Concentration inequalities for semi-bounded martingales
In this paper, we apply the technique of decoupling to obtain some exponential inequalities for semi-bounded martingale, which extend the results of de la Peña, Ann. probab.27 (1999) 537–564.
Concentration of measure and isoperimetric inequalities in product spaces
Concrete representation of martingales.
Condition pour qu'une transformation d'un espace uniforme soit une contraction stricte, et applications
Conditional distributions, exchangeable particle systems, and stochastic partial differential equations
Stochastic partial differential equations (SPDEs) whose solutions are probability-measure-valued processes are considered. Measure-valued processes of this type arise naturally as de Finetti measures of infinite exchangeable systems of particles and as the solutions for filtering problems. In particular, we consider a model of asset price determination by an infinite collection of competing traders. Each trader’s valuations of the assets are given by the solution of a stochastic differential equation,...
Conditional excursion theory
Conditional limit theorems for intermediately subcritical branching processes in random environment
For a branching process in random environment it is assumed that the offspring distribution of the individuals varies in a random fashion, independently from one generation to the other. For the subcritical regime a kind of phase transition appears. In this paper we study the intermediately subcritical case, which constitutes the borderline within this phase transition. We study the asymptotic behavior of the survival probability. Next the size of the population and the shape of the random environment...
Conditional limit theorems for ordered random walks.
Conditional Markov chains - construction and properties
In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.
Conditional principles for random weighted measures
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Conditional principles for random weighted measures
In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form , ((Zi)i being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.
Conditioning properties of the stationary distribution for a Markov chain.
Conditions d'entropie assurant la continuité de certains processus et applications à l'analyse harmonique
Conditions d'isomorphisme des flots spéciaux
Confidence bands for spectral characteristics [Abstract of thesis]
Conformal martingales and analytic functions.
Conjugate Characterizations of H1 Dyadic Martingales.
Conjugate martingale transforms
Characterizations of H₁, BMO and VMO martingale spaces generated by bounded Vilenkin systems via conjugate martingale transforms are studied.
Connected allocation to Poisson points in .
Connectivity bounds for the vacant set of random interlacements
The model of random interlacements on ℤd, d≥3, was recently introduced in [Vacant set of random interlacements and percolation. Available at http://www.math.ethz.ch/u/sznitman/preprints]. A non-negative parameter u parametrizes the density of random interlacements on ℤd. In the present note we investigate connectivity properties of the vacant set left by random interlacements at level u, in the non-percolative regime u>u∗, with u∗ the non-degenerate critical parameter for the percolation...