Séminaire de Probabilités XLIX
Editors: Donati-Martin, Catherine, Lejay, Antoine, Rouault, Alain (Eds.)
Free Preview- State-of-the-art research in probability
- Covers mainstream domains
- Includes accessible presentations of classical results
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- About this book
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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.
- Table of contents (15 chapters)
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Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain
Pages 1-55
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A Probabilistic Look at Conservative Growth-Fragmentation Equations
Pages 57-74
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Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices
Pages 75-117
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Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices
Pages 119-164
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Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions
Pages 165-182
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Table of contents (15 chapters)
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Bibliographic Information
- Bibliographic Information
-
- Book Title
- Séminaire de Probabilités XLIX
- Editors
-
- Catherine Donati-Martin
- Antoine Lejay
- Alain Rouault
- Series Title
- Séminaire de Probabilités
- Series Volume
- 2215
- Copyright
- 2018
- Publisher
- Springer International Publishing
- Copyright Holder
- Springer Nature Switzerland AG
- eBook ISBN
- 978-3-319-92420-5
- DOI
- 10.1007/978-3-319-92420-5
- Softcover ISBN
- 978-3-319-92419-9
- Series ISSN
- 0720-8766
- Edition Number
- 1
- Number of Pages
- VIII, 544
- Number of Illustrations
- 4 b/w illustrations, 2 illustrations in colour
- Topics