Démonstration d'un théorème de F. Knight à l'aide de martingales exponentielles
Démonstration élémentaire d'un résultat d'Azéma et Jeulin
Démonstration simple d'un résultat sur le temps local
Density estimation for one-dimensional dynamical systems
In this paper we prove a Central Limit Theorem for standard kernel estimates of the invariant density of one-dimensional dynamical systems. The two main steps of the proof of this theorem are the following: the study of rate of convergence for the variance of the estimator and a variation on the Lindeberg–Rio method. We also give an extension in the case of weakly dependent sequences in a sense introduced by Doukhan and Louhichi.
Density Estimation for One-Dimensional Dynamical Systems
In this paper we prove a Central Limit Theorem for standard kernel estimates of the invariant density of one-dimensional dynamical systems. The two main steps of the proof of this theorem are the following: the study of rate of convergence for the variance of the estimator and a variation on the Lindeberg–Rio method. We also give an extension in the case of weakly dependent sequences in a sense introduced by Doukhan and Louhichi.
Density estimation via best -approximation on classes of step functions
We establish consistent estimators of jump positions and jump altitudes of a multi-level step function that is the best -approximation of a probability density function . If itself is a step-function the number of jumps may be unknown.
Density fluctuations for a zero-range process on the percolation cluster.
Density formula and concentration inequalities with Malliavin calculus.
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.
Der diskontierte Einarmige Bandit.
Dérivabilité des fonctions aléatoires
Dérivabilité du plus grand exposant caractéristique des produits de matrices aléatoires indépendantes à coefficients positifs
Derivative of the Donsker delta functionals
We prove that derivatives of any finite order of Donsker's delta functionals are well-defined elements in the space of Hida distributions. We also show the convergence to the derivative of Donsker's delta functionals of two different approximations. Finally, we present an existence result of finite product and infinite series of the derivative of the Donsker delta functionals.
Dérive des marches aléatoires et théorèmes limites
Derrida's generalised random energy models 1 : models with finitely many hierarchies
Derrida's generalized random energy models 2 : models with continuous hierarchies
Des résultats nouveaux sur les processus gaussiens
Description de certains processus markoviens indexés par des sous-ensembles du cercle
Désintégration régulière de mesure sans conditions habituelles