-
Stochastic partial differential equations of parabolic type with singular pot...
This thesis deals with some topics linked with interface model, ours aim is to fi nd a solution of some SPDE of parabolic type with singular potential. Firstly We... -
JUMP DIFFUSION OVER FEATURE SPACE FOR OBJECT RECOGNITION
International audience -
Throughput analysis of hybrid single-packet and multiple-packet truncated typ...
International audience -
Graphs and random walks
The study of random walks demonstrates connections between their algebraic, combinatorial, geometric and stochastic properties. The first example of such a connection... -
Occupation Times in Markov Processes
We consider, in a homogeneous Markov process with finite state space, the occupation times that is, the times spent by the process in given subsets of the state space... -
Dynamic of time-inhomogeneous diffusions under scaling properties
We study the asymptotic behaviour of some stochastic processes whose dynamics depends not only on position, but also time, and such that the diffusion term and the... -
Local Multifractal Analysis
33 pages -
Conditioning of Markov processes
The aim of this work is to describe the conditional law of a multidimensional Markov process knowing linear combinations of its coordinates at given times. We are... -
Coarse Ricci curvature of Markov processes
The coarse Ricci curvature of a Markov process on a Polish space is defined as a local contraction rate of the W1 Wasserstein distance between the laws of the process... -
Availability Analysis and Stationary Regime Detection of Markov Processes
Point availability and expected interval availability are dependability measures respectively defined by the probability that a system is in operation at a given... -
Fluctuations and response of non-equilibrium systems
In recent years, a broad number of works have shed light on the nature of irreversibility of nonequilibrium phenomena, have permitted to redefine quantities such as... -
Empirical Comparison of Markov and Quantum models of decision-making
There are at least two general theories for building probabilistic-dynamical systems: one is Markov theory and another is quantum theory. These two mathematical... -
The Heckman-Opdam Markov processes
We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part,... -
Several problems linked with the estimation of Shannon entropy of a distribut...
This PhD report deals with the estimation of both Shannon entropy of distributions from independent and Markovian data and entropy rate of pure jump Markov processes... -
Bounds and approximations for continuous-time Markovian transition probabilit...
International audience -
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain, under the assumption that the chain... -
Precise large deviations for dependent regularly varying sequences.
We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V.... -
Stochastic Gene Expression in Cells: A Point Process Approach
article aussi online dans "arXiv.org" portant le numéro : 1206.0362v1 [q-bio.QM] -
Probability and time symmetry in classical Markov processes
Definitions of time symmetry and examples of time-directed behaviour are discussed in the framework of discrete Markov processes. It is argued that typical examples of... -
The cluster index of regularly varying sequences with applications to limit t...
We introduce the cluster index of a multivariate regularly varying stationary sequence and characterize the index in terms of the spectral tail process. This index...
