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math.PR2008

On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications

Bernard Bercu, Peggy Cénac, Guy Fayolle

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the mome…

math.PR2008★ 71 cited

Polymorphic evolution sequence and evolutionary branching

Nicolas Champagnat, Sylvie Méléard

We are interested in the study of models describing the evolution of a polymorphic population with mutation and selection in the specific scales of the biological framework of adap…

math.PR2008★ 25 cited

Convergence of complex multiplicative cascades

Julien Barral, Xiong Jin, Beno\^{ı}t Mandelbrot

The familiar cascade measures are sequences of random positive measures obtained on via -adic independent cascades. To generalize them, this paper allows the random weig…

math.PR2008★ 16 cited

Uniform convergence for complex -martingales

Julien Barral, Xiong Jin, Benoît Mandelbrot

Positive -martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their…

math.PR2008

Mathematical model for resistance and optimal strategy

Blandine Berard Bergery, Christophe Profeta, Etienne Tanré

We propose a mathematical model for one pattern of charts studied in technical analysis: in a phase of consolidation, the price of a risky asset goes down times after hitting a…

math.PR2008

From persistent random walks to the telegraph noise

Samuel Herrmann, Pierre Vallois

We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. W…