Fluid Limits of String Valued Markov Processes1 by Jean-françois Dantzer

Wiener-Hopf Factorization: Probabilistic methods

Philippe Robert Inria Rocquencourt March 17, 1997 [summary by Jean-Fran cois Dantzer]

Smoothness of the law of manifold-valued Markov processes with jumps

Inverse Limits with Generalized Markov Interval Functions

In [8] Markov interval maps were introduced and it was shown that any two inverse limits with Markov interval bonding maps with the same pattern were homeomorphic. In this article we introduce generalized Markov interval functions, which are a generalization of Markov interval maps to set-valued functions, and show that any two generalized inverse limits with generalized Markov interval bonding...

Stability and Uniform Approximation of Nonlinear Filters Using the Hilbert Metric and Application to Particle Filters1 by François Le Gland

We study the stability of the optimal filter w.r.t. its initial condition and w.r.t. the model for the hidden state and the observations in a general hidden Markov model, using the Hilbert projective metric. These stability results are then used to prove, under some mixing assumption, the uniform convergence to the optimal filter of several particle filters, such as the interacting particle fil...

ON THE OCCUPATION MEASURE OF SUPER-BROWNIAN MOTION Jean-François LE GALL and Mathieu MERLE

We derive the asymptotic behavior of the occupation measure Z(B1) of the unit ball for super-Brownian motion started from the Dirac measure at a distant point x and conditioned to hit the unit ball. In the critical dimension d = 4, we obtain a limiting exponential distribution for the ratio Z(B1)/ log |x|.