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12 papers · 2 filters
Intertwining and commutation relations for birth-death processes
Djalil Chafaï, Aldéric Joulin
Given a birth-death process on with semigroup and a discrete gradient depending on a positive weight , we establish intertwining re…
Large Deviations for Random Matricial Moment Problems
Fabrice Gamboa, Jan Nagel, Alain Rouault +1
We consider the moment space corresponding to complex matrix measures defined on ( or $K=\D$). We endow this set with the uniform law.…
Optimal Weighted Poincaré and Log-Sobolev Inequalities for Cauchy Measures
Zhengliang Zhang, Bin Qian, Wei Liu
In this paper, We establish the weighted Poincaré inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.
Ergodic approximation of the distribution of a stationary diffusion : rate of convergence
Gilles Pagès, Fabien Panloup
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit…
On barycentric subdivision, with simulations
Persi Diaconis, Laurent Miclo
Consider the barycentric subdivision which cuts a given triangle along its medians to produce six new triangles. Uniformly choosing one of them and iterating this procedure gives r…
Free convolution with a semi-circular distribution and eigenvalues of spiked deformations of Wigner matrices
Mireille Capitaine, Catherine Donati-Martin, Delphine Féral +1
We investigate the asymptotic behavior of the eigenvalues of spiked perturbations of Wigner matrices when the dimension goes to infinity. The entries of the Hermitian Wigner matrix…