From the 1 of 5.5k papers with an AI index.
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14 papers · 2 filters
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…
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…
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…
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…
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…
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…