Literatura académica sobre el tema "Variables aléatoires conditionnellement indépendantes"
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Artículos de revistas sobre el tema "Variables aléatoires conditionnellement indépendantes"
Grama, I. "Une construction hongroise pour des sommes de variables aléatoires indépendantes". Annales de l'Institut Henri Poincare (B) Probability and Statistics 38, n.º 6 (diciembre de 2002): 923–57. http://dx.doi.org/10.1016/s0246-0203(02)01144-5.
Texto completoSimon, Thomas. "Produit Beta-Gamma et régularité du signe". Studia Scientiarum Mathematicarum Hungarica 51, n.º 4 (1 de diciembre de 2014): 429–53. http://dx.doi.org/10.1556/sscmath.51.2014.4.1280.
Texto completoHarel, Michel y Fy Mamenosoa Ravelomanantsoa. "Comportement asymptotique de lʼestimateur non paramétrique de la fonction de renouvellement associée à des variables aléatoires positives indépendantes et non stationnaires". Comptes Rendus Mathematique 351, n.º 13-14 (julio de 2013): 575–78. http://dx.doi.org/10.1016/j.crma.2013.07.011.
Texto completoArchibald, Margaret, Arnold Knopfmacher y Toufik Mansour. "Compositions and samples of geometric random variables with constrained multiplicities". Discrete Mathematics & Theoretical Computer Science DMTCS Proceedings vol. AN,..., Proceedings (1 de enero de 2010). http://dx.doi.org/10.46298/dmtcs.2885.
Texto completoTesis sobre el tema "Variables aléatoires conditionnellement indépendantes"
Vuong, Christophe. "Contributions to stochastic analysis for non-diffusive structures". Electronic Thesis or Diss., Institut polytechnique de Paris, 2023. http://www.theses.fr/2023IPPAT054.
Texto completoThis thesis is concerned with the study of non-diffusive structures. We focus on two classes of such structures.The first subject deals with Malliavin calculus for conditionally independent random variables, which is a special case of discrete Malliavin calculus. It also generalizes the calculus that has been developed for countable products of probability spaces, for independent random variables.In our case, the interest of such a calculus is to complement results in stochastic analysis with proofs of functional inequalities (Poincaré inequality, McDiarmid's inequality) and limit theorems. One of the main applications is the determination of the convergence rate of central limit theorems via the Stein method.By combining Malliavin calculus with the underlying Dirichlet structure of the random variables, we obtain an integration by parts formula which is key to the derivations of so-called Stein bounds of the rates of convergence. We show quantitative limit theorems, including a fourth moment theorem with remainder. In particular, we discuss an application to the asymptotic normality of motif counting in exchangeable random hypergraphs.The second subject studies functionals of a Poisson measure using the notion of invertibility of transformations of that measure on the sample space of random measures. We use the identification of these measures and the associated marked point processes. Invertible transformations are obtained via the Girsanov's theorem, respecting absolute continuity with respect to the reference measure. This results in an entropy criterion for the invertibility of transformations. Finally, we make the connection with stochastic differential equations driven by Poisson measures
Marchina, Antoine. "Inégalités de concentration pour des fonctions de variables aléatoires indépendantes". Thesis, Université Paris-Saclay (ComUE), 2017. http://www.theses.fr/2017SACLV068/document.
Texto completoThis thesis deals with concentration properties around the mean of functions of independent random variables using martingale techniques and comparison inequalities.In the first part, we prove comparison inequalities for general separately convex functions of independent and non necessarily bounded random variables. These results are based on new comparison inequalities in convex classes of functions (including, in particular, the increasing exponential functions) for real-valued random variables which are only stochastically dominated.In the second part, we are interested in suprema of empirical processes associated to i.i.d. random variables. The key point of this part is a result of exchangeability of variables. We first give Fuk-Nagaev type inequalities with explicit constants when the functions of the considered class are unbounded. Next, we provide new deviation inequalities with an improved rate function in the large deviations bandwidth in the case of classes of uniformly bounded functions. We also provide generalized moment comparison inequalities in uniformly bounded and uniformly bounded from above cases. Finally, results from the first part allow us to prove a concentration inequality when the functions of the class have an infinite variance
Bacro, Jean-Noël. "Sur les accroissements des processus de sommes partielles de variables aléatoires indépendantes". Paris 6, 1986. http://www.theses.fr/1986PA066372.
Texto completoHalconruy, Hélène. "Calcul de Malliavin et structures de Dirichlet pour des variables aléatoires indépendantes". Electronic Thesis or Diss., Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAT016.
