All a b c d e f g h i j k l m n o p q r s t u v w x y z Other

Previous Page 62 Next

Displaying 1221 – 1240 of 3391

Showing per page

Invariance principles for random walks conditioned to stay positive

Francesco Caravenna, Loïc Chaumont (2008)

Annales de l'I.H.P. Probabilités et statistiques

Let {Snbe a random walk in the domain of attraction of a stable law 𝒴 , i.e. there exists a sequence of positive real numbers ( an) such that Sn/anconverges in law to 𝒴 . Our main result is that the rescaled process (S⌊nt⌋/an, t≥0), when conditioned to stay positive, converges in law (in the functional sense) towards the corresponding stable Lévy process conditioned to stay positive. Under some additional assumptions, we also prove a related invariance principle for the random walk killed at its first...

Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations

I. Stojkovic, O. van Gaans (2011)

Annales de l'I.H.P. Probabilités et statistiques

We consider a stochastic delay differential equation with exponentially stable drift and diffusion driven by a general Lévy process. The diffusion coefficient is assumed to be locally Lipschitz and bounded. Under a mild condition on the large jumps of the Lévy process, we show existence of an invariant measure. Main tools in our proof are a variation-of-constants formula and a stability theorem in our context, which are of independent interest.

Invariant random fields in vector bundles and application to cosmology

Anatoliy Malyarenko (2011)

Annales de l'I.H.P. Probabilités et statistiques

We develop the theory of invariant random fields in vector bundles. The spectral decomposition of an invariant random field in a homogeneous vector bundle generated by an induced representation of a compact connected Lie group G is obtained. We discuss an application to the theory of relic radiation, where G = SO(3). A theorem about equivalence of two different groups of assumptions in cosmological theories is proved.

Inversion d’un opérateur de Toeplitz tronqué à symbole matriciel et théorèmes-limite de Szegö

Jean Chanzy (2006)

Annales mathématiques Blaise Pascal

Ce travail est une étude théorique d’opérateurs de Toeplitz dont le symbole est une fonction matricielle régulière définie positive partout sur le tore à une dimension. Nous proposons d’abord une formule d’inversion exacte pour un opérateur de Toeplitz à symbole matriciel, démontrée au moyen d’un théorème établi en annexe et donnant la solution du problème de la prédiction relatif à un passé fini pour un processus stationnaire du second ordre. Nous établissons ensuite, à partir de cet inverse, un...

Irregular sampling and central limit theorems for power variations : the continuous case

Takaki Hayashi, Jean Jacod, Nakahiro Yoshida (2011)

Annales de l'I.H.P. Probabilités et statistiques

In the context of high frequency data, one often has to deal with observations occurring at irregularly spaced times, at transaction times for example in finance. Here we examine how the estimation of the squared or other powers of the volatility is affected by irregularly spaced data. The emphasis is on the kind of assumptions on the sampling scheme which allow to provide consistent estimators, together with an associated central limit theorem, and especially when the sampling scheme depends on...

Isotropic random walks on affine buildings

James Parkinson (2007)

Annales de l’institut Fourier

In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible type. This generalises results of Cartwright and Woess where A ˜ n buildings are studied, Lindlbauer and Voit where A ˜ 2 buildings are studied, and Sawyer where homogeneous trees are studied (these are A ˜ 1 buildings).

Iterated Boolean random varieties and application to fracture statistics models

Dominique Jeulin (2016)

Applications of Mathematics

Models of random sets and of point processes are introduced to simulate some specific clustering of points, namely on random lines in ℝ 2 and ℝ 3 and on random planes in ℝ 3 . The corresponding point processes are special cases of Cox processes. The generating distribution function of the probability distribution of the number of points in a convex set K and the Choquet capacity T ( K ) are given. A possible application is to model point defects in materials with some degree of alignment. Theoretical results...

Joint continuity of the local times of fractional brownian sheets

Antoine Ayache, Dongsheng Wu, Yimin Xiao (2008)

Annales de l'I.H.P. Probabilités et statistiques

Let BH={BH(t), t∈ℝ+N} be an (N, d)-fractional brownian sheet with index H=(H1, …, HN)∈(0, 1)N defined by BH(t)=(BH1(t), …, BHd(t)) (t∈ℝ+N), where BH1, …, BHd are independent copies of a real-valued fractional brownian sheet B0H. We prove that if d<∑ℓ=1NHℓ−1, then the local times of BH are jointly continuous. This verifies a conjecture of Xiao and Zhang (Probab. Theory Related Fields124 (2002)). We also establish sharp local and global Hölder conditions for the local times of BH. These results...

Józef Marcinkiewicz: analysis and probability

N. H. Bingham (2011)

Banach Center Publications

We briefly review Marcinkiewicz's work, on analysis, on probability, and on the interplay between the two. Our emphasis is on the continuing vitality of Marcinkiewicz's work, as evidenced by its influence on the standard works. What is striking is how many of the themes that Marcinkiewicz studied (alone, or with Zygmund) are very much alive today. What this demonstrates is that Marcinkiewicz and Zygmund, as well as having extraordinary mathematical ability, also had excellent mathematical taste.

Julia lines of general random Dirichlet series

Qiyu Jin, Guantie Deng, Daochun Sun (2012)

Czechoslovak Mathematical Journal

In this paper, we consider a random entire function f ( s , ω ) defined by a random Dirichlet series ∑ n = 1 ∞ X n ( ω ) e - λ n s where X n are independent and complex valued variables, 0 ≤ λ n ↗ + ∞ . We prove that under natural conditions, for some random entire functions of order ( R ) zero f ( s , ω ) almost surely every horizontal line is a Julia line without an exceptional value. The result improve a theorem of J. R. Yu: Julia lines of random Dirichlet series. Bull. Sci. Math. 128 (2004), 341–353, by relaxing condition on the distribution of X n for such function...

Currently displaying 1221 – 1240 of 3391