Attractors of iterated function systems and Markov operators.
Au sujet des sauts d'un processus de Hunt
Au sujet du contenu probabiliste d'un lemme d'Henri Poincaré
Autour d'un théorème de Tsirelson sur des filtrations browniennes et non browniennes
Average convergence rate of the first return time
The convergence rate of the expectation of the logarithm of the first return time , after being properly normalized, is investigated for ergodic Markov chains. I. Kontoyiannis showed that for any β > 0 we have a.s. for aperiodic cases and A. J. Wyner proved that for any ε >0 we have eventually, a.s., where is the probability of the initial n-block in x. In this paper we prove that converges to a constant depending only on the process where is the modified first return time with...
Average properties of random walks on Galton-Watson trees
Avoiding-probabilities for Brownian snakes and super-Browian motion.
Balayage de fonctions excessives
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
We consider a random walk in a stationary ergodic environment in , with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of strong transience to the right which implies that there are no “traps.” We prove the law of large numbers with positive speed, as well as the ergodicity of the environment seen from the particle. Then, we consider Knudsen stochastic billiard with a drift in a random tube in , , which serves as environment....
Balls left empty by a critical branching Wiener process.
Barycentres de matrices idempotentes stochastiques
Behavior near the extinction time in self-similar fragmentations I : the stable case
The stable fragmentation with index of self-similarity α∈[−1/2, 0) is derived by looking at the masses of the subtrees formed by discarding the parts of a (1+α)−1–stable continuum random tree below height t, for t≥0. We give a detailed limiting description of the distribution of such a fragmentation, (F(t), t≥0), as it approaches its time of extinction, ζ. In particular, we show that t1/αF((ζ−t)+) converges in distribution as t→0 to a non-trivial limit. In order to prove this, we go further and...
Behavior of diffusion semi-groups at infinity
Bernstein Theorems for Harmonic Morphisms from R3 and S3.
Beta-gamma random variables and intertwining relations between certain Markov processes.
In this paper, we study particular examples of the intertwining relationQtΛ = ΛPtbetween two Markov semi-groups (Pt, t ≥ 0) defined respectively on (E,ε) and (F,F), via the Markov kernelΛ: (E,ε) → (F,F).
Bibliography on Markov chains with a general state space
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 ...
Bin-packing problems for a renewal process
Birth and death processes with absorption.
Bivariate Revuz measures and the Feynman-Kac formula