Processus de Markov : retournement des trajectoires à un temps d'entrée dans un presque-borélien
Propriétés d'invariance du domaine du générateur infinitésimal étendu d'un processus de Markov
Propriétés markoviennes de processus sur R2
Quadratic harnesses from generalized beta integrals
We use generalized beta integrals to construct examples of Markov processes with linear regressions, and quadratic second conditional moments.
Quand l'inégalité log-Sobolev implique l'inégalité de trou spectral
Quantitative bounds for convergence rates of continuous time Markov processes.
Quelques autres applications de la méthode de Walsh («La perfection en probabilités»)
Quelques compléments sur le processus des misanthropes et le processus «zéro-range»
Quelques propriétés des résolvantes récurrentes au sens de Harris
Quelques remarques sur un article de Donsker et Varadhan
Random evolutions processes induced by discrete time Markov chains.
Random recursive trees and the Bolthausen-Sznitman coalescent.
Random walk on a building of type Ãr and brownian motion of the Weyl chamber
In this paper we study a random walk on an affine building of type Ãr, whose radial part, when suitably normalized, converges toward the brownian motion of the Weyl chamber. This gives a new discrete approximation of this process, alternative to the one of Biane (Probab. Theory Related Fields89 (1991) 117–129). This extends also the link at the probabilistic level between riemannian symmetric spaces of the noncompact type and their discrete counterpart, which had been previously discovered by Bougerol...
Ranked fragmentations
In this paper we define and study self-similar ranked fragmentations. We first show that any ranked fragmentation is the image of some partition-valued fragmentation, and that there is in fact a one-to-one correspondence between the laws of these two types of fragmentations. We then give an explicit construction of homogeneous ranked fragmentations in terms of Poisson point processes. Finally we use this construction and classical results on records of Poisson point processes to study the small-time...
Ranked Fragmentations
In this paper we define and study self-similar ranked fragmentations. We first show that any ranked fragmentation is the image of some partition-valued fragmentation, and that there is in fact a one-to-one correspondence between the laws of these two types of fragmentations. We then give an explicit construction of homogeneous ranked fragmentations in terms of Poisson point processes. Finally we use this construction and classical results on records of Poisson point processes to study the small-time behavior...
Recorridos aleatorios simples en tiempo continuo.
The properties of a certain generalization of simple random walk to continuous time are analyzed in this paper. After the definition, its transition probabilities, and the differential equations satisfied by those, are obtained. Under some conditions, the convergence of this random walk to a Wiener process is then established. Finally, absorption probabilities and mean times until absorption are calculated, giving some insight into the behaviour of the process.
Régularité de processus de sauts dégénérés
Régularité de processus de sauts dégénérés
Regularity of formation of dust in self-similar fragmentations
Remarques sur les hypothèses droites