Stability analysis of stochastic Ricker population model,.
Stability of precise Laplace's method under approximations; Applications
We study the fluctuations around non degenerate attractors of the empirical measure under mean field Gibbs measures. We prove that a mild change of the densities of these measures does not affect the central limit theorems. We apply this result to generalize the assumptions of [3] and [12] on the densities of the Gibbs measures to get precise Laplace estimates.
Stability of precise Laplace's method under approximations ; applications
Stability of solutions of BSDEs with random terminal time
In this paper, we study the stability of the solutions of Backward Stochastic Differential Equations (BSDE for short) with an almost surely finite random terminal time. More precisely, we are going to show that if (Wn) is a sequence of scaled random walks or a sequence of martingales that converges to a Brownian motion W and if is a sequence of stopping times that converges to a stopping time τ, then the solution of the BSDE driven by Wn with random terminal time converges to the solution...
Stability of stochastic differential equations driven by general semimartingales [Book]
Stable convergence of generalized stochastic integrals and the principle of conditioning.
Statistical convergence of a sequence of random variables and limit theorems
In this paper the ideas of three types of statistical convergence of a sequence of random variables, namely, statistical convergence in probability, statistical convergence in mean of order and statistical convergence in distribution are introduced and the interrelation among them is investigated. Also their certain basic properties are studied.
Statistical properties of long return times in type I intermittency.
Statistical properties of topological Collet–Eckmann maps
Statistics of return times for weighted maps of the interval
Statistique asymptotique presque-sûre de modèles statistiques convexes
Stein's method and descents after riffle shuffles.
Stein’s method in high dimensions with applications
Let be a three times partially differentiable function on , let be a collection of real-valued random variables and let be a multivariate Gaussian vector. In this article, we develop Stein’s method to give error bounds on the difference in cases where the coordinates of are not necessarily independent, focusing on the high dimensional case . In order to express the dependency structure we use Stein couplings, which allows for a broad range of applications, such as classic occupancy,...
Stetige stochastische Approximation.
Stochastic foundations of the universal dielectric response
We present a probabilistic model of the microscopic scenario of dielectric relaxation. We prove a limit theorem for random sums of a special type that appear in the model. By means of the theorem, we show that the presented approach to relaxation phenomena leads to the well known Havriliak-Negami empirical dielectric response provided the physical quantities in the relaxation scheme have heavy-tailed distributions. The mathematical model, presented here in the context of dielectric relaxation, can...
Stochastic homogenization of nonconvex integral functionals
Stochastic integral representation of the modulus of Brownian local time and a central limit theorem.
Stochastic integration with respect to fractional brownian motion
Stochastic nonlinear Schrödinger equations driven by a fractional noise, well-posedness, large deviations and support.
Stochastic Random Walk Summability.