Espaces à noyau reproduisant et lois de probabilités des fonctions aléatoires
Espaces de Fock pour les processus de Wiener et de Poisson
Espaces probabilisés filtrés : de la théorie de Vershik au mouvement brownien, via des idées de Tsirelson
Espérances conditionnelles et C-martingales dans les variétés
Estimate of spectral gap for continuous gas
Estimates for interval probabilities of the sums of random variables with locally subexponential distributions.
Estimates for simple random walks on fundamental groups of surfaces
Numerical estimates are given for the spectral radius of simple random walks on Cayley graphs. Emphasis is on the case of the fundamental group of a closed surface, for the usual system of generators.
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition.
Estimates for the distribution of the first exit time of α-stable processes
The Varopoulos-Hardy-Littlewood theory and the spectral analysis are used to estimate the tail of the distribution of the first exit time of α-stable processes.
Estimates in the invariance principle in terms of truncated power moments.
Estimates of random walk exit probabilities and application to loop-erased random walk.
Estimates of some probabilities in multidimensional convex records
Convex records in Euclidean space are considered. We provide both lower and upper bounds on the probability that in a sequence of random vectors ,..., there are exactly k records.
Estimates of the Hausdorff dimension of the boundary of positive brownian sheet components
Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
Estimating an even spherical measure from its sine transform
To reconstruct an even Borel measure on the unit sphere from finitely many values of its sine transform a least square estimator is proposed. Applying results by Gardner, Kiderlen and Milanfar we estimate its rate of convergence and prove strong consistency. We close this paper by giving an estimator for the directional distribution of certain three-dimensional stationary Poisson processes of convex cylinders which have applications in material science.
Estimating interactions in binary data sequences
Estimating the conditional expectations for continuous time stationary processes
One of the basic estimation problems for continuous time stationary processes , is that of estimating based on the observation of the single block when the actual distribution of the process is not known. We will give fairly optimal universal estimates of this type that correspond to the optimal results in the case of discrete time processes.
Estimation dans de la loi de certains processus à accroissements indépendants
Estimation de moyennes et fonctions de répartition de suites d'échantillonnage
Estimation for heavy tailed moving average process
In this paper, we propose two estimators for a heavy tailed MA(1) process. The first is a semi parametric estimator designed for MA(1) driven by positive-value stable variables innovations. We study its asymptotic normality and finite sample performance. We compare the behavior of this estimator in which we use the Hill estimator for the extreme index and the estimator in which we use the t-Hill in order to examine its robustness. The second estimator is for MA(1) driven by stable variables innovations...