AbstractA large deviation principle is established for the Poisson–Dirichlet distribution when the mutation rate θ converges to zero. The rate function is identified explicitly, and takes on finite values only on states that have finite number of alleles. This result is then applied to the study of the asymptotic behavior of the homozygosity, and the Poisson–Dirichlet distribution with selection. The latter shows that several alleles can coexist when selection intensity goes to infinity in a particular way as θ approaches zero
For any m ≥ 2, the homozygosity of order m of a population is the probability that a sample of size ...
AbstractWe consider quadratic fluctuations VεH(ηs)=ε∑x∈ZH(εx)ηs(x)ηs(x+x0) in the centered symmetric...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}....
AbstractWe establish large deviation properties valid for almost every sample path of a class of sta...
For arbitrary β > 0, we use the orthogonal polynomials techniques developed in (Killip and Nenciu in...
AbstractFor the Ornstein–Uhlenbeck process, the asymptotic behavior of the maximum likelihood estima...
Let $(S_n)_{n \geq 0}$ be a transient random walk in the domain of attraction of a stable law and le...
AbstractLet (Xn)n⩾1 be a sequence of real random variables. The local score is Hn=max1⩽i<j⩽n(Xi+⋯+Xj...
The Cramer-Lundberg model with stochastic premiums which is natural generalization of classical dyna...
International audienceWe establish large deviation properties valid for almost every sample path of ...
AbstractBy constructing a non-negative martingale on a homogeneous tree, a class of small deviation ...
AbstractLet X1,X2,… be i.i.d. random variables with partial sums Sn, n⩾1. The now classical Baum–Kat...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
AbstractIn the first five sections, we deal with the class of probability measures with asymptotical...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
For any m ≥ 2, the homozygosity of order m of a population is the probability that a sample of size ...
AbstractWe consider quadratic fluctuations VεH(ηs)=ε∑x∈ZH(εx)ηs(x)ηs(x+x0) in the centered symmetric...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}....
AbstractWe establish large deviation properties valid for almost every sample path of a class of sta...
For arbitrary β > 0, we use the orthogonal polynomials techniques developed in (Killip and Nenciu in...
AbstractFor the Ornstein–Uhlenbeck process, the asymptotic behavior of the maximum likelihood estima...
Let $(S_n)_{n \geq 0}$ be a transient random walk in the domain of attraction of a stable law and le...
AbstractLet (Xn)n⩾1 be a sequence of real random variables. The local score is Hn=max1⩽i<j⩽n(Xi+⋯+Xj...
The Cramer-Lundberg model with stochastic premiums which is natural generalization of classical dyna...
International audienceWe establish large deviation properties valid for almost every sample path of ...
AbstractBy constructing a non-negative martingale on a homogeneous tree, a class of small deviation ...
AbstractLet X1,X2,… be i.i.d. random variables with partial sums Sn, n⩾1. The now classical Baum–Kat...
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/136540/1/biom12566.pdfhttps://deepblue...
AbstractIn the first five sections, we deal with the class of probability measures with asymptotical...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
For any m ≥ 2, the homozygosity of order m of a population is the probability that a sample of size ...
AbstractWe consider quadratic fluctuations VεH(ηs)=ε∑x∈ZH(εx)ηs(x)ηs(x+x0) in the centered symmetric...
Consider a continuous-time Markov process with transition rates matrix Q in the state space Λ ⋃ {0}....