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pro vyhledávání: '"Leuridan, Christophe"'
Autor:
Leuridan, Christophe
The notions of complementability and maximality were introduced in 1974 by Ornstein and Weiss in the context of the automorphisms of a probability space, in 2008 by Brossard and Leuridan in the context of the Brownian filtrations, and in 2017 by Leur
Externí odkaz:
http://arxiv.org/abs/1802.03757
Autor:
Brossard, Jean, Leuridan, Christophe
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 non-negative matrix $X_0$ and two positive marginals $a$ and $b$, the
Externí odkaz:
http://arxiv.org/abs/1606.09126
Autor:
Brossard, Jean, Leuridan, Christophe
Publikováno v:
Probability Theory and Related Fields 48, 2 (2012) 477-517
Let T be a measurable transformation of a probability space $(E,\mathcal {E},\pi)$, preserving the measure {\pi}. Let X be a random variable with law \pi. Call K(\cdot, \cdot) a regular version of the conditional law of X given T(X). Fix $B\in \mathc
Externí odkaz:
http://arxiv.org/abs/1208.0151
Autor:
Brossard, Jean, Leuridan, Christophe
Let $M = (M_t)_{t \ge 0}$ be any continuous real-valued stochastic process such that $M_0=0$. Chaumont and Vostrikova proved that if there exists a sequence $(a_n)_{n \ge 1}$ of positive real numbers converging to 0 such that $M$ satisfies the reflec
Externí odkaz:
http://arxiv.org/abs/1208.0111
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:
Leuridan, Christophe
Let $B = (B_t)_{t \in {\bf R}}$ be a symmetric Brownian motion, i.e. $(B_t)_{t \in {\bf R}_+}$ and $(B_{-t})_{t \in {\bf R}_+}$ are independent Brownian motions starting at $0$. Given $a \ge b>0$, we describe the law of the random set $${\cal M}_{a,b
Externí odkaz:
http://arxiv.org/abs/1004.5530
Autor:
Brossard, Jean, Leuridan, Christophe
Publikováno v:
Annals of Probability 2007, Vol. 35, No. 2, 715-731
Nous \'{e}tudions les cha\^{{\i}}nes de Markov $(X_n)_{n\in\mathbf{Z}}$ gouvern\'{e}es par une relation de r\'{e}currence de la forme $X_{n+1}=f(X_n,V_{n+1})$, o\`{u} $(V_n)_{n\in\mathbf{Z}}$ est une suite de variables al\'{e}atoires ind\'{e}pendante
Externí odkaz:
http://arxiv.org/abs/0707.3860
Autor:
Brossard, Jean, Leuridan, Christophe
Publikováno v:
Annals of Probability 2006, Vol. 34, No. 4, 1550-1588
Soit $(\epsilon_n)_{n\in\mathbf{Z}}$ un jeu de pile ou face, c'est-\`{a}-dire une suite de variables al\'{e}atoires ind\'{e}pendantes de loi $(\delta_{-1}+\delta_1)/2$, et $(H_n)_{n\in\mathbf{Z}}$ un processus \`{a} valeurs dans $\{-1,1\}$, pr\'{e}vi
Externí odkaz:
http://arxiv.org/abs/math/0405407
Autor:
Leuridan, Christophe
Publikováno v:
The Annals of Probability, 2017 Mar 01. 45(2), 1218-1246.
Externí odkaz:
https://www.jstor.org/stable/44245568
Autor:
Brossard, Jean, Leuridan, Christophe
Publikováno v:
The Annals of Probability, 2001 Jul 01. 29(3), 1033-1046.
Externí odkaz:
https://www.jstor.org/stable/2692023