Time-space analysis of the cluster-formation in interacting diffusions.
Topics in Markov Additive Processes.
Topics on Meixner families
We shed some light on the inter-connections between different characterizations leading to the classical Meixner family. This allows us to give free analogs of both Sheffer's and Al-Salam and Chihara's characterizations in the classical case by the use of the free derivative operator. The paper closes with a discussion of the q-deformed case, |q| < 1.
Topologies métrisables rendant continues les trajectoires d'un processus
Tout sous-espace de contient un , d’après D. Aldous
Toward the best constant factor for the Rademacher-Gaussian tail comparison
It is proved that the best constant factor in the Rademacher-Gaussian tail comparison is between two explicitly defined absolute constants c1 and c2 such that c2≈1.01 c1. A discussion of relative merits of this result versus limit theorems is given.
Towards an innovation theory of spatial Brownian motion under boundary conditions.
Transfer-function solution of the Kalman-Bucy filtering problem
Transformation of gaussian measures
Transformations preserving the Hausdorff-Besicovitch dimension
Continuous transformations preserving the Hausdorff-Besicovitch dimension (“DP-transformations”) of every subset of R 1 resp. [0, 1] are studied. A class of distribution functions of random variables with independent s-adic digits is analyzed. Necessary and sufficient conditions for dimension preservation under functions which are distribution functions of random variables with independent s-adic digits are found. In particular, it is proven that any strictly increasing absolutely continuous distribution...
Transformées de Burkholder et sommabilité de Martingales à deux paramètres.
Transience and non-explosion of certain stochastic Newtonian systems.
Transience of algebraic varieties in linear groups - applications to generic Zariski density
We study the transience of algebraic varieties in linear groups. In particular, we show that a “non elementary” random walk in escapes exponentially fast from every proper algebraic subvariety. We also treat the case where the random walk takes place in the real points of a semisimple split algebraic group and show such a result for a wide family of random walks.As an application, we prove that generic subgroups (in some sense) of linear groups are Zariski dense.
Transience of percolation clusters on wedges.
Transience/recurrence and the speed of a one-dimensional random walk in a “have your cookie and eat it” environment
Consider a variant of the simple random walk on the integers, with the following transition mechanism. At each site x, the probability of jumping to the right is ω(x)∈[½, 1), until the first time the process jumps to the left from site x, from which time onward the probability of jumping to the right is ½. We investigate the transience/recurrence properties of this process in both deterministic and stationary, ergodic environments {ω(x)}x∈Z. In deterministic environments, we also study the speed...
Transient phenomena for random walks in the absence of the expected value of jumps.
Transient random walk in with stationary orientations
In this paper, we extend a result of Campanino and Pétritis [Markov Process. Relat. Fields 9 (2003) 391–412]. We study a random walk in with random orientations. We suppose that the orientation of the kth floor is given by , where is a stationary sequence of random variables. Once the environment fixed, the random walk can go either up or down or can stay in the present floor (but moving with respect to its orientation). This model was introduced by Campanino and Pétritis in [Markov Process....
Transitivity and approximate transitivity in problems of optimal stopping
Trapping a measure-valued Markov branching process conditioned on non-extinction
Travelling waves for a certain first-order coupled PDE system.