AbstractIn the Hammersley harness processes the R-valued height at each site i∈Zd is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process “a la Harris” simultaneously for all times and boxes contained in Zd. With this representation we compute covariances and show L2 and almost sure time and space convergence of the process. In particular, the process started from the flat configuration and viewed from the height at the origin converges to an invariant measure. In dimension three and higher, the process itself converges to an invariant measure in L2 at speed t1−d/2 (this extends the convergence established by Hsiao). When the noise is Gaussian the limiting measures ...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
AbstractIn this paper we consider a continuous-time autoregressive moving average (CARMA) process (Y...
An explicit procedure to construct a family of martingales generated by a process with independent i...
AbstractIn the Hammersley harness processes the R-valued height at each site i∈Zd is updated at rate...
In the Hammersley harness processes the R-valued height at each site i ∈ Z d is updated at rate 1 to...
AbstractThe serial harnesses introduced by Hammersley describe the motion of a hypersurface of dimen...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}....
AbstractConsider the centred Gaussian field on the lattice Zd, d large enough, with covariances give...
AbstractLet Z={Zt(h);h∈Rd,t∈R} be a space–time Gaussian process which is stationary in the time vari...
AbstractWe study the object formally defined as (0.1)γ([0,t]2)=∬[0,t]2|Xs−Xr|−σdrds−E∬[0,t]2|Xs−Xr|−...
AbstractLet {Xk,k∈Z} be a stationary process with mean 0 and finite variances, let ϕh=E(XkXk+h) be t...
We consider Gibbs distributions on the set of permutations of Zd associated to the Hamiltonian H(σ )...
AbstractWe estimate a median of f(Xt) where f is a Lipschitz function, X is a Lévy process and t is ...
AbstractLet Φn be an i.i.d. sequence of Lipschitz mappings of Rd. We study the Markov chain {Xnx}n=0...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
AbstractIn this paper we consider a continuous-time autoregressive moving average (CARMA) process (Y...
An explicit procedure to construct a family of martingales generated by a process with independent i...
AbstractIn the Hammersley harness processes the R-valued height at each site i∈Zd is updated at rate...
In the Hammersley harness processes the R-valued height at each site i ∈ Z d is updated at rate 1 to...
AbstractThe serial harnesses introduced by Hammersley describe the motion of a hypersurface of dimen...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}....
AbstractConsider the centred Gaussian field on the lattice Zd, d large enough, with covariances give...
AbstractLet Z={Zt(h);h∈Rd,t∈R} be a space–time Gaussian process which is stationary in the time vari...
AbstractWe study the object formally defined as (0.1)γ([0,t]2)=∬[0,t]2|Xs−Xr|−σdrds−E∬[0,t]2|Xs−Xr|−...
AbstractLet {Xk,k∈Z} be a stationary process with mean 0 and finite variances, let ϕh=E(XkXk+h) be t...
We consider Gibbs distributions on the set of permutations of Zd associated to the Hamiltonian H(σ )...
AbstractWe estimate a median of f(Xt) where f is a Lipschitz function, X is a Lévy process and t is ...
AbstractLet Φn be an i.i.d. sequence of Lipschitz mappings of Rd. We study the Markov chain {Xnx}n=0...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
AbstractIn this paper we consider a continuous-time autoregressive moving average (CARMA) process (Y...
An explicit procedure to construct a family of martingales generated by a process with independent i...