Paris 3e (Paris). Carreau du Temple
نویسندگان
چکیده
منابع مشابه
Universités de Paris 6 & Paris 7 - CNRS ( UMR 7599 ) PRÉPUBLICATIONS DU LABORATOIRE
We propose a statistical index for measuring the fluctuations of a stochastic process ξ. This index is based on the generalized Lorenz curves and (modified) Gini indices of econometric theory. When ξ is a fractional Brownian motion with Hurst index α ∈ (0, 1), we develop a complete picture of the asymptotic theory of our index. In particular, we show that the asymptotic behavior of our proposed...
متن کاملUniversités de Paris 6 & Paris 7 - CNRS ( UMR 7599 ) PRÉPUBLICATIONS DU LABORATOIRE DE PROBABILITÉS & MODÈLES ALÉATOIRES
In this paper, we use probabilistic methods of excursion theory for Lévy processes in order to value some exotic options in general exponential Lévy models. AMS 2000 Subject Classification : Primary: 60G51, 91B28, 91B70. JEL Classification: C13.
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This thesis deals with statistical questions raised by the analysis of highdimensional genomic data for cancer research. In the first part, we study asymptotic properties of multiple testing procedures that aim at controlling the False Discovery Rate (FDR), that is, the expected False Discovery Proportion (FDP) among rejected hypotheses. We develop a versatile formalism to calculate the asympto...
متن کاملUniversités de Paris 6 & Paris 7 - CNRS ( UMR 7599 ) PRÉPUBLICATIONS DU LABORATOIRE DE PROBABILITÉS & MODÈLES ALÉATOIRES
Given a sequence of random polynomials, we show that, under some very general conditions, the roots tend to cluster near the unit circle, and their angles are uniformly distributed. In particular, we do not assume independence or equidistribution of the coefficients of the polynomial. We apply this result to various problems in both random and deterministic sequences of polyno-mials, including ...
متن کاملUniversités de Paris 6 & Paris 7 - CNRS ( UMR 7599 ) PRÉPUBLICATIONS DU LABORATOIRE
In this paper, we give under mild integrability assumptions an analytical characterization of the law of the height of the generic excursion for a Lévy process X reflected at its maximum. We also give (yet) another proof of a description of Itô’s excursion measure of the reflected process away from 0. AMS 2000 Subject Classification : Primary: 60G51,60J75.
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ژورنال
عنوان ژورنال: Archéologie médiévale
سال: 2012
ISSN: 0153-9337,2608-4228
DOI: 10.4000/archeomed.10987