Real zeros of random algebraic polynomials with binomial elements.
Réarrangement, inégalités maximales et théorèmes ergodiques fractionnaires
Étant donné un semi-flot mesurable préservant une mesure de probabilité sur un espace , nous considérons les moyennes ergodiques où est un “poids” à support compact sur , c’est-à-dire que vérifie et . Nous démontrons la convergence p.p. de ces moyennes quand si appartient à l’espace de Lorentz défini par le poids qui est le réarrangé décroissant de . En particulier, pour , on obtient la convergence p.p. des moyennes de Césarò d’ordre
Réarrangements convexes des marches aléatoires
Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency
Ambit stochastics is the name for the theory and applications of ambit fields and ambit processes and constitutes a new research area in stochastics for tempo-spatial phenomena. This paper gives an overview of the main findings in ambit stochastics up to date and establishes new results on general properties of ambit fields. Moreover, it develops the concept of tempo-spatial stochastic volatility/intermittency within ambit fields. Various types of volatility modulation ranging from stochastic scaling...
Recent advances in invariance principles for stationary sequences.
Reconstructing a multicolor random scenery seen along a random walk path with bounded jumps.
Record indices and age-ordered frequencies in exchangeable Gibbs partitions.
Records and 2-block records of 1-dependent stationary sequences under local dependence
Recorridos aleatorios simples en tiempo continuo.
The properties of a certain generalization of simple random walk to continuous time are analyzed in this paper. After the definition, its transition probabilities, and the differential equations satisfied by those, are obtained. Under some conditions, the convergence of this random walk to a Wiener process is then established. Finally, absorption probabilities and mean times until absorption are calculated, giving some insight into the behaviour of the process.
Recouvrements aléatoires et théorie du potentiel
Recurrence and transience for long-range reversible random walks on a random point process.
Recurrence and transience of excited random walks on and strips.
Recurrence and transience of the edge graph of a tiling of the euclidean plane.
Récurrence des librairies sur un arbre
Récurrence des marches aléatoires et ergodicité du flot géodésique sur les graphes réguliers.
Recurrence of reinforced random walk on a ladder.
Recurrent graphs where two independent random walks collide finitely often.
Recurrent Random Walks and Invariant Measures on Semigroups of n x n Matrices.
Refinement type equations: sources and results
It has been proved recently that the two-direction refinement equation of the form can be used in wavelet theory for constructing two-direction wavelets, biorthogonal wavelets, wavelet packages, wavelet frames and others. The two-direction refinement equation generalizes the classical refinement equation , which has been used in many areas of mathematics with important applications. The following continuous extension of the classical refinement equation has also various interesting applications....
Reflected backward stochastic differential equations with two RCLL barriers
In this paper we consider BSDEs with Lipschitz coefficient reflected on two discontinuous (RCLL) barriers. In this case, we prove first the existence and uniqueness of the solution, then we also prove the convergence of the solutions of the penalized equations to the solution of the RBSDE. Since the method used in the case of continuous barriers (see Cvitanic and Karatzas, Ann. Probab.24 (1996) 2024–2056 and Lepeltier and San Martín, J. Appl. Probab.41 (2004) 162–175) does not work, we develop...