Characterization of a regular family of semimartingales by line integrals.
Characterization of equilibrium measures for critical reversible Nearest Particle Systems
We show that for critical reversible attractive Nearest Particle Systems all equilibrium measures are convex combinations of the upper invariant equilibrium measure and the point mass at all zeros, provided the underlying renewal sequence possesses moments of order strictly greater than and obeys some natural regularity conditions.
Characterization of unitary processes with independent and stationary increments
This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci.45 (2009) 745–785) to characterize unitary stationary independent increment gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with technical assumptions on the domain of the generator, unitary equivalence of the process to the solution of an appropriate Hudson–Parthasarathy equation is proved.
Characterizations of processes with stationary and independent increments under -expectation
Our purpose is to investigate properties for processes with stationary and independent increments under -expectation. As applications, we prove the martingale characterization of -Brownian motion and present a pathwise decomposition theorem for generalized -Brownian motion.
Characterizations using intersections of random events.
Chemins croissants optionnels et théorème de section
Chung's law of the iterated logarithm for iterated brownian motion
Circle-packing connections with random walks and a finite volume method
Classe et martingales fortes à paramètre bidimensionnel
Classes de Donsker et fonction d'entropie relatives aux mesures aléatoires
Classes of measures which can be embedded in the simple symmetric random walk.
Classes uniformes de processus gaussiens stationnaires
Closed sets supporting a continuous divergent martingale
Closedness of some spaces of stochastic integrals
CLT for linear spectral statistics of Wigner matrices.
Cluster continuous time random walks
In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation. This paper develops limit theory and governing equations for cluster CTRW, in which a random number of jumps cluster together into a single jump. The clustering introduces a dependence between the waiting times and jumps that significantly affects...
Clustering behavior of a continuous-sites stepping-stone model with Brownian migration.
Coalescents with simultaneous multiple collisions.
Coalescing Markov labelled partitions and a continuous sites genetics model with infinitely many types
Cogrowth and spectral gap of generic groups
The cogrowth exponent of a group controls the random walk spectrum. We prove that for a generic group (in the density model) this exponent is arbitrarily close to that of a free group. Moreover, this exponent is stable under random quotients of torsion-free hyperbolic groups.