Majoration de la distance de Lévy-Prokhorov entre une martingale et le mouvement brownien Distance entre des processus associés
Marches aléatoires sur un demi-groupe compact
Marcinkiewicz-type strong law of large numbers for double arrays of pairwise independent random variables.
Markov chains approximation of jump–diffusion stochastic master equations
Quantum trajectories are solutions of stochastic differential equations obtained when describing the random phenomena associated to quantum continuous measurement of open quantum system. These equations, also called Belavkin equations or Stochastic Master equations, are usually of two different types: diffusive and of Poisson-type. In this article, we consider more advanced models in which jump–diffusion equations appear. These equations are obtained as a continuous time limit of martingale problems...
Martingale convergence to the Poisson distribution
Martingale criteria for stochastic stability
Martingale proofs of many-server heavy-traffic limits for Markovian queues.
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