Rates of convergence for minimal distances in the central limit theorem under projective criteria.
Étant donné un semi-flot mesurable préservant une mesure de probabilité sur un espace , nous considérons les moyennes ergodiques où est un “poids” à support compact sur , c’est-à-dire que vérifie et . Nous démontrons la convergence p.p. de ces moyennes quand si appartient à l’espace de Lorentz défini par le poids qui est le réarrangé décroissant de . En particulier, pour , on obtient la convergence p.p. des moyennes de Césarò d’ordre
We show that the effective diffusivity of a random diffusion with a drift is a continuous function of the drift coefficient. In fact, in the case of a homogeneous and isotropic random environment the function is smooth outside the origin. We provide a one-dimensional example which shows that the diffusivity coefficient need not be differentiable at 0.
2000 Mathematics Subject Classification: Primary 60G51, secondary 60G70, 60F17.We discuss weak limit theorems for a uniformly negligible triangular array (u.n.t.a.) in Z = [0, ∞) × [0, ∞)^d as well as for the associated with it sum and extremal processes on an open subset S . The complement of S turns out to be the explosion area of the limit Poisson point process. In order to prove our criterion for weak convergence of the sum processes we introduce and study sum processes over explosion area....