Texto completoMalliavin calculus was initially developed to provide an infinite-dimensional variational calculus on the Wiener space and further extended to other spaces. In this work, we develop such one in two discrete frameworks. First, we equip any countable product of probability spaces with a discrete Dirichlet-Malliavin structure, consisting of a family of Malliavin operators (gradient, divergence, number operator), an integration by parts formula, and the induced Dirichlet forms. We get the analogues of the classical functional identities and retrieve the usual Poisson and Brownian Dirichlet structures as limits of our induced structures. We provide discrete Stein-Malliavin criterions for the Normal and the Gamma approximations. Second we study insider's trading in a ternary model, Iying on a three-points compound geometric process. We state a modified chaotic decomposition and define the geometric gradient and divergence operators as the annihilation and creation operators acting on it. We state a geometric Ocone-Karatzas formula. We express the insider's additional expected logarithmic utility in terms of relative entropy as in the continuous case
Fan, Xiequan. "Inégalités de concentration pour les sommes de variables aléatoires indépendantes et les martingales". Lorient, 2013. http://www.theses.fr/2013LORIS295.
Texto completoThe thesis includes an overview in French and five chapters as the main body. In Chapter 1, in the spirit of Hoeffding (1963), we firstly improve Bennett's inequality by adding an factor with exponential decay rate. In the spirit of Talagrand (1995), we add a missing factor with polynomial decay rate. In Chapter 2, Some explicit expressions for the constants in Talagrand's inequality are obtained. In Chapters 3 and 4, we consider the concentration inequalities for martingales. In the first part of Chapter 3, we develop a new method for obtaining exponential concentration inequalities for (super)martingales. Using the proposed approach, we establish some very general bounds, which improve the inequalities of Fuk (1973), Nagaev (1979), De La Pena (1999), van de Geer (2002), Pinelis (2006) and Sason (2012). Next, we generalize the semi-exponential inequality of Borovkov (2000) and the exponential inequality of Liu and Watbled (2009). In the second part of Chapter 3, we obtain an inequality which improves the inequalities due to Freedman (1975), Dzhaparidze and van Zanten (2001), Bercu and Touati (2008) and Delyon (2009) for (super)martingales. In particular, this inequality generalizes the Freedman's inequality and improves the main result of Dzhaparidze and van Zanten. Moreover, we obtain a new version of Freedman inequality for self-normalized martingales. In Chapter 4, we extend the Hoeffding inequality (1963) to supermartingales and improve the main result of Freedman (1975). In Chapter 5, we obtain some bounds and expansions of large deviation probabilities for martingales with differences satisfying the conditional Bernstein's condition
Sutanto. "Sur la décroissance de la fonction de concentration de la somme de variables aléatoires indépendantes". Bordeaux 1, 2001. http://www.theses.fr/2001BOR12405.
Texto completoMallein, Bastien. "Marches aléatoires branchantes, temps inhomogène, sélection". Thesis, Paris 6, 2015. http://www.theses.fr/2015PA066104/document.
Texto completoIn this thesis, we take interest in the branching random walk, a particles system, in which particles move and reproduce independently. The aim is to study the rhythm at which these particles invade their environment, a quantity which often reveals information on the past of the extremal individuals. We take care of two particular variants of branching random walk, that we describe below.In the first variant, the way individuals behave evolves with time. This model has been introduced by Fang and Zeitouni in 2010. This time-dependence can be a slow evolution of the reproduction mechanism of individuals, at macroscopic scale, in which case the maximal displacement is obtained through the resolution of a convex optimization problem. A second kind of time-dependence is to sample at random, at each generation, the way individuals behave. This model has been introduced and studied in an article in collaboration with Piotr Mi\l{}os.In the second variant, individuals endure a Darwinian selection mechanism. The position of an individual is understood as its fitness, and the displacement of a child with respect to its parent is associated to the process of heredity. In such a process, the total size of the population is fixed to some integer N, and at each step, only the N fittest individuals survive. This model was introduced by Brunet, Derrida, Mueller and Munier. In a first time, we took interest in a mechanism of reproduction which authorises some large jumps. In the second model we considered, the total size N of the population may depend on time
Berzin, Corinne. "Surfaces aléatoires : approximation du temps local". Paris 11, 1989. http://www.theses.fr/1989PA112337.
Texto completoLet { X(t,ω), t ∈ Rd, ω ∈ Ω }, d ≥2, be a real stationary gaussian field, defined on a probability space ( Ω, Around, P ). We look at the asymptotic behavior of a particular stochastic integral, with respect to the geometric measure of the u-level sets, u ∈ R, of the regularized field, obtained by composition of a convolution of X, say Xɛ, with a matrix normalization which contains part of the information contained in the spectral moments matrix of second order of Xɛ. Under the condition that the covariance function is twice continuously differentiable out of a set of zero Lebesgue's measure, this functional converges in L² (Ω ) to the local time of X at the level u. Furthermore, we give a bound for the speed of convergence