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math.PR2007

Dynamics of Mandelbrot Cascades

Julien Barral, Jacques Peyriere, Zhi-Ying Wen

Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the…

math.PR2007

Limit theorems for conditioned multitype Dawson-Watanabe processes and Feller diffusions

Nicolas Champagnat, Sylvie Roelly

A multitype Dawson-Watanabe process is conditioned, in subcritical and critical cases, on non-extinction in the remote future. On every finite time interval, its distribution is ab…

math.PR2007★ 3 cited

Adaptive dynamics in logistic branching populations

Nicolas Champagnat, Amaury Lambert

We consider a trait-structured population subject to mutation, birth and competition of logistic type, where the number of coexisting types may fluctuate. Applying a limit of rare…

math.PR2007

Limit laws for k-coverage of paths by a Markov-Poisson-Boolean model

Srikanth K. Iyer, D. Manjunath, D. Yogeshwaran

Let P := {X_i,i >= 1} be a stationary Poisson point process in R^d, {C_i,i >= 1} be a sequence of i.i.d. random sets in R^d, and {Y_i^t; t \geq 0, i >= 1} be i.i.d. {0,1}-valued co…

math.PR2007

Large deviations of Poisson cluster processes

Charles Bordenave, Giovanni Luca Torrisi

In this paper we prove scalar and sample path large deviation principles for a large class of Poisson cluster processes. As a consequence, we provide a large deviation principle fo…

math.PR2007★ 47 cited

Integration by parts formula for locally smooth laws and applications to sensitivity computations

Vlad Bally, Marie-Pierre Bavouzet, Marouen Messaoud

We consider random variables of the form , where is a smooth function and , are random variables with absolutely continuous law $p_i(y) dy…