Estimates for the Poisson kernel on higher rank NA groups
We obtain an estimate for the Poisson kernel for the class of second order left-invariant differential operators on higher rank NA groups.
Estimates of random walk exit probabilities and application to loop-erased random walk.
Estimates of stability of Markov control processes with unbounded costs
For a discrete-time Markov control process with the transition probability , we compare the total discounted costs ...
Estimates of the Hausdorff dimension of the boundary of positive brownian sheet components
Estimates of the potential kernel and Harnack's inequality for the anisotropic fractional Laplacian
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
Estimates on the solution of an elliptic equation related to Brownian motion with drift (II).
In this paper we continue the study of the Dirichlet problem for an elliptic equation on a domain in R3 which was begun in [5]. For R > 0 let ΩR be the ball of radius R centered at the origin with boundary ∂Ω R. The Dirichlet problem we are concerned with is the following:(-Δ - b(x).∇) u(x) = f(x), x ∈ Ω R,with zero boundary conditionsu(x) = 0, x ∈ ∂Ω R.
Estimation and control in finite Markov decision processes with the average reward criterion
This work concerns Markov decision chains with finite state and action sets. The transition law satisfies the simultaneous Doeblin condition but is unknown to the controller, and the problem of determining an optimal adaptive policy with respect to the average reward criterion is addressed. A subset of policies is identified so that, when the system evolves under a policy in that class, the frequency estimators of the transition law are consistent on an essential set of admissible state-action pairs,...
Estimation dans de la loi de certains processus à accroissements indépendants
Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel
Estimation de la densité du recuit simulé
Estimation for misspecified ergodic diffusion processes from discrete observations
The joint estimation of both drift and diffusion coefficient parameters is treated under the situation where the data are discretely observed from an ergodic diffusion process and where the statistical model may or may not include the true diffusion process. We consider the minimum contrast estimator, which is equivalent to the maximum likelihood type estimator, obtained from the contrast function based on a locally Gaussian approximation of the transition density. The asymptotic normality of the...
Estimation for misspecified ergodic diffusion processes from discrete observations
The joint estimation of both drift and diffusion coefficient parameters is treated under the situation where the data are discretely observed from an ergodic diffusion process and where the statistical model may or may not include the true diffusion process. We consider the minimum contrast estimator, which is equivalent to the maximum likelihood type estimator, obtained from the contrast function based on a locally Gaussian approximation of the transition density. The asymptotic normality of...
Estimation of the transition density of a Markov chain
We present two data-driven procedures to estimate the transition density of an homogeneous Markov chain. The first yields a piecewise constant estimator on a suitable random partition. By using an Hellinger-type loss, we establish non-asymptotic risk bounds for our estimator when the square root of the transition density belongs to possibly inhomogeneous Besov spaces with possibly small regularity index. Some simulations are also provided. The second procedure is of theoretical interest and leads...
Estimator of variance of Wiener process based on its integral
Étude analytique du flux des patients dans une unité de soins à l'aide d'un modèle markovien
Étude asymptotique du temps passé par le mouvement brownien dans un cône
Étude de certains processus (stochastiquement) différentiables ou holomorphes
Étude de la propriété de Markov étroite en relation avec les processus planaires à accroissements indépendants
Étude de l'estimateur du maximum de vraisemblance dans le cas d'un processus autorégressif : convergence, normalité asymptotique, vitesse de convergence
Étude de mesures de probabilité sur quasi invariantes sous les translations de