 Subjects -> STATISTICS (Total: 130 journals)
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- Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion
Authors: Mihai Gradinaru, Emeline Luirard
First page: 1
Abstract:
Authors : Mihai Gradinaru and Emeline Luirard.
ESAIM: Probability and Statistics Vol. 27 , page 1
Published online: 06/01/2023
Keywords: Kinetic stochastic equation ; time-inhomogeneous diffusion ; explosion time ; scaling transformation ; asymptotic distribution ; ergodicity.60J60 ; 60H10 ; 60J65 ; 60F17.
Keywords: Kinetic stochastic equation; time-inhomogeneous diffusion; explosion time; scaling transformation; asymptotic distribution; ergodicity; 60J60; 60H10; 60J65; 60F17
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-06
DOI: 10.1051/ps/2022014
Issue No: Vol. 27 (2023)
- Approximations for adapted M-solutions of type-II backward stochastic
Volterra integral equations
Authors: Yushi Hamaguchi, Dai Taguchi
First page: 19
Abstract:
Authors : Yushi Hamaguchi and Dai Taguchi.
ESAIM: Probability and Statistics Vol. 27 , page 19
Published online: 06/01/2023
Keywords: Backward stochastic Volterra integral equations ; adapted M-solutions ; BSDE approximations ; Euler-Maruyama scheme ; L2-time regularity.60H20 ; 65C30 ; 60H07.
Keywords: Backward stochastic Volterra integral equations; adapted M-solutions; BSDE approximations; Euler-Maruyama scheme; L2-time regularity; 60H20; 65C30; 60H07
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-06
DOI: 10.1051/ps/2022017
Issue No: Vol. 27 (2023)
- Reliable prediction in the Markov stochastic block model
Authors: Quentin Duchemin
First page: 80
Abstract:
Authors : Quentin Duchemin.
ESAIM: Probability and Statistics Vol. 27 , page 80
Published online: 06/01/2023
Keywords: Random graphs ; growth model ; Markov chains ; clustering ; collaborative filtering ; link prediction.62F35 ; 62H30 ; 05C80 ; 60J10.
Keywords: Random graphs; growth model; Markov chains; clustering; collaborative filtering; link prediction; 62F35; 62H30; 05C80; 60J10
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-06
DOI: 10.1051/ps/2022019
Issue No: Vol. 27 (2023)
- A Sobolev rough path extension theorem via regularity structures
Authors: Chong Liu, David J. Prömel, Josef Teichmann
First page: 136
Abstract:
Authors : Chong Liu, David J. Prömel and Josef Teichmann.
ESAIM: Probability and Statistics Vol. 27 , page 136
Published online: 20/01/2023
Keywords: Fractional Sobolev space ; Lyons-Victoir extension theorem ; reconstruction theorem ; regularity structures ; rough path.60L20 ; 60L30.
Keywords: Fractional Sobolev space; Lyons-Victoir extension theorem; reconstruction theorem; regularity structures; rough path; 60L20; 60L30
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-20
DOI: 10.1051/ps/2022016
Issue No: Vol. 27 (2023)
- Fast calibration of weak Farima models
Authors: Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa, Marius Soltane
First page: 156
Abstract:
Authors : Samir Ben Hariz, Alexandre Brouste, Youssef Esstafa and Marius Soltane.
ESAIM: Probability and Statistics Vol. 27 , page 156
Published online: 20/01/2023
Keywords: Weak FARIMA models ; Le Cam’s one-step estimator ; least squares estimator ; consistency ; asymptotic normality.62M10 ; 62M15 ; 91B84.
Keywords: Weak FARIMA models; Le Cam’s one-step estimator; least squares estimator; consistency; asymptotic normality; 62M10; 62M15; 91B84
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-20
DOI: 10.1051/ps/2022021
Issue No: Vol. 27 (2023)
- Microbial virus epidemics in the presence of contact-mediated host
dormancy
Authors: Jochen Blath, András Tóbiás
First page: 174
Abstract:
Authors : Jochen Blath and András Tóbiás.
ESAIM: Probability and Statistics Vol. 27 , page 174
Published online: 20/01/2023
Keywords: Dormancy ; host-virus system ; multi-type branching process ; Hopf bifurcation ; paradox of enrichment ; microbial virus epidemic.92D25 ; 60J85 ; 34D05 ; 37G15.
Keywords: Dormancy; host-virus system; multi-type branching process; Hopf bifurcation; paradox of enrichment; microbial virus epidemic; 92D25; 60J85; 34D05; 37G15
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-20
DOI: 10.1051/ps/2022022
Issue No: Vol. 27 (2023)
- Stochastic measure-valued models for populations expanding in a continuum
Authors: Apolline Louvet
First page: 221
Abstract:
Authors : Apolline Louvet.
ESAIM: Probability and Statistics Vol. 27 , page 221
Published online: 20/01/2023
Keywords: Spatial Lambda-Fleming-Viot process ; range expansion ; duality ; genealogies ; population genetics ; limiting process.60G57 ; 60J25 ; 92D10 ; 60J76 ; 92D25.
Keywords: Spatial Lambda-Fleming-Viot process; range expansion; duality; genealogies; population genetics; limiting process; 60G57; 60J25; 92D10; 60J76; 92D25
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-01-20
DOI: 10.1051/ps/2022020
Issue No: Vol. 27 (2023)
- Elementary coupling approach for non-linear perturbation of Markov
processes with mean-field jump mechanisms and related problems
Authors: Pierre Monmarché
First page: 278
Abstract:
Authors : Pierre Monmarché.
ESAIM: Probability and Statistics Vol. 27 , page 278
Published online: 15/02/2023
Keywords: Mean-field interaction ; jump processes ; PDMP ; interacting particle system ; coupling ; integro-differential equation.60J75.
