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15 papers · 2 filters
Statistical mechanics on isoradial graphs
Cédric Boutillier, Béatrice De Tilière
Isoradial graphs are a natural generalization of regular graphs which give, for many models of statistical mechanics, the right framework for studying models at criticality. In thi…
Fires on trees
Jean Bertoin
We consider random dynamics on the edges of a uniform Cayley tree with vertices, in which edges are either inflammable, fireproof, or burt. Every inflammable edge is replaced b…
Parametrix techniques and martingale problem for some degenerate Kolmogorov's equations
Stephane Menozzi
We prove the uniqueness of the martingale problem associated to some degenerate operators. The key point is to exploit the strong parallel between the new technique introduced by B…
Affine Dunkl processes
Francois Chapon
We introduce the analogue of Dunkl processes in the case of an affine root system of type . The construction of the affine Dunkl process is achieved by a sk…
On the Gaussian approximation of vector-valued multiple integrals
Salim Noreddine, Ivan Nourdin
By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals …
The Nyström method for functional quantization with an application to the fractional Brownian motion
Sylvain Corlay
In this article, the so-called "Nyström method" is tested to compute optimal quantizers of Gaussian processes. In particular, we derive the optimal quantization of the fractional B…