Results 31 to 40 of about 161 (76)
Stationary distributions for diffusions with inert drift [PDF]
, 2010 Consider reflecting Brownian motion in a bounded domain in $${\mathbb R^d}$$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain.
Hairer, Martin +3 more
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Evolution of discrete populations and the canonical diffusion of adaptive dynamics
, 2007 International audienceThe biological theory of adaptive dynamics proposes a description of the long-term evolution of a structured asexual population. It is based on the assumptions of large population, rare mutations and small mutation steps, that lead ...
Lambert, Amaury, Champagnat, Nicolas
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Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?
In this paper we provide first for a brief overview of some of the work which has been performed on the interface of quantum mechanics and macroscopic systems (such as economics).
Haven, Emmanuel
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Ruelle's probability cascades seen as a fragmentation process
, 2005 International ...
Basdevant, A.-L., Basdevant, Anne-Laure
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Nearest Neighbor Conditional Estimation for Harris Recurrent Markov Chains
, 2007 This paper is concerned with consistent nearest neighbor time series estimation for data generated by a Harris recurrent Markov chain. The goal is to validate nearest neighbor estimation in this general time series context, using simple and weak ...
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Generalized flows, intrinsic stochasticity, and turbulent transport. [PDF]
Proc Natl Acad Sci U S A, 2000 E W, Vanden Eijnden E.
europepmc +1 more source
Connecting Yule Process, Bisection and Binary Search Tree via Martingales
, 2004 Companion paper of arXiv:math.PR/0410211We present new links between some remarkable martingales found in the study of the Binary Search Tree, or of the Bisection Problem, looking at them on the probability space of a continuous time binary branching ...
Chauvin, Brigitte, Rouault, Alain
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Convergence of values in optimal stopping
, 2004 Under the hypothesis of convergence in probability of a sequence of càdlàg processes $(X^n)_n$ to a càdlàg process $X$, we are interested in the convergence of corresponding values in optimal stopping.
Toldo, Sandrine
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Deviations bounds and conditional principles for thin sets.
, 2005 The aim of this paper is to use non asymptotic bounds for the probability of rare events in the Sanov theorem, in order to study the asymptotics in conditional limit theorems (Gibbs conditioning principle for thin sets).
Gozlan, Nathael, Cattiaux, Patrick
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Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
, 2006 We study coercive inequalities in Orlicz spaces associated to the probability measures on finite and infinite dimensional spaces which tails decay slower than the Gaussian ones.
Zegarlinski, Boguslaw, Roberto, Cyril
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