Jacobi
Représentation du champ de fluctuation de diffusions indépendantes par le drap brownien
Riesz Means and Self-Neglecting Functions.
Rigorous solution of a mean field spin glass model.
Risk bounds for new M-estimation problems
In this paper, we consider a new framework where two types of data are available: experimental data Y1,...,Yn supposed to be i.i.d from Y and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon Y. We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data n, reduced model complexity and computing budget m. The method we present is general enough to cover a wide range of applications....
Robust estimates of certain large deviation probabilities for controlled semi-martingales
Motivated by downside risk minimization on the wealth process in an incomplete market model, we have studied in the recent work the asymptotic behavior as time horizon T → ∞ of the minimizing probability that the empirical mean of a controlled semi-martingale falls below a certain level on the time horizon T. This asymptotic behavior relates to a risk-sensitive stochastic control problem in the risk-averse case. Indeed, we obtained an expression of the decay rate of the probability by the Legendre...
Rough large deviation estimates for the optimal convergence speed exponent of generalized simulated annealing algorithms