output
20022011
most citedCentral limit theorems for eigenvalues in a spiked population model

127 citations

researchers with a paper here
collaborating institutions
Showing 2011 · math.PRShow all

3 papers · 2 filters

math.PR2011★ 8 cited

Conditioning diffusions with respect to partial observations

Jean-Louis Marchand

In this paper, we prove a result of equivalence in law between a diffusion conditioned with respect to partial observations and an auxiliary process. By partial observations we mea…

math.PR2011★ 2 cited

Convergence of stochastic gene networks to hybrid piecewise deterministic processes

Alina Crudu, Arnaud Debussche, Aurélie Muller +1

We study the asymptotic behavior of multiscale stochastic gene networks using weak limits of Markov jump processes. Depending on the time and concentration scales of the system we…

math.PR2011

Brownian motion, reflection groups and Tanaka formula

Nizar Demni, Dominique Lépingle

In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls…