Zobrazeno 1 - 10
of 658
pro vyhledávání: '"Yor, M."'
In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolates the iterations of a transformation previously defined by Jeulin and
Externí odkaz:
http://arxiv.org/abs/1101.4974
Autor:
Yor, M.
Publikováno v:
Annals of Probability 2009, Vol. 37, No. 5, 1664-1670
Doob's essential contributions to Probability theory are discussed; this includes the main early results on martingale theory, Doob's $h$-transform, as well as a summary of Doob's three books. Finally, Doob's `stochastic triangle' is viewed in the li
Externí odkaz:
http://arxiv.org/abs/0909.4431
We prove a multidimensional extension of Selberg's central limit theorem for the logarithm of the Riemann zeta function on the critical line. The limit is a totally disordered process, whose coordinates are all independent and Gaussian.
Externí odkaz:
http://arxiv.org/abs/math/0612195
Autor:
Nikeghbali, A., Yor, M.
Publikováno v:
Illinois Journal of Mathematics, 50 (4), 791-814 (2006)
In the theory of progressive enlargements of filtrations, the supermartingale $Z_{t}=\mathbf{P}(g>t\mid \mathcal{F}_{t}) $ associated with an honest time g, and its additive (Doob-Meyer) decomposition, play an essential role. In this paper, we propos
Externí odkaz:
http://arxiv.org/abs/math/0503386
For $\widetilde{\cal R} = 1 - \exp(- {\cal R})$ a random closed set obtained by exponential transformation of the closed range ${\cal R}$ of a subordinator, a regenerative composition of generic positive integer $n$ is defined by recording the sizes
Externí odkaz:
http://arxiv.org/abs/math/0405440
We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear transformati
Externí odkaz:
http://arxiv.org/abs/math/0005287
This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential variables. Th
Externí odkaz:
http://arxiv.org/abs/math/9912170
Autor:
Rouault, A., Yor, M.
Publikováno v:
Journal of Applied Probability, 2004 Dec 01. 41(4), 1049-1058.
Externí odkaz:
https://www.jstor.org/stable/4141377
Publikováno v:
Journal of Applied Probability, 2004 Mar 01. 41(1), 1-18.
Externí odkaz:
https://www.jstor.org/stable/3215811
Publikováno v:
The Annals of Applied Probability, 2003 Nov 01. 13(4), 1264-1295.
Externí odkaz:
https://www.jstor.org/stable/1193176