Some polar sets for the brownian sheet
Some properties of random fields connected with stochastic integrals with respect to strong martingales.
Some remarks about the joint law of brownian motion and its supremum
Some Shannon-McMillan approximation theorems for Markov chain field on the generalized Bethe tree.
Spectral representation of isotropic random currents
Spectrum decomposition for stationary weakly isotropic random fields with bounded range interactions
Stable random fields and geometry
Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for , the m-dimensional sphere. Let be the Gaussian random measure on , that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on , 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for , i = 1,2,..., , i ≠ j, we...
State dependent multitype spatial branching processes and their longtime behavior.
Stationary gaussian random fields on hyperbolic spaces and on euclidean spheres
We recall necessary notions about the geometry and harmonic analysis on a hyperbolic space and provide lecture notes about homogeneous random functions parameterized by this space. The general principles are illustrated by construction of numerous examples analogous to Euclidean case. We also give a brief survey of the fields parameterized by Euclidean spheres. At the end we give a list of important open questions in hyperbolic case.
Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres∗∗∗
We recall necessary notions about the geometry and harmonic analysis on a hyperbolic space and provide lecture notes about homogeneous random functions parameterized by this space. The general principles are illustrated by construction of numerous examples analogous to Euclidean case. We also give a brief survey of the fields parameterized by Euclidean spheres. At the end we give a list of important open questions in hyperbolic case.
Stationary measures and phase transition for a class of probabilistic cellular automata
We discuss various properties of Probabilistic Cellular Automata, such as the structure of the set of stationary measures and multiplicity of stationary measures (or phase transition) for reversible models.
Stationary measures and phase transition for a class of Probabilistic Cellular Automata
We discuss various properties of Probabilistic Cellular Automata, such as the structure of the set of stationary measures and multiplicity of stationary measures (or phase transition) for reversible models.
Stochastic analysis and local times for (N, d)-Wiener process
Stochastic integral equations for the random fields
Stochastic Poisson-Sigma model
We produce a stochastic regularization of the Poisson-Sigma model of Cattaneo-Felder, which is an analogue regularization of Klauder’s stochastic regularization of the hamiltonian path integral [23] in field theory. We perform also semi-classical limits.
Stochastic processes on random domains
Strong laws of large numbers for -valued random fields.
Techniques biharmoniques pour l'étude du mouvement brownien de P. Lévy à trois paramètres
Temps local et superchamp
Temps local pour les martingales à deux indices par rapport à sa variation quadratique