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 est-ce que des bornes de Hardy permettent de calculer une constante de Poincaré exacte sur la droite ?
Classically, Hardy’s inequality enables to estimate the spectral gap of a one-dimensional diffusion up to a factor belonging to . The goal of this paper is to better understand the latter factor, at least in a symmetric setting. In particular, we will give an asymptotical criterion implying that its value is exactly 4. The underlying argument is based on a semi-explicit functional for the spectral gap, which is monotone in some rearrangement of the data. To find it will resort to some regularity...
Quand l'inégalité log-Sobolev implique l'inégalité de trou spectral
Quantitative bounds for convergence rates of continuous time Markov processes.
Quantitative convergence rates of Markov chains: A simple account.
Quantitative estimates for Schrödinger and Dirichlet semigroups
Quantum Independent Increment Processes on Superalgebras.
Quantum Itô B*-algebras, their classification and decomposition
A simple axiomatic characterization of the general (infinite dimensional, noncommutative) Itô algebra is given and a pseudo-Euclidean fundamental representation for such algebra is described. The notion of Itô B*-algebra, generalizing the C*-algebra, is defined to include the Banach infinite dimensional Itô algebras of quantum Brownian and quantum Lévy motion, and the B*-algebras of vacuum and thermal quantum noise are characterized. It is proved that every Itô algebra is canonically decomposed...
Quasi-compacité de contractions positives d’un espace (suivant Brunel et Revuz)
Quasi-compactness and mean ergodicity for Markov kernels acting on weighted supremum normed spaces
Let P be a Markov kernel on a measurable space E with countably generated σ-algebra, let w:E→[1, +∞[ such that Pw≤Cw with C≥0, and let be the space of measurable functions onE satisfying ‖f‖w=sup{w(x)−1|f(x)|, x∈E}<+∞. We prove that Pis quasi-compact on if and only if, for all , contains a subsequence converging in toΠf=∑di=1μi(f)vi, where the vi’s are non-negative bounded measurable functions on E and the μi’s are probability distributions on E. In particular, when the space of...
Quasi-compactness and uniform ergodicity of Markov operators
Quasiderivatives and interior smoothness of harmonic functions associated with degenerate diffusion processes.
Quasi-discrete quantum Markov processes
Quasi-everywhere upper functions
Quasi-Feller Markov chains.
Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points
2000 Mathematics Subject Classification: 60J60, 62M99.In this paper, we study the quasi-likelihood estimator of the drift parameter θ in the Ornstein-Uhlenbeck diffusion process, when the process is observed at random time points, which are assumed to be unobservable. These time points are arrival times of a Poisson process with known rate. The asymptotic properties of the quasi-likelihood estimator (QLE) of θ, as well as those of its approximations are also elucidated. An extensive simulation study...
Quasi-processus
Quasi-processus et énergie
Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct.
Quasi-stationary distributions for birth-death processes with killing.