Related papers: On exponential functionals, harmonic potential mea…
We establish properties of a new type of fractal which has partial self similarity at all scales. For any collection of iterated functions systems with an associated probability distribution and any positive integer V there is a…
A causal set is a partially ordered set on a countably infinite ground-set such that each element is above finitely many others. A natural extension of a causal set is an enumeration of its elements which respects the order. We bring…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…
Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
We develop a new setting for the exponential principle in the context of multisort species, where indecomposable objects are generated intrinsically instead of being given in advance. Our approach uses the language of functors and natural…
By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals for scaled Brownian motion and L\'evy processes with…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
We study the flexibility of the pressure function of a continuous potential (observable) with respect to a parameter regarded as the inverse temperature. The points of non-differentiability of this function are of particular interest in…
Consider a Lamperti-Kiu Markov additive process $(J_t,\xi_t:t\geq0)$ on $\{+,-\}\times\mathbb{R}\cup\infty$ where $J$ is the modulating Markov chain component. First, we study the finiteness of the exponential functional and then consider…
Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential integrability results are given for the Euclidean norm of…
We present an accurate investigation of the algebraic conditions that the symbols of a convergent, univariate, binary, non-stationary subdivision scheme should fulfill in order to reproduce spaces of exponential polynomials. A subdivision…
Asymptotic analysis for related inference problems often involves similar steps and proofs. These intermediate results could be shared across problems if each of them is made self-contained and easily identified. However, asymptotic…
We estimate density and regression functions for weak dependant datas. Using an exponential inequality obtained by Dedecker and Prieur and in a previous article of the author, we control the deviation between the estimator and the function…
We study the distribution of a general class of asymptoticallylinear statistics which are symmetric functions of $N$ independent observations. The distribution functions of these statistics are approximated by an Edgeworth expansion with a…
We show that certain functional inequalities, e.g.\ Nash-type and Poincar\'e-type inequalities, for infinitesimal generators of $C_0$ semigroups are preserved under subordination in the sense of Bochner. Our result improves \cite[Theorem…
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…
For $\widetilde{\cal R} = 1 - \exp(- {\cal R})$ a random closed set obtained by exponential transformation of the closed range ${\cal R}$ of a subordinator, a regenerative composition of generic positive integer $n$ is defined by recording…
In this paper we study the Exponentiated Hypoexponential Distribution with different parameters. The distribution added a parameter to the n parameters of the Hypoexponenial distribution. We first derive a closed expression of the…
Using certain Ito's equation, we introduce the probability on the space of paths and show its relevance to the scattering properties of multidimensional Schrodinger operator. To relate the geometry of the support of potential to the…