Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Ceillier, Gaël"'
Autor:
Ceillier, Gael, Leuridan, Christophe
A. Vershik discovered that filtrations indexed by the non-positive integers may have a paradoxical asymptotic behaviour near the time $-\infty$, called non-standardness. For example, two dyadic filtrations with trivial tail $\sigma$-field are not nec
Externí odkaz:
http://arxiv.org/abs/1208.0110
Autor:
Ceillier, Gaël
Let $X$ be a stationary process with finite state-space $A$. Bressaud et al. recently provided a sufficient condition for the natural filtration of $X$ to be standard when $A$ has size 2. Their condition involves the conditional laws $p(\cdot|x)$ of
Externí odkaz:
http://arxiv.org/abs/1101.1931
Autor:
Ceillier, Gaël
M. Smorodinsky and S. Laurent have initiated the study of the filtrations of split-word processes, in the framework of discrete negative time. For these filtrations, we show that Laurent's sufficient condition for non standardness is also necessary,
Externí odkaz:
http://arxiv.org/abs/1101.1930
Autor:
Ceillier, Gaël
Publikováno v:
The Annals of Probability, 2012 Sep 01. 40(5), 1980-2007.
Externí odkaz:
https://www.jstor.org/stable/41713956
Autor:
Ceillier, Gaël1, Leuridan, Christophe2 Christophe.Leuridan@univ-grenoble-alpes.fr
Publikováno v:
Probability Theory & Related Fields. Apr2017, Vol. 167 Issue 3/4, p979-999. 21p.
Autor:
Ceillier, Gaël1 gael.ceillier@unistra.fr, Leuridan, Christophe2 Christophe.Leuridan@ujf-grenoble.fr
Publikováno v:
Probability Theory & Related Fields. Apr2014, Vol. 158 Issue 3/4, p785-808. 24p.
Autor:
Ceillier, Gaël1 gael.ceillier@gmail.com
Publikováno v:
Probability Theory & Related Fields. Jun2012, Vol. 153 Issue 1/2, p269-292. 24p.
Autor:
Ceillier, Gael
Le caractère standard ou non standard est un invariant important dans la théorie des filtrations à temps discret négatif. Le but principal de cette thèse est de determiner si certaines filtrations sont standard ou non. Nous nous intéressons tou
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00561467
http://tel.archives-ouvertes.fr/docs/00/56/14/67/PDF/ThA_se.pdf
http://tel.archives-ouvertes.fr/docs/00/56/14/67/PDF/ThA_se.pdf