[PDF] Top 20 Probabilistic modeling in finance and biology - Limit theorems and applications

... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet

... is in general only defined ...a limit in probability of a sequence of random variables (which are defined for every ω, again since they are cylindrical ...of limit, called medial limits (lim ... Voir le document complet

... sults in the literature under a unifying ...new limit theorem for the discretization errors of stochastic ...GL14a]) and relate their lower bounds to the time-average control of Brownian ...functions ... Voir le document complet

... introduced in [24] and finds its appli- cations in modeling of various phenomena, ...e.g. in anomalous transport (see ...mathematical finance ([13, 22]), or in hydrology ... Voir le document complet

... English) In this dissertation we focus on limit theorems and probabilistic ...Central Limit Theorem (CLT in the sequel), the Donsker invariance principle, as well as the ... Voir le document complet

... 3.4. In our example, the sequence p n = c/(n(log n) 2 ) tends very slowly to ...that in this case h(T n x) is distributed over the whole interval [0, n] (instead of being very concentrated around ... Voir le document complet

... Dans le premier chapitre, nous nous intéressons à la valorisation et la couverture des options européennes. Nous considérons le problème de l’optimisation du risque résiduel généré par une couverture à temps discret en ... Voir le document complet

... used in current pipelines for the read similarity identification pre- sented in this ...sets, and consumes a reasonable quantity of memory, but the throughput of the tool is relatively low and ... Voir le document complet

... vertex and with a labelling map φ : E → S such that the following ...edges in G, define ...v∗ in G, for every path γ = ...φ(γ) in Γ is a geodesic from e to φ(γ) for the word distance ... Voir le document complet

... collecting in its columns the reduction basis ϕ 1 (X) , ϕ 2 (X) , ...reduced-order probabilistic model can be obtained, for instance, by solving the eigenvalue problem associated with the mass and ... Voir le document complet

... of limit theorems for functionals of general Gaussian fields, a step in this direction appears in the paper [28], by Peccati and Tudor, where it is shown that central limit ... Voir le document complet

... the limit In fact Theorems A and B are the limit theorems in sense of weak con- vergence of probability mesures on (C, B(C)) where by B(S) we denote the class of Borel ... Voir le document complet

... telomere and the other shorter by exactly the length of the overhang, as illustrated in ...Olofsson and Kimmel, 1999 , Arkus, 2005 , Levy et ...Rodriguez-Brenes and Peskin, 2010 ], or ... Voir le document complet

... with and learned a lot from people in Laboratoire de Probabilités, Statistique et Modélisation ...proof in Section 7.1, also Nicolas Fournier (and his co-author Arnaud Guillin, of course) ... Voir le document complet

... future and the past increases to ∞ (see a more precise definition ...innovations and proved that such a model is not mixing in the sense of Rosenblatt (see for instance Doukhan, 1994, or Rio, 2000, ... Voir le document complet

... used in current pipelines for the read similarity identification presented in this ...sets, and consumes a reasonable quantity of memory, but the throughput of the tool is relatively low and ... Voir le document complet

... were, in the best cases, driven by the questions formulated by physicians using standardized medical proto- ...clinician in diag- nosis (e.g mainly pattern recognition and classification ...sensing ... Voir le document complet

... This publication could be one of several versions: author’s original, accepted manuscript or the publisher’s version. / La version de cette publication peut être l’une des suivantes : la version prépublication de ... Voir le document complet

... (1.12) In view of ...q and H. The aim of the present paper is to investigate what happens in the whole generality with respect to q and ...appeared, in several recent papers, to be very ... Voir le document complet

... Achaz and Amaury Lambert. 1 Introduction A major concern in population genetics is the prediction of patterns of genetic variation with help of stochastic ...scaling limit of numerous constant ... Voir le document complet