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- Université Toulouse III - Paul SabatierFR936 papers
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9 papers · 2 filters
On the domain of fractional Laplacians and related generators of Feller processes
Franziska Kühn, René L. Schilling
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and…
Spectrum of deformed random matrices and free probability
M Capitaine, C Donati-Martin
The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asympto…
Ergodic measures and infinite matrices of finite rank
Yanqi Qiu
Let and be the inductively compact infinite orthogonal group and infinite unitary group respectively. The classifications of ergodic probability measures wi…
Sum rules and large deviations for spectral measures on the unit circle
Fabrice Gamboa, Jan Nagel, Alain Rouault
This work is a companion paper of Gamboa, Nagel, Rouault (J. Funct. Anal. 2016). We continue to explore the connections between large deviations for random objects issued from rand…
A Stein deficit for the logarithmic Sobolev inequality
Michel Ledoux, Ivan Nourdin, Giovanni Peccati
We provide explicit lower bounds for the deficit in the Gaussian logarithmic Sobolev inequality in terms of differential operators that are naturally associated with the so-called…
Multilevel branching splitting algorithm for estimating rare event probabilities
Agnès Lagnoux, Pascal Lezaud
We analyse the splitting algorithm performance in the estimation of rare event probabilities and this in a discrete multidimensional framework. For this we assume that each thresho…