Comportement asymptotique du temps d'occupation du processus des sommes partielles
Comportement asymptotique d’une classe de chaînes de Markov sur
Compound Poisson approximation for extremes of moving minima in arrays of independent random variables
We present conditions sufficient for the weak convergence to a compound Poisson distribution of the distributions of the kth order statistics for extremes of moving minima in arrays of independent random variables.
Compound Poisson approximation of word counts in DNA sequences
Compound Poisson approximation of word counts in DNA sequences
Identifying words with unexpected frequencies is an important problem in the analysis of long DNA sequences. To solve it, we need an approximation of the distribution of the number of occurrences N(W) of a word W. Modeling DNA sequences with m-order Markov chains, we use the Chen-Stein method to obtain Poisson approximations for two different counts. We approximate the “declumped” count of W by a Poisson variable and the number of occurrences N(W) by a compound Poisson variable. Combinatorial...
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to infinity. This improves on previous results by A. Eberle, and one of us . Along the way, we derive a new asymptotic estimate for the logarithmic derivative of the heat kernel on such manifolds, in bounded time and with one space parameter...
Concentration of the spectral measure for large matrices.
Concentration of the spectral measure of large Wishart matrices with dependent entries.
Condition pour qu'une transformation d'un espace uniforme soit une contraction stricte, et applications
Conditional limit theorems for branching processes.
Conditional limit theorems for intermediately subcritical branching processes in random environment
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment...
Conditional limit theorems for ordered random walks.
Conditional principles for random weighted measures
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Conditional principles for random weighted measures
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , ((Zi)i being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Confidence bands for spectral characteristics [Abstract of thesis]
Conjugate transforms and limit theorems for semigroups
Constructions of smooth and analytic cocycles over irrational circle rotations
We define a class of step cocycles (which are coboundaries) for irrational rotations of the unit circle and give conditions for their approximation by smooth and real analytic coboundaries. The transfer functions of the approximating (smooth and real analytic) coboundaries are close (in the supremum norm) to the transfer functions of the original ones. This result makes it possible to construct smooth and real analytic cocycles which are ergodic, ergodic and squashable (see [Aaronson, Lemańczyk,...
Constructive quantization: approximation by empirical measures
In this article, we study the approximation of a probability measure on by its empirical measure interpreted as a random quantization. As error criterion we consider an averaged th moment Wasserstein metric. In the case where , we establish fine upper and lower bounds for the error, ahigh resolution formula. Moreover, we provide a universal estimate based on moments, a Pierce type estimate. In particular, we show that quantization by empirical measures is of optimal order under weak assumptions....
Continuity at zero of semi-groups on L1 and differentiation of additive processes
Continuous Ocone martingales as weak limits of rescaled martingales.