Bibliographic Information

Séminaire de probabilités XLIX

Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors

(Lecture notes in mathematics, 2215 . Séminaire de probabilités)

Springer, c2018

Available at  / 40 libraries

Search this Book/Journal

Note

Includes bibliographical references

Description and Table of Contents

Description

This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pages, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Table of Contents

- Ornstein-Uhlenbeck Pinball and the Poincare Inequality in a Punctured Domain. - A Probabilistic Look at Conservative Growth-Fragmentation Equations. - Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices. - Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices. - Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions. - Bismut-Elworthy-Li Formulae for Bessel Processes. - Large Deviations for Infectious Diseases Models. - The Girsanov Theorem Without (So Much) Stochastic Analysis. - On Drifting Brownian Motion Made Periodic. - On the Markovian Similarity. - Sharp Rate for the Dual Quantization Problem. - Cramer's Theorem in Banach Spaces Revisited. - On Martingale Chaoses. - Explicit Laws for the Records of the Perturbed Random Walk on Z. - A Potential Theoretic Approach to Tanaka Formula for Asymmetric Levy Processes.

by "Nielsen BookData"

Related Books: 1-1 of 1

Details

  • NCID
    BB26677122
  • ISBN
    • 9783319924199
  • LCCN
    2018950488
  • Country Code
    sz
  • Title Language Code
    fre
  • Text Language Code
    eng
  • Place of Publication
    Cham
  • Pages/Volumes
    viii, 542 p.
  • Size
    24 cm
  • Subject Headings
  • Parent Bibliography ID
Page Top