Automatic stochastic control of impulses on a three-dimensional crystallographic lattice
-spaces and applications to extrapolation theory
We investigate a scale of -spaces defined with the help of certain Lorentz norms. The results are applied to extrapolation techniques concerning operators defined on adapted sequences. Our extrapolation works simultaneously with two operators, starts with --estimates, and arrives at --estimates, or more generally, at estimates between K-functionals from interpolation theory.
Billingsley-type tightness criteria for multiparameter stochastic processes
Cadenas de Markov en poblaciones aleatorias y probabilidades en cadena generalizadas.
Calcul stochastique non commutatif
Combining -dependence with markovness
Compact convex sets of the plane and probability theory
The Gauss−Minkowski correspondence in ℝ2 states the existence of a homeomorphism between the probability measures μ on [0,2π] such that ∫ 0 2 π e ix d μ ( x ) = 0 and the compact convex sets (CCS) of the plane with perimeter 1. In this article, we bring out explicit formulas relating the border of a CCS to its probability measure. As a consequence, we show that some natural operations on CCS – for example, the Minkowski sum – have natural translations in terms of probability measure operations,...
Concentration of measure and isoperimetric inequalities in product spaces
(Conférence n°4) Accouplement de processus linéaires. Images de probabilités cylindriques par certaines applications non linéaires
Convergence of simple random walks on random discrete trees to brownian motion on the continuum random tree
In this article it is shown that the brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete n-vertex ordered graph trees whose search-depth functions converge to the brownian excursion as n→∞. We prove both a quenched version (for typical realisations of the trees) and an annealed version (averaged over all realisations of the trees) of our main result. The assumptions of the article cover the important example of simple random walks...
Convergence of weighted sums of independent random variables and an extension to Banach space-valued random variables.
Convex orderings for stochastic processes
We consider partial orderings for stochastic processes induced by expectations of convex or increasing convex (concave or increasing concave) functionals. We prove that these orderings are implied by the analogous finite dimensional orderings.
Covariance of the number of real zeros of a random trigonometric polynomial.
Density of paths of iterated Lévy transforms of brownian motion
The Lévy transform of a Brownian motion B is the Brownian motion B(1) given by Bt(1) = ∫0tsgn(Bs)dBs; call B(n) the Brownian motion obtained from B by iterating n times this transformation. We establish that almost surely, the sequence of paths (t → Bt(n))n⩾0 is dense in Wiener space, for the topology of uniform convergence on compact time intervals.
Density of paths of iterated Lévy transforms of Brownian motion
The Lévy transform of a Brownian motion B is the Brownian motion B(1) given by Bt(1) = ∫0tsgn(Bs)dBs; call B(n) the Brownian motion obtained from B by iterating n times this transformation. We establish that almost surely, the sequence of paths (t → Bt(n))n⩾0 is dense in Wiener space, for the topology of uniform convergence on compact time intervals.
Disjointness results for some classes of stable processes
We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.
Duality theory for self-similar processes
En marge de l'exposé de Meyer : « Géométrie différentielle stochastique »
Ensembles aléatoires, répartitions ponctuelles aléatoires, problèmes de recouvrement
Ergodic properties of marked point processes in