Donati-Martin / Lejay / Rouault Séminaire de Probabilités XLIX

Erscheinungsjahr 2018
ISBN: 978-3-319-92420-5
Verlag: Springer International Publishing
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, Band 2215, 544 Seiten, eBook

Reihe: Lecture Notes in Mathematics

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. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Zielgruppe

Research

Autoren/Hrsg.

Donati-Martin, Catherine

Lejay, Antoine

Rouault, Alain

Inhaltsverzeichnis

- Ornstein-Uhlenbeck Pinball and the Poincaré 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. - Cramér’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 Lévy Processes.