scientific article; zbMATH DE number 3518027

From MaRDI portal
Publication:4096185

zbMath0331.60025MaRDI QIDQ4096185

Xavier Fernique

Publication date: 1975


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

The suprema of infinitely divisible processesLévy area of Wiener processes in Banach spacesWeighted approximations of tail processes for \(\beta\)-mixing random variables.Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noiseTightness of Liouville first passage percolation for \(\gamma \in (0,2)\)Wegner estimates and localization for Gaussian random potentialsOn the continuity of local times of Borel right Markov processesExtremes of Gaussian processes with smooth random expectation and smooth random varianceSupremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processesWhittaker-Kotel'nikov-Shannon approximation of \(\phi\)-sub-Gaussian random processesFunctionals of infinitely divisible stochastic processes with exponential tailsOn the suprema of Bernoulli processesRegularization in kernel learningPower variation of some integral fractional processesAbsolute continuity of one-sided random translationsWiener integrals, Malliavin calculus and covariance measure structureUpper bounds on product and multiplier empirical processesAsymptotics of running maxima for \(\varphi \)-subgaussian random double arraysThe asymptotic tail behaviours of projection pursuit - type Kolmogorov statisticsExtrema of a Gaussian random field: Berman's sojourn time methodLimits for weighted \(p\)-variations and likewise functionals of fractional diffusions with driftOn the formula of Mathews and SalamExtrema of some Gaussian processes with large trends and density estimation in \(L_{\infty}\)-normGaussian measures on linear spacesOperators associated with a stochastic differential equation driven by fractional Brownian motionsPerturbed ergodic theoremsExponential and double exponential tails for maximum of two-dimensional discrete Gaussian free fieldDeviation inequalities for continuous martingalesThe inviscid Burgers equation with fractional Brownian initial data: the dimension of regular Lagrangian pointsA restricted superposition principle for (non-)linear Fokker-Planck-Kolmogorov equations on Hilbert spacesProbabilities of high excursions of Gaussian fieldsSubsequential scaling limits for Liouville graph distanceA remarkable homogeneous Banach algebraExtreme values for two-dimensional discrete Gaussian free fieldComputable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic DataTransportation inequalities for stochastic differential equations driven by a fractional Brownian motionStochastic delay equations with non-negativity constraints driven by fractional Brownian motionOn a theorem of Laurent SchwartzOn generic chaining and the smallest singular value of random matrices with heavy tailsSuprema of canonical Weibull processesThe discrepancy between min-max statistics of Gaussian and Gaussian-subordinated matricesCharacteristic functionals of probabilistic measures in DS-groups and related topicsCover times, blanket times, and majorizing measuresSome bounds for the expected number of level crossings of symmetric harmonizable p-stable processesA CLT for empirical processes involving time-dependent dataRandom factorization of operators between Banach spacesConsequences of the choice of a particular basis of \(L^2(S^3)\) for the cubic wave equation on the sphere and the Euclidean spaceOrnstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densitiesFunctional differential equations driven by a fractional Brownian motionStochastic differential equations driven by a Wiener process and fractional Brownian motion: convergence in Besov space with respect to a parameterInvariant distributions and scaling limits for some diffusions in time-varying random environmentsNonparametric inference for fractional diffusionSome geometrical properties of Banach spaces of polynomialsNew concentration inequalities for suprema of empirical processesCut-off for lamplighter chains on tori: dimension interpolation and phase transitionEmbedding \(\ell_ p^ k\) in subspaces of \(L_ p\) for \(p>2\)Large excursion probabilities for random fields close to Gaussian onesA general expression for the distribution of the maximum of a Gaussian field and the approximation of the tailHypercontractivity for functional stochastic differential equationsOption pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growthToward a unified theory of sparse dimensionality reduction in Euclidean spaceDvoretzky type theorems for subgaussian coordinate projectionsViability for coupled SDEs driven by fractional Brownian motionThe fractal dimension of Liouville quantum gravity: universality, monotonicity, and boundsAsymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimationInvestigation of sample paths properties for some classes of \(\varphi \)-sub-Gaussian stochastic processesNonstability of the inversion of the Radon transformUnilateral small deviations of processes related to the fractional Brownian motionWegner estimate and localization for random magnetic fieldsBridge representation and modal-path approximationPersistence exponents for Gaussian random fields of fractional Brownian motion typeDiscrepancy, chaining and subgaussian processesKernel-transformed empirical processesOn random almost periodic trigonometric polynomials and applications to ergodic theoryOn the distribution of the maximum of a Gaussian field with \(d\) parametersExtremes of Gaussian processes with a smooth random varianceA singular stochastic differential equation driven by fractional Brownian motionEstimation in High Dimensions: A Geometric PerspectiveMoment estimates and applications for