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Séminaire de Probabilités XLIX

  • Book
  • © 2018

Overview

Editors:
  1. Catherine Donati-Martin

    1. Laboratoire de Mathématiques de Versailles, Université Versailles Saint-Quentin, Versailles, France

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  2. Antoine Lejay

    1. Institut Elie Cartan de Lorraine, Vandoeuvre-les-Nancy, France

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  3. Alain Rouault

    1. Laboratoire de Mathématiques de Versailles, Université Versailles Saint-Quentin, Versailles, France

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  • State-of-the-art research in probability
  • Covers mainstream domains
  • Includes accessible presentations of classical results

Part of the book series: Lecture Notes in Mathematics (LNM, volume 2215)

Part of the book sub series: Séminaire de Probabilités (SEMPROBAB)

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Table of contents (15 chapters)

  1. Front Matter

    Pages i-viii
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  2. Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain

    • Emmnuel Boissard, Patrick Cattiaux, Arnaud Guillin, Laurent Miclo
    Pages 1-55

  3. A Probabilistic Look at Conservative Growth-Fragmentation Equations

    • Florian Bouguet
    Pages 57-74

  4. Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices

    • J. Brossard, C. Leuridan
    Pages 75-117

  5. Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices

    • Mireille Capitaine
    Pages 119-164

  6. Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions

    • Nicolas Champagnat, Koléhè Abdoulaye Coulibaly-Pasquier, Denis Villemonais
    Pages 165-182

  7. Bismut-Elworthy-Li Formulae for Bessel Processes

    • Henri Elad Altman
    Pages 183-220

  8. Large Deviations for Infectious Diseases Models

    • Peter Kratz, Etienne Pardoux
    Pages 221-327

  9. The Girsanov Theorem Without (So Much) Stochastic Analysis

    • Antoine Lejay
    Pages 329-361

  10. On Drifting Brownian Motion Made Periodic

    • Paul McGill
    Pages 363-373

  11. On the Markovian Similarity

    • Laurent Miclo
    Pages 375-403

  12. Sharp Rate for the Dual Quantization Problem

    • Gilles Pagès, Benedikt Wilbertz
    Pages 405-454

  13. Cramér’s Theorem in Banach Spaces Revisited

    • Pierre Petit
    Pages 455-473

  14. On Martingale Chaoses

    • B. Rajeev
    Pages 475-494

  15. Explicit Laws for the Records of the Perturbed Random Walk on \(\mathbb {Z}\)

    • Laurent Serlet
    Pages 495-519

  16. A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes

    • Hiroshi Tsukada
    Pages 521-542

  17. Back Matter

    Pages 543-544
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Keywords

About this book

This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics.

The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz. 

Editors and Affiliations

  • Laboratoire de Mathématiques de Versailles, Université Versailles Saint-Quentin, Versailles, France

    Catherine Donati-Martin, Alain Rouault

  • Institut Elie Cartan de Lorraine, Vandoeuvre-les-Nancy, France

    Antoine Lejay

Bibliographic Information

  • Book Title: Séminaire de Probabilités XLIX

  • Editors: Catherine Donati-Martin, Antoine Lejay, Alain Rouault

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/978-3-319-92420-5

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer Nature Switzerland AG 2018

  • Softcover ISBN: 978-3-319-92419-9Published: 16 August 2018

  • eBook ISBN: 978-3-319-92420-5Published: 07 August 2018

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 544

  • Number of Illustrations: 4 b/w illustrations, 2 illustrations in colour

  • Topics: Probability Theory and Stochastic Processes

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