Keywords: Mean-field interaction; jump processes; PDMP; interacting particle system; coupling; integro-differential equation; 60J75
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-02-15
DOI: 10.1051/ps/2023002
Issue No: Vol. 27 (2023)
- Persistence in Randomly Switched Lotka-Volterra Food Chains
Authors: Antoine Bourquin
First page: 324
Abstract:
Authors : Antoine Bourquin.
ESAIM: Probability and Statistics Vol. 27 , page 324
Published online: 27/02/2023
Keywords: Lotka-Volterra food chains ; random switching ; piecewise deterministic Markov processes ; prey-predator ; Hörmander condition ; stochastic persistence.34F05 ; 37A50 ; 37H15 ; 60J99 ; 92D25.
Keywords: Lotka-Volterra food chains; random switching; piecewise deterministic Markov processes; prey-predator; Hörmander condition; stochastic persistence; 34F05; 37A50; 37H15; 60J99; 92D25
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-02-27
DOI: 10.1051/ps/2023001
Issue No: Vol. 27 (2023)
- Multi-Patch Epidemic Models with General Exposed and Infectious Periods
Authors: Guodong Pang, Étienne Pardoux
First page: 345
Abstract:
Authors : Guodong Pang and Étienne Pardoux.
ESAIM: Probability and Statistics Vol. 27 , page 345
Published online: 27/02/2023
Keywords: Multi-patch SIR/SEIR model ; general infectious (and/or exposing, latent) periods ; migration ; FLLN ; FCLT ; multi-dimensional (stochastic) Volterra integral equations ; Poisson random measure.92D30 ; 60F17.
Keywords: Multi-patch SIR/SEIR model; general infectious (and/or exposing, latent) periods; migration; FLLN; FCLT; multi-dimensional (stochastic) Volterra integral equations; Poisson random measure; 92D30; 60F17
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-02-27
DOI: 10.1051/ps/2023003
Issue No: Vol. 27 (2023)
- Robust Estimation in Finite Mixture Models*
Authors: Alexandre Lecestre
First page: 402
Abstract:
Authors : Alexandre Lecestre.
ESAIM: Probability and Statistics Vol. 27 , page 402
Published online: 08/03/2023
Keywords: Finite mixture model ; robust estimation ; supremum of an empirical process.62G05 ; 62G35 ; 62F35 ; 62G07.
Keywords: Finite mixture model; robust estimation; supremum of an empirical process; 62G05; 62G35; 62F35; 62G07
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-03-08
DOI: 10.1051/ps/2023004
Issue No: Vol. 27 (2023)
- On Stochastic Orders and Total Positivity
Authors: Lutz Dümbgen, Alexandre Mösching
First page: 461
Abstract:
Authors : Lutz Dümbgen and Alexandre Mösching.
ESAIM: Probability and Statistics Vol. 27 , page 461
Published online: 31/03/2023
Keywords: Conditional distribution ; likelihood ratio order ; order constraint ; weak convergence.60E15 ; 62E10 ; 62H05.
Keywords: Conditional distribution; likelihood ratio order; order constraint; weak convergence; 60E15; 62E10; 62H05
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-03-31
DOI: 10.1051/ps/2023005
Issue No: Vol. 27 (2023)
- Non-Asymptotic Analysis of Stochastic Approximation Algorithms for
Streaming Data*
Authors: Antoine Godichon-Baggioni, Nicklas Werge, Olivier Wintenberger
First page: 482
Abstract:
Authors : Antoine Godichon-Baggioni, Nicklas Werge and Olivier Wintenberger.
ESAIM: Probability and Statistics Vol. 27 , page 482
Published online: 12/04/2023
Keywords: Stochastic algorithms ; stochastic optimization ; machine learning ; online learning ; mini-batch ; streaming.62L12 ; 62L20 ; 68W27 ; 90C25.
Keywords: Stochastic algorithms; stochastic optimization; machine learning; online learning; mini-batch; streaming; 62L12; 62L20; 68W27; 90C25
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-04-12
DOI: 10.1051/ps/2023006
Issue No: Vol. 27 (2023)
- Strong Stationary Times for Finite Heisenberg Walks
Authors: Laurent Miclo
First page: 515
Abstract:
Authors : Laurent Miclo.
ESAIM: Probability and Statistics Vol. 27 , page 515
Published online: 28/04/2023
Keywords: Random mappings ; strong stationary times ; finite Heisenberg random walks ; absorbing Markov chains.MSC2010 ; 60J10 ; 60B15 ; 82C41 ; 37A25 ; 60K35.
Keywords: Random mappings; strong stationary times; finite Heisenberg random walks; absorbing Markov chains; MSC2010; 60J10; 60B15; 82C41; 37A25; 60K35
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-04-28
DOI: 10.1051/ps/2023008
Issue No: Vol. 27 (2023)
- A Moderate Deviation Principle for Stochastic Hamiltonian Systems
Authors: Jie Xu, Jiayin Gong, Jie Ren
First page: 558
Abstract:
Authors : Jie Xu, Jiayin Gong and Jie Ren.
ESAIM: Probability and Statistics Vol. 27 , page 558
Published online: 28/04/2023
Keywords: Moderate deviation principle ; Non-Lipschitz condition ; Stochastic Hamiltonian systems.60H10 ; 60F10 ; 65C20 ; 34F05.
Keywords: Moderate deviation principle; Non-Lipschitz condition; Stochastic Hamiltonian systems; 60H10; 60F10; 65C20; 34F05
Citation: ESAIM: Probability and Statistics Vol. 27
PubDate: 2023-04-28
DOI: 10.1051/ps/2023009
Issue No: Vol. 27 (2023)
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