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Riemannian analogue of a Paley-Zygmund theorem

Nikolay Tzvetkov (2008/2009)

Séminaire Équations aux dérivées partielles

Riesz spaces valued measures and processes

Nassif Ghoussoub (1982)

Bulletin de la Société Mathématique de France

Rigidité des empilements infinis immergés proprement dans le plan et dans le disque

Frédéric Mathéus (1993/1994)

Séminaire de théorie spectrale et géométrie

Risk bounds for new M-estimation problems

Nabil Rachdi, Jean-Claude Fort, Thierry Klein (2013)

ESAIM: Probability and Statistics

In this paper, we consider a new framework where two types of data are available: experimental data Y1,...,Yn supposed to be i.i.d from Y and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon Y. We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data n, reduced model complexity and computing budget m. The method we present is general enough to cover a wide range of applications....

Risultati sulle distribuzioni di medie di un processo di Dirichlet

Alessandra Guglielmi (1998)

Bollettino dell'Unione Matematica Italiana

Robust estimates of certain large deviation probabilities for controlled semi-martingales

Hideo Nagai (2015)

Banach Center Publications

Motivated by downside risk minimization on the wealth process in an incomplete market model, we have studied in the recent work the asymptotic behavior as time horizon T → ∞ of the minimizing probability that the empirical mean of a controlled semi-martingale falls below a certain level on the time horizon T. This asymptotic behavior relates to a risk-sensitive stochastic control problem in the risk-averse case. Indeed, we obtained an expression of the decay rate of the probability by the Legendre...

Robust Filtering for Correlated Multidimensional Oberservations.

R.J. Elliot, M. Kohlmann (1981)

Mathematische Zeitschrift

Robust optimality of Gaussian noise stability

Elchanan Mossel, Joe Neeman (2015)

Journal of the European Mathematical Society

We prove that under the Gaussian measure, half-spaces are uniquely the most noise stable sets. We also prove a quantitative version of uniqueness, showing that a set which is almost optimally noise stable must be close to a half-space. This extends a theorem of Borell, who proved the same result but without uniqueness, and it also answers a question of Ledoux, who asked whether it was possible to prove Borell’s theorem using a direct semigroup argument. Our quantitative uniqueness result has various...

We present the rough path theory introduced by Lyons, using the swewing lemma of Feyel and de Lapradelle.

r-te Momente von Punktprozessen.

W. Fieger (1979)

Metrika

Ruin models with investment income.

Paulsen, Jostein (2008)

Probability Surveys [electronic only]