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21 papers · 1 filter
Density estimates and concentration inequalities with Malliavin calculus
Ivan Nourdin, Frederi G. Viens
We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and…
Convergence of Point Processes with Weakly Dependent Points
Raluca Balan, Sana Louhichi
For each , let be a sequence of strictly stationary random variables. In this article, we give some asymptotic weak dependence conditions…
Copolymers at selective interfaces: new bounds on the phase diagram
T. Bodineau, G. Giacomin, H. Lacoin +1
We investigate the phase diagram of disordered copolymers at the interface between two selective solvents, and in particular its weak-coupling behavior, encoded in the slope …
Singularity sets of Levy processes
Arnaud Durand
We completely describe the size and large intersection properties of the Holder singularity sets of Levy processes. We also study the set of times at which a given function cannot…
Karhunen-Loève expansions of mean-centered Wiener processes
Paul Deheuvels
For , we provide the Karhunen-Loève expansion of the weighted mean-centered Wiener process, defined by \[W _γ(t)=\frac{1}{\sqrt{1+2γ}}\Big\{W\big(t^{1+2γ}\big)- \int_0^1W…
Level crossings and other level functionals of stationary Gaussian processes
Marie F. Kratz
This paper presents a synthesis on the mathematical work done on level crossings of stationary Gaussian processes, with some extensions. The main results [(factorial) moments, repr…