Finite dimensional determinants as characteristic functions of quadratic Wiener functionals.
Fires on trees
We consider random dynamics on the edges of a uniform Cayley tree with vertices, in which edges are either flammable, fireproof, or burnt. Every flammable edge is replaced by a fireproof edge at unit rate, while fires start at smaller rate on each flammable edge, then propagate through the neighboring flammable edges and are only stopped at fireproof edges. A vertex is called fireproof when all its adjacent edges are fireproof. We show that as , the terminal density of fireproof vertices converges...
First eigenvalue of one-dimensional diffusion processes.
First hitting place probabilities for a discrete version of the Ornstein-Uhlenbeck process.
First hitting time and place, monopoles and multipoles for pseudo-processes driven by the equation .
First hitting time of the boundary of the Weyl chamber by radial Dunkl processes.
First order calculus and last entrance times
First-passage percolation on width-two stretches with exponential link weights.
Fixed point results and their applications to Markov processes.
Fixed points of the smoothing transform: the boundary case.
Fixed points of two-sided fractional matrix transformations.
Fixed sets and free subgroups of groups acting on metric spaces.
FKG inequality for Brownian motion and stochastic differential equations.
Fluctuation limit theorems for age-dependent critical binary branching systems
We consider an age-dependent branching particle system in ℝd, where the particles are subject to α-stable migration (0 < α ≤ 2), critical binary branching, and general (non-arithmetic) lifetimes distribution. The population starts off from a Poisson random field in ℝd with Lebesgue intensity. We prove functional central limit theorems and strong laws of large numbers under two rescalings: high particle density, and a space-time rescaling...
Fluctuation results for brownian motion in a poissonian potential
Fluctuations of brownian motion with drift.
Consider 3-dimensional Brownian motion started on the unit sphere {|x| = 1} with initial density ρ. Let ρt be the first hitting density on the sphere {|x| = t + 1}, t > 0. Then the linear operators Tt defined by Tt ρ = ρt form a semigroup with an infinitesimal generator which is approximately the square root of the Laplacian. This paper studies the analogous situation for Brownian motion with a drift b, where b is small in a suitable scale invariant norm.
Fluid queues driven by a birth and death process with alternating flow rates.
Foliations by complex manifolds involving the complex Hessian [Book]
Fonction brownienne sur une variété riemannienne
Fonctionnelle additive et ellipticité.