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Moyenne, médiane et fluctuations de processus de Lévy

Le : 02/10/2006 11h00
Par : Christian Houdré (University of Atlanta)
Lieu :
Lien web :
Résumé : We estimate a median of f(X_t) where f is a Lipschitz function, X is a Lévy process and t is an arbitrary time. This leads to concentration type inequalities for f(X_t). In turn, corresponding fluctuation estimates are obtained under assumptions typically satisfied if the process has a regular behavior in small time and a, possibly different, regular behavior in large time.