Temps locaux pour les ensembles régénératifs
The asymptotic behavior of fragmentation processes
The fragmentation processes considered in this work are self-similar Markov processes which are meant to describe the evolution of a mass that falls apart randomly as time passes. We investigate their pathwise asymptotic behavior as . In the so-called homogeneous case, we first point at a law of large numbers and a central limit theorem for (a modified version of) the empirical distribution of the fragments at time . These results are reminiscent of those of Asmussen and Kaplan [3] and Biggins...
The discrete skeleton method and a total variation limit theorem for continous-time Markov processes.
The escape model on a homogeneous tree.
The evolution and Poisson kernels on nilpotent meta-abelian groups
Let S be a semidirect product S = N⋊ A where N is a connected and simply connected, non-abelian, nilpotent meta-abelian Lie group and A is isomorphic to , k>1. We consider a class of second order left-invariant differential operators on S of the form , where , and for each is left-invariant second order differential operator on N and , where Δ is the usual Laplacian on . Using some probabilistic techniques (e.g., skew-product formulas for diffusions on S and N respectively) we obtain an...
The genealogy of self-similar fragmentations with negative index as a continuum random tree.
The Markov property for generalized gaussian random fields
We obtain necessary and sufficient conditions in order that a Gaussian process of many parameters (more generally, a generalized Gaussian random field in ) possess the Markov property relative to a class of open sets. The method adopted is the Hilbert space approach initiated by Cartier and Pitt. Applications are discussed.
The M/M/1 queue is Bernoulli
The classical output theorem for the M/M/1 queue, due to Burke (1956), states that the departure process from a stationary M/M/1 queue, in equilibrium, has the same law as the arrivals process, that is, it is a Poisson process. We show that the associated measure-preserving transformation is metrically isomorphic to a two-sided Bernoulli shift. We also discuss some extensions of Burke's theorem where it remains an open problem to determine if, or under what conditions, the analogue of this result...
The perfection of multiplicative functionals
The PH/M/c queue with varying environment
The Powers sum of spatial CPD-semigroups and CP-semigroups
We define spatial CPD-semigroups and construct their Powers sum. We construct the Powers sum for general spatial CP-semigroups. In both cases, we show that the product system of that Powers sum is the product of the spatial product systems of its factors. We show that on the domain of intersection, pointwise bounded CPD-semigroups on the one side and Schur CP-semigroups on the other, the constructions coincide. This summarizes all known results about Powers sums and generalizes them considerably....
The principle of large deviations for martingale additive functionals of recurrent Markov processes.
The Q-matrix problem
The Skorokhod embedding problem and its offspring.
The spatial -coalescent.
The unscaled paths of branching brownian motion
For a set A ⊂ C[0, ∞), we give new results on the growth of the number of particles in a branching Brownian motion whose paths fall within A. We show that it is possible to work without rescaling the paths. We give large deviations probabilities as well as a more sophisticated proof of a result on growth in the number of particles along certain sets of paths. Our results reveal that the number of particles can oscillate dramatically. We also obtain new results on the number of particles near the...
Théorèmes de limite centrale fonctionnels pour les processus de Markov
Théorie de Littlewood-Paley-Stein et processus stables
Théorie générale des processus et retournement du temps
Time-changes of self-similar Markov processes