Calcul des probabilités et modélisation.
Colacunary sequences in L-spaces
Comparison between criteria leading to the weak invariance principle
The aim of this paper is to compare various criteria leading to the central limit theorem and the weak invariance principle. These criteria are the martingale-coboundary decomposition developed by Gordin in Dokl. Akad. Nauk SSSR188 (1969), the projective criterion introduced by Dedecker in Probab. Theory Related Fields110 (1998), which was subsequently improved by Dedecker and Rio in Ann. Inst. H. Poincaré Probab. Statist.36 (2000) and the condition introduced by Maxwell and Woodroofe in Ann. Probab.28...
Compensation multiplicative et «produits de Wick»
Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab. 27 (1999) 537–564.
Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab.27 (1999) 537–564.
Concrete representation of martingales.
Conjugate Characterizations of H1 Dyadic Martingales.
Conjugate martingale transforms
Characterizations of H₁, BMO and VMO martingale spaces generated by bounded Vilenkin systems via conjugate martingale transforms are studied.
Convergence of Tight Asymptotic Martingales in a Banach Space.
Convergence to zero and boundedness of operator-normed sums of random vectors with application to autoregression processes.
Convergences de Martingales a valeurs Vectorielles