On the approximate solutions of the Stratonovitch equation.
On the asymptotic behavior of the second moment of the Fourier transform of a random measure.
On the Asymptotic Behaviour of Convolution Powers of Probabilities on Discrete Groups.
On the asymptotic behaviour of increasing self-similar Markov processes.
On the asymptotic behaviour of sequences of random variables and of their previsible compensators
On the asymptotic behaviour of stationary gaussian processes
On the asymptotic equidistribution of sums of independent identically distributed random variables
On the asymptotic probability for the deviations of dependent bootstrap means from the sample mean.
On the asymptotic variance in the central limit theorem for particle filters
Particle filter algorithms approximate a sequence of distributions by a sequence of empirical measures generated by a population of simulated particles. In the context of Hidden Markov Models (HMM), they provide approximations of the distribution of optimal filters associated to these models. For a given set of observations, the behaviour of particle filters, as the number of particles tends to infinity, is asymptotically Gaussian, and the asymptotic variance in the central limit theorem depends...
On the asymptotic variance in the central limit theorem for particle filters
Particle filter algorithms approximate a sequence of distributions by a sequence of empirical measures generated by a population of simulated particles. In the context of Hidden Markov Models (HMM), they provide approximations of the distribution of optimal filters associated to these models. For a given set of observations, the behaviour of particle filters, as the number of particles tends to infinity, is asymptotically Gaussian, and the asymptotic variance in the central limit theorem depends...
On the Azéma martingales
On the Azéma-Yor stopping time
On the Barlow-Yor inequalities for local time
On the Bennett–Hoeffding inequality
The well-known Bennett–Hoeffding bound for sums of independent random variables is refined, by taking into account positive-part third moments, and at that significantly improved by using, instead of the class of all increasing exponential functions, a much larger class of generalized moment functions. The resulting bounds have certain optimality properties. The results can be extended in a standard manner to (the maximal functions of) (super)martingales. The proof of the main result relies on an...
On the boundedness of Bernoulli processes over thin sets.
On the central limit problem for processes of zero entropy
On the characterization of isotropic Gaussian fields on homogeneous spaces of compact groups.
On the comparison of pure jump processes
On the computation of the exact distribution of power divergence test statistics
In this paper we introduce several algorithms to generate all the vectors in the support of a multinomial distribution. Computational studies are carried out to analyze their efficiency with respect to the CPU time and to calculate their efficiency frontiers. The proposed algorithm is used to calculate exact distributions of power divergence test statistics under the hypothesis of uniformity. Finally, several exact power comparisons are done for different divergence statistics and families of alternatives...
On the concept of the asymptotic Rényi distances for random fields
The asymptotic Rényi distances are explicitly defined and rigorously studied for a convenient class of Gibbs random fields, which are introduced as a natural infinite-dimensional generalization of exponential distributions.