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
Block triangular preconditioners for -matrices and Markov chains.
Bottlenecks in serial production lines: A system-theoretic approach.
Bottom-up modeling of domestic appliances with Markov chains and semi-Markov processes
In our paper we investigate the applicability of independent and identically distributed random sequences, first order Markov and higher order Markov chains as well as semi-Markov processes for bottom-up electricity load modeling. We use appliance time series from publicly available data sets containing fine grained power measurements. The comparison of models are based on metrics which are supposed to be important in power systems like Load Factor, Loss of Load Probability. Furthermore, we characterize...
Boundary conditions for one-dimensional biharmonic pseudo process.
Boundary potential theory for stable Lévy processes
We investigate properties of harmonic functions of the symmetric stable Lévy process on without the assumption that the process is rotation invariant. Our main goal is to prove the boundary Harnack principle for Lipschitz domains. To this end we improve the estimates for the Poisson kernel obtained in a previous work. We also investigate properties of harmonic functions of Feynman-Kac semigroups based on the stable process. In particular, we prove the continuity and the Harnack inequality for...
Boundary processes : the calculus of processes diffusing on the boundary
Bounded Laws of the Iterated Logarithm for Quadratic Forms in Gaussian Random Variables.