Mesures aléatoires stationnaires et mesure de Palm
Mesures aléatoires stationnaires sur un espace produit
Mesures aléatoires -régulières
Mesures de Radon sur et mesures cylindriques
Mesures singulières associées à des découpages aléatoires d'un hypercube
Mesures vectorielles dans les espaces réticulés
Metric diophantine approximation and probability.
Metric entropy of convex hulls in Hilbert spaces
Let T be a precompact subset of a Hilbert space. We estimate the metric entropy of co(T), the convex hull of T, by quantities originating in the theory of majorizing measures. In a similar way, estimates of the Gelfand width are provided. As an application we get upper bounds for the entropy of co(T), , , by functions of the ’s only. This partially answers a question raised by K. Ball and A. Pajor (cf. [1]). Our estimates turn out to be optimal in the case of slowly decreasing sequences .
Metric projections and best approximants in Bochner-Orlicz spaces.
In the first section of this paper there are given criteria for strict convexity and smoothness of the Bochner-Orlicz space with the Orlicz norm as well as the Luxemburg norm. In the second one that geometrical properties are applied to the characterization of metric projections and zero mean valued best approximants to Bochner-Orlicz spaces.
Metric unconditionality and Fourier analysis
We investigate several aspects of almost 1-unconditionality. We characterize the metric unconditional approximation property (umap) in terms of “block unconditionality”. Then we focus on translation invariant subspaces and of functions on the circle and express block unconditionality as arithmetical conditions on E. Our work shows that the spaces , p an even integer, have a singular behaviour from the almost isometric point of view: property (umap) does not interpolate between and . These...
Métrisabilité de quelques espaces de processus aléatoires
Mild solution of the heat equation with a general stochastic measure
The stochastic heat equation on [0,T]×ℝ driven by a general stochastic measure is investigated. Existence and uniqueness of the solution is established. Hölder regularity of the solution in time and space variables is proved.
Milstein’s type schemes for fractional SDEs
Weighted power variations of fractional brownian motion B are used to compute the exact rate of convergence of some approximating schemes associated to one-dimensional stochastic differential equations (SDEs) driven by B. The limit of the error between the exact solution and the considered scheme is computed explicitly.
Minimization of the Kullback information for some Markov processes
Minimization of the Kullback information of diffusion processes
Minorations des fonctions aléatoires gaussiennes
On donne une nouvelle forme de l’inégalité de Slépian et une démonstration simple de la minoration de Sudakov ; on montre la parenté de cette minoration et de celles qui sont basées sur l’emploi des séries trigonométriques lacunaires.
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
We consider strictly stationary infinitely divisible processes and first extend the mixing conditions given in Maruyama [Theory Probab. Appl. 15 (1970) 1–22] and Rosiński and Żak [Stoc. Proc. Appl. 61 (1996) 277–288] from the univariate to the d-dimensional case. Thereafter, we show that multivariate Lévy-driven mixed moving average processes satisfy these conditions and hence a wide range of well-known processes such as superpositions of Ornstein − Uhlenbeck (supOU) processes or (fractionally integrated)...
Mixing times for random walks on finite lamplighter groups.
Mixtures of gaussian cylinder set measures and abstract Wiener spaces as models for detection
Modèle général de filtrage non linéaire et équations différentielles stochastiques associées