SDEs driven by fractional Brownian motions with irregular driftsA general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processesLiouville metric of star-scale invariant fields: tails and Weyl scalingIntermediate spaces, Gaussian probabilities and exponential tightnessThe Tutte embedding of the Poisson-Voronoi tessellation of the Brownian disk converges to \(\sqrt{8/3}\)-Liouville quantum gravityUn critère sur les petites boules dans le théorème limite central. (A criterion on small balls in the central limit theorem)The central limit theorem and the law of iterated logarithm for empirical processes under local conditionsThe distance exponent for Liouville first passage percolation is positiveOn maximum of Gaussian random field having unique maximum point of its varianceSurvival exponents for fractional Brownian motion with multivariate timeMinima of \(H\)-valued Gaussian processesEmpirical processes and random projectionsDonsker theorems for diffusions: necessary and sufficient conditionsMesures majorantes et loi du logarithme iteré pour les variables aléatoires sous-gaussiennesIterated log type strong limit theorems for self-similar processesProbabilities of large and moderate deviations for maximum likelihood estimatesInequalities of Bernstein-Jackson-type and the degree of compactness of operators in Banach spacesInvariant measure for the Schrödinger equation on the real lineStochastic differential equations driven by fractional Brownian motion and Poisson point processProbability tails of Gaussian extremaEigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processesOptimal integrability threshold for Gibbs measures associated with focusing NLS on the torusSur l’intégrabilité des vecteurs gaussiensGibbs Measure for the Focusing Fractional NLS on the TorusA UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONSUnnamed ItemLarge and small deviations of a string driven by a two-parameter Gaussian noise white in timeDoob: A Half-Century onThe τ-régularity of Gaussian measuresOn cross-correlogram IRF’s estimators of two-output systems in spaces of continuous functionsAsymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motionOn the Cover Time of the Emerging GiantUnnamed ItemUnnamed ItemRobust sensing of low-rank matrices with non-orthogonal sparse decompositionTightness of supercritical Liouville first passage percolationSampling rates for \(\ell^1\)-synthesisExtremes of the 2d scale-inhomogeneous discrete Gaussian free field: Convergence of the maximum in the regime of weak correlationsBounding suprema of canonical processes via convex hullLocal convexity of the TAP free energy and AMP convergence for \(\mathbb{Z}_2\)-synchronizationMonte Carlo convergence rates for \(k\)th moments in Banach spacesStochastic differential equations driven by an additive fractional Brownian sheetStochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noisesForty years of frequent items$L^p$ properties for Gaussian random seriesA limit theorem for sums of independent random elements in a Banach spaceOn extreme value theory for group stationary Gaussian processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4084475 Convergence en loi et lois du logarithme it�r� pour les vecteurs gaussiens] ⋮ APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODELUnnamed ItemProcessus gaussiens et volumes mixtesA Vectorial Slepian Type Inequality. ApplicationsUnnamed ItemCorps convexes et processus Gaussiens de petit rang ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4104649 Mesures majorantes et th�or�me de la limite centrale dans C(S)] ⋮ Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3322909 Sur la convergence �troite des mesures gaussiennes] ⋮ A version of Chevet's theorem for stable processesOn the law of the iterated logarithmPropriétés de décomposition pour les ensembles de SidonApproximation of the fractional Brownian sheetVIAOrnstein-Uhlenbeck sheet ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4151459 Classes sup�rieures de processus gaussiens] ⋮ The Heston stochastic volatility model in Hilbert spaceSur les D-modules asymptotiques des processus strictement stationnaires ergodiquesContinuity and the central limit theorem for random trigonometric seriesMultivariate empirical characteristic functionsOn a contraction property of Bernoulli canonical processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4176200 Continuit� et th�or�me central limite pour les transform�es de Fourier des mesures al�atoires du second ordre] ⋮ Asymptotic behaviour of Gaussian random fieldsMore on maximal inequalities for sub-fractional Brownian motionWeak convergence to the law of two-parameter continuous processesQuantitative concentration inequalities on sample path space for mean field interactionUnnamed ItemSimple and efficient pseudorandom generators from gaussian processesGaussian quasimartingalesA version of Chevet's theorem for stable processesOn the Dichotomy Problem for Tensor AlgebrasBerry-Ess\'een bounds for parameter estimation of general Gaussian processesAn estimate of the rate of convergence of an approximating scheme applied to a stochastic differential equation with an additional parameterPoints multiples des trajectoires de processus gaussiensUnnamed ItemExact Bounds for the Stochastic Upward Matching ProblemExact Bounds for the Stochastic Upward Matching ProblemEnhanced Gaussian processes and applicationsRemarks on Gaussian Noise Stability, Brascamp-Lieb and Slepian InequalitiesA TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTIONSome comparisons for Gaussian processes ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:3956139 Loi du logarithme it�r� dans C S) et fonction caract�ristique empirique]