Systèmes de particules et mesures-martingales : un théorème de propagation du chaos
The classic differential evolution algorithm and its convergence properties
Differential evolution algorithms represent an up to date and efficient way of solving complicated optimization tasks. In this article we concentrate on the ability of the differential evolution algorithms to attain the global minimum of the cost function. We demonstrate that although often declared as a global optimizer the classic differential evolution algorithm does not in general guarantee the convergence to the global minimum. To improve this weakness we design a simple modification of the...
The determination of the spectral multiplicity of a stochastic process by RKHS method
The hypercontractivity of Ornstein-Uhlenbeck semigroups with drift, revisited
The Markov property for generalized gaussian random fields
We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.
Tightness of Continuous Stochastic Processes
Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
Topics on Meixner families
We shed some light on the inter-connections between different characterizations leading to the classical Meixner family. This allows us to give free analogs of both Sheffer's and Al-Salam and Chihara's characterizations in the classical case by the use of the free derivative operator. The paper closes with a discussion of the q-deformed case, |q| < 1.
Un nouvel exemple de distribution de Hida
Wavelet estimation of the long memory parameter for Hermite polynomial of gaussian processes
We consider stationary processes with long memory which are non-Gaussian and represented as Hermite polynomials of a Gaussian process. We focus on the corresponding wavelet coefficients and study the asymptotic behavior of the sum of their squares since this sum is often used for estimating the long–memory parameter. We show that the limit is not Gaussian but can be expressed using the non-Gaussian Rosenblatt process defined as a Wiener–Itô integral of order 2. This happens even if the original...
Zero-time vectors in the domain of the Hamiltonian in Quantum Field Theory as application of a programme for nearly Gaussian processes.
Аппроксимация воспроизводящего ядра
К теории случайных однородных полей
О линейной экстраполяции однородного случайного поля
О среднем на единицу времени количестве информации, содержащейся в одном гауссовском стационарном процессе относительно другого
Оператор канонической корреляции и относительно регулярые процессы
Условие абсолютной регулярности для полей
Условно регулярные процессы