The change of variables formula on Wiener space
The Rényi distances of Gaussian measures
The author in the paper evaluates the Rényi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the Rényi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.
Théorèmes limite fonctionnels pour les processus de vraisemblance (cadre asymptotiquement non gaussien)
Transformations preserving the Hausdorff-Besicovitch dimension
Continuous transformations preserving the Hausdorff-Besicovitch dimension (“DP-transformations”) of every subset of R 1 resp. [0, 1] are studied. A class of distribution functions of random variables with independent s-adic digits is analyzed. Necessary and sufficient conditions for dimension preservation under functions which are distribution functions of random variables with independent s-adic digits are found. In particular, it is proven that any strictly increasing absolutely continuous distribution...