Behavior of diffusion semi-groups at infinity
Binomial-Poisson entropic inequalities and the M/M/∞ queue
This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/∞ queue. They describe in particular the exponential dissipation of Φ-entropies along this process. This simple queueing process appears as a model of “constant curvature”, and plays for the simple Poisson process the role played by the Ornstein-Uhlenbeck process for Brownian Motion. Some of the inequalities are recovered by semi-group ...
Boundary processes : the calculus of processes diffusing on the boundary
Branching diffusions, superdiffusions and random media.
Brownian particles with electrostatic repulsion on the circle : Dyson’s model for unitary random matrices revisited
The brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices is interpreted as a system of interacting brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles goes to infinity (through the empirical measure process). We prove that a limiting...
Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited
The Brownian motion model introduced by Dyson [7] for the eigenvalues of unitary random matrices N x N is interpreted as a system of N interacting Brownian particles on the circle with electrostatic inter-particles repulsion. The aim of this paper is to define the finite particle system in a general setting including collisions between particles. Then, we study the behaviour of this system when the number of particles N goes to infinity (through the empirical measure process). We prove...
Brownian penalisations related to excursion lengths, VII
Limiting laws, as t→∞, for brownian motion penalised by the longest length of excursions up to t, or up to the last zero before t, or again, up to the first zero after t, are shown to exist, and are characterized.