2 papers
math.ST2016
Iterated proportional fitting procedure and infinite products of stochastic matrices
Jean Brossard, Christophe Leuridan
The iterative proportional fitting procedure, introduced in 1937 by Kruithof, aims to adjust the elements of an array to satisfy specified row and column sums. Given a rectangular…
math.PR2012
Characterising Ocone local martingales with reflections
Jean Brossard, Christophe Leuridan
Let be any continuous real-valued stochastic process such that . Chaumont and Vostrikova proved that if there exists a sequence of po…