Séminaire de Probabilités XLIX

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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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. 

• Stochastic processes
• Large deviations
• Diffusion processes
• Martingale Theory
• Quasi-stationary Distribution
• Random Matrices

• 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

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