Sur l'espérance des variables aléatoires à valeurs dans les espaces de Banach réticulés
Sur l'espérance des variables aléatoires vectorielles
Sur un Ensemble de lois de Probabilite Associees a la loi Normale
Sur un résultat de P. Revesz et un résultat de A. Renyi
Sur un type de convergence intermédiaire entre la convergence en loi et la convergence en probabilité
Sur une classe des fonctionnelles des processus stables et des marches aléatoires
Sur une conjecture de L. E. Dubins
Sur une extension de la notion de loi semi-stable
Surmartingales-mesures
Survival probabilities of autoregressive processes
Given an autoregressive process X of order p (i.e. Xn = a1Xn−1 + ··· + apXn−p + Yn where the random variables Y1, Y2,... are i.i.d.), we study the asymptotic behaviour of the probability that the process does not exceed a constant barrier up to time N (survival or persistence probability). Depending on the coefficients a1,..., ap and the distribution of Y1, we state conditions under which the survival probability decays polynomially, faster than polynomially or converges to a positive constant....
Symmetric and centered binomial approximation of sums of locally dependent random variables.
Systèmes de particules et mesures-martingales : un théorème de propagation du chaos
-law of large numbers for fuzzy numbers
The notions of a -norm and of a fuzzy number are recalled. The law of large numbers for fuzzy numbers is defined. The fuzzy numbers, for which the law of large numbers holds, are investigated. The case when the law of large numbers is violated is studied.
Tail approximations for samples from a finite population with applications to permutation tests
This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, β3N. This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent case, but with no restrictions on the sampled...
Tail approximations for samples from a finite population with applications to permutation tests
This paper derives an explicit approximation for the tail probability of a sum of sample values taken without replacement from an unrestricted finite population. The approximation is shown to hold under no conditions in a wide range with relative error given in terms of the standardized absolute third moment of the population, β3N. This approximation is used to obtain a result comparable to the well-known Cramér large deviation result in the independent ...
Tail behaviour of multiple random integrals and -statistics.
Tail probabilities of gaussian suprema and Laplace transform
Tail probability and singularity of Laplace-Stieltjes transform of a Pareto type random variable
We give a sufficient condition for a non-negative random variable to be of Pareto type by investigating the Laplace-Stieltjes transform of the cumulative distribution function. We focus on the relation between the singularity at the real point of the axis of convergence and the asymptotic decay of the tail probability. For the proof of our theorems, we apply Graham-Vaaler’s complex Tauberian theorem. As an application of our theorems, we consider the asymptotic decay of the stationary distribution...
Tauberian theorems for summability transforms.
Techniques probabilistes pour l'étude de problèmes d'isomorphismes entre espaces de Banach