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
Renaissance, recollements, mélanges, ralentissement de processus de Markov
Le résultat essentiel du travail est la définition du processus ralenti d’un processus de Ray en ses points de branchement, par un procédé qui transforme ceux-ci en points stables.
Représentation de temps terminaux et applications aux fonctionnelles additives et aux systèmes de Lévy
Représentation d’un semigroupe d’opérateurs sur un espace par des noyaux. Remarques sur deux articles de S.E. Kuznetsov
Restrictions of CP-semigroups to maximal commutative subalgebras
We give a necessary and sufficient criterion for a normal CP-map on a von Neumann algebra to admit a restriction to a maximal commutative subalgebra. We apply this result to give a far reaching generalization of Rebolledo's sufficient criterion for the Lindblad generator of a Markov semigroup on ℬ(G).
Résultats d'Atkinson sur les processus de Markov