Martingale theorems in the ergodic theory
Matchings and the variance of Lipschitz functions
We are interested in the rate function of the moderate deviation principle for the two-sample matching problem. This is related to the determination of 1-Lipschitz functions with maximal variance. We give an exact solution for random variables which have normal law, or are uniformly distributed on the Euclidean ball.
Mathematical Expectations for Probality Distributations on Compact Groups.
Matrix kernels for the Gaussian orthogonal and symplectic ensembles
We derive the limiting matrix kernels for the Gaussian orthogonal and symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that ensure convergence of the determinants.
Maxima of the cells of an equiprobable multinomial.
Maximal arithmetic progressions in random subsets.
Maximal inequalities and some convergence theorems for fuzzy random variables
Some maximal inequalities for quadratic forms of independent and linearly negative quadrant dependent fuzzy random variables are established. Strong convergence of such quadratic forms are proved based on the martingale theory. A weak law of large numbers for linearly negative quadrant dependent fuzzy random variables is stated and proved.
Maximal inequalities for dependent random variables and applications.
Maximal inequalities via bracketing with adaptive truncation
Mean quadratic convergence of signed random measures
We consider signed Radon random measures on a separable, complete and locally compact metric space and study mean quadratic convergence with respect to vague topology on the space of measures. We prove sufficient conditions in order to obtain mean quadratic convergence. These results are based on some identification properties of signed Radon measures on the product space, also proved in this paper.
Medidas de centralización multidimensionales (ley fuerte de los grandes números).
En este trabajo definimos una medida de centralización multidimensional para vectores aleatorios como el valor del parámetro para el que se alcanza el mínimo de las integrales de ciertas funciones. Estudiamos su relación con otras medidas de centralización multidimensionales conocidas. Finalizamos demostrando la Ley Fuerte de los Grandes Números, tanto para la medida de centralización definida como para la de dispersión asociada.
Mesures de Gibbs sur les Cantor réguliers
Mesures dominantes et théorème de Sanov
Mesures gaussiennes et mesures produits
Metastable behaviour of small noise Lévy-Driven diffusions
We consider a dynamical system in driven by a vector field -U', where U is a multi-well potential satisfying some regularity conditions. We perturb this dynamical system by a Lévy noise of small intensity and such that the heaviest tail of its Lévy measure is regularly varying. We show that the perturbed dynamical system exhibits metastable behaviour i.e. on a proper time scale it reminds of a Markov jump process taking values in the local minima of the potential U. Due to the heavy-tail nature...
Metric entropy and the central limit theorem in
Central limit theorems with hypotheses in terms of -entropy are proved first in where is a compact metric space and then in an arbitrary separable Banach space.
Metric properties of alternating Lüroth series
Metric results on a new notion of discrepancy
Metric Theorems Related to the Kronecker - Weyl Theorem mod m.
Mild law of large numbers and its consequences