Zobrazeno 1 - 10
of 216
pro vyhledávání: '"SCHOTT, RENÉ"'
Autor:
Deya, Aurélien, Schott, René
We pursue our investigations, initiated in [8], about stochastic integration with respect to the non-commutative fractional Brownian motion (NC-fBm). Our main objective in this paper is to compare the pathwise constructions of [8] with a Skorohod-typ
Externí odkaz:
http://arxiv.org/abs/1909.06270
Autor:
Deya, Aurélien, Schott, René
We study the issue of integration with respect to the non-commutative fractional Brownian motion, that is the analog of the standard fractional Brownian in a non-commutative probability setting.When the Hurst index $H$ of the process is stricly large
Externí odkaz:
http://arxiv.org/abs/1803.04834
We present a new probabilistic analysis of distributed algorithms. Our approach relies on the theory of quasi-stationary distributions (QSD) recently developped by Champagnat and Villemonais. We give properties on the deadlock time and the distributi
Externí odkaz:
http://arxiv.org/abs/1802.02644
Autor:
Deya, Aurélien, Schott, René
Publikováno v:
Journal of Functional Analysis, Elsevier, 2018, 274 (4), pp.1047-1075
Following the approach and the terminology introduced in [A. Deya and R. Schott, On the rough paths approach to non-commutative stochastic calculus, J. Funct. Anal., 2013], we construct a product L{\'e}vy area above the $q$-Brownian motion (for $q\in
Externí odkaz:
http://arxiv.org/abs/1612.05757
Autor:
Feinsilver, Philip, Schott, René
We put together the ingredients for an efficient operator calculus based on Krawtchouk polynomials, including Krawtchouk transforms and corresponding convolution structure which provide an inherently discrete alternative to Fourier analysis. In this
Externí odkaz:
http://arxiv.org/abs/1409.4715
Publikováno v:
Combinator. Probab. Comp. 23 (2014) 973-1009
We model the transmission of a message on the complete graph with n vertices and limited resources. The vertices of the graph represent servers that may broadcast the message at random. Each server has a random emission capital that decreases at each
Externí odkaz:
http://arxiv.org/abs/1309.0624
Autor:
Deya, Aurélien, Schott, René
We study different possibilities to apply the principles of rough paths theory in a non-commutative probability setting. First, we extend previous results obtained by Capitaine, Donati-Martin and Victoir in Lyons' original formulation of rough paths
Externí odkaz:
http://arxiv.org/abs/1301.6238
Autor:
Feinsilver, Philip, Schott, René
Publikováno v:
Intelligent Computer Mathematics, 10th International Conference, AISC 2010, Paris, France, July 5-10, 2010. Proceedings. Springer 2010, pp. 64-75
Krawtchouk polynomials appear in a variety of contexts, most notably as orthogonal polynomials and in coding theory via the Krawtchouk transform. We present an operator calculus formulation of the Krawtchouk transform that is suitable for computer im
Externí odkaz:
http://arxiv.org/abs/1107.1695
Publikováno v:
Applied Mathematics and Optimization 60, 3 (2009) 341--396
We provide a large deviations analysis of deadlock phenomena occurring in distributed systems sharing common resources. In our model transition probabilities of resource allocation and deallocation are time and space dependent. The process is driven
Externí odkaz:
http://arxiv.org/abs/0712.2676