書誌事項

Séminaire de probabilités XLIX

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

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

Springer, c2018

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注記

Includes bibliographical references

内容説明・目次

内容説明

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.

目次

- 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.

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詳細情報

  • NII書誌ID(NCID)
    BB26677122
  • ISBN
    • 9783319924199
  • LCCN
    2018950488
  • 出版国コード
    sz
  • タイトル言語コード
    fre
  • 本文言語コード
    eng
  • 出版地
    Cham
  • ページ数/冊数
    viii, 542 p.
  • 大きさ
    24 cm
  • 件名
  • 親書誌ID
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