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4 papers · 2 filters
Invariance principle, multifractional Gaussian processes and long-range dependence
Serge Cohen, Renaud Marty
This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $…
The largest eigenvalue of rank one deformation of large Wigner matrices
Delphine Féral, Sandrine Péché
The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real mo…
Self-similarity and fractional Brownian motions on Lie groups
F. Baudoin, L. Coutin
The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by…
The hypergroup property and representation of Markov kernels
Dominique Bakry, Nolwen Huet
For a given orthonormal basis on a probability measure space, we want to describe all Markov operators which have the as eigenvectors. We introduce for that what we c…