Inégalités de normes avec poids
Inégalités de normes pour les intégrales stochastiques
Inégalités en norme pour le produit des suprema de plusieurs martingales arrêtées à des temps aléatoires. Inégalités avec poids
Inégalités isopérimétriques en analyse et probabilités
Inégalités isopérimétriques et calcul stochastique
Inégalités isopérimétriques et intégrales de Dirichlet gaussiennes
Inégalités pour les processus self-similaires arrêtés à un temps quelconque
Inégalités relatives aux processus d’Ornstein-Uhlenbeck à paramètres et capacité gaussienne
Inequalities for the ergodic maximal function
Inequalities for the moments and distribution of the ladder height of a random walk.
Inequalities relative to two-parameter Vilenkin-Fourier coefficients
Inferring the residual waiting time for binary stationary time series
For a binary stationary time series define to be the number of consecutive ones up to the first zero encountered after time , and consider the problem of estimating the conditional distribution and conditional expectation of after one has observed the first outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the renewal state...
Infinite dimensional stationary sequences with multiplicity one. II.
Infinite divisibility of Gaussian squares with non-zero means.
Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
We first characterize the increasing eigenfunctions associated to the following family of integro-differential operators, for any α, x>0, γ≥0 and fa smooth function on , where the coefficients ,σ≥0 and the measure ν, which satisfies the integrability condition ∫0∞(1∧r2)ν(dr)<+∞, are uniquely determined by the distribution of a spectrally negative, infinitely divisible random variable, with characteristic exponent ψ. L(γ) is known to be the infinitesimal generator of a positive...
Infinitely divisible processes and their potential theory. II
This second part of our two part work on i.d. process has four main goals:(1) To develop a potential operator for recurrent i.d. (infinitely divisible) processes and to use this operator to find the asymptotic behavior of the hitting distribution and Green’s function for relatively compact sets in the recurrent case.(2) To develop the appropriate notion of an equilibrium measure and Robin’s constant for Borel sets.(3) To establish the asymptotic behavior questions of a potential theoretic nature...
Infinitely divisible processes and their potential theory. I
We show that associated with every i.d. (infinitely divisible) process on a locally compact, non-compact 2nd countable Abelian group is a corresponding potential theory that yields definitive results on the behavior of the process in both space and time. Our results are general, no density or other smoothness assumptions are made on the process. In this first part of two part work we have four main goals.(1) To lay the probabilistic foundation of such processes. This mainly consists in giving the...
Infinitely divisible random probability distributions with an application to a random motion in a random environment.
Infinitesimal behaviour of a continuous local martingale
Information recovery from randomly mixed-up message text.