École d'Été de Probabilités de Saint-Flour XI - 1981:
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| Corporate Author: | |
|---|---|
| Other Authors: | , |
| Format: | Conference Proceeding Book |
| Language: | English French |
| Published: |
Berlin <<[u.a.]>>
Springer
1983
|
| Series: | Lecture notes in mathematics
976 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 465 S. |
| ISBN: | 3540119876 0387119876 |
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MARC
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Record in the Search Index
| _version_ | 1804140305179475968 |
|---|---|
| adam_text | TABLE DES MATIERES
X. FERNIQUE : REGULARITE DE FONCTIONS ALEATOIRES NON GAUSSIENNES
INTRODUCTION 2
CHAPITRE I - STRUCTURES DE MAJORATION DES FONCTIONS ALEATOIRES 3
1.- Introduction, notations, énoncé du résultat principal 3
2. Démonstration du résultat principal 7
3. Applications 12
4. Variante : mesures majorantes 18
5. Propriétés réciproques 20
6. Fonctions aléatoires stables et propriétés de Slépian (Clin) 29
7. Conclusion 32
CHAPITRE II - FONCTIONS ALEATOIRES ET STRUCTURES D INDEPENDANCE. 35
LES FONCTIONS ALEATOIRES DE TYPE INTEGRAL
0. Introduction, mesures aléatoires à valeurs indépendantes ou
symétriques 35
1. Les fonctions aléatoires de type intégral 42
2. Approximation des fonctions aléatoires de type intégral 50
3. Majoration des lois, propriétés d intëgrabilitêi 52
4. Etude locale des trajectoires 58
5. Etude asymptotique des trajectoires (L7JJ 69
P.W. MILLAR : THE MINIMAX PRINCIPLE IN ASYMPTOTIC STATISTICAL THEORY
I. INTRODUCTION 76
II. DECISION THEORETIC PRELIMINARIES 80
1. Experiments, loss, risk. 80
2. Convergence of experiments 84
3. The décision theoretic nature of convergence of experiments 86
VIII
III. TWO ASYMPTOTIC OPTIMALITY THEOREMS 91
1. Asymptotic minimax theorem 91
2. Convolution theorem 95
IV. SOME ASYMPTOTIC EXPANSIONS 100
1. Quadratic mean differentiability 100
2. Asymptotic expansions for i.i.d. observations from a qmd family 104
V. GAUSSIAN SHIFT EXPERIMENTS
1. Cylinder measures 109
2. Abstract Wiener space 115
3. Likelihood ratios 124
VI. OPTIMALITY THEORY FOR GAïïSSIAH SHIFT EXPERIMENTS 128
1. Convergence to a Gaussian shift experiment 128
2. Minimax risk. for a Gaussian shift experiment 129
3. Convolution theorem for Hilbertian parameter set 137
VII. CLASSICAL FARAMETRIC ESTIMATION 141
1/2
1. Estimation at rate n 141 _
2. Efficiency and the LAM property 143
3. One-step MLE 148
4. Efficiency and the convolution theorem . 154
VIII. OPTIMALITY PROPERTIES OF THE EMPIRICAI, DISTRIBUTION FONCTION 158
1. Asymptotic minimax character of the empirieal cdf 158
2. A generalization 163
3. An efficiency property of F 165
4. Some variants 168
IX. RECENT DEVELOPMËNTS IN THE THEORY OF ASYMPTOTICALLY OPTIMAL
NONPARAMETRIC INFERENCE 173
1, Stationary Gaussian Processes 173
2, Estimation of a quantile function 176
3, Censored data ; the Kaplan Meier eatimate 181
IX
X. MINIMUM DISTANCE PROCEDURES 185
1. Introduction 185
2. Asymptotic normality 186
3. Minimum distance estimators based on the empirical cdf 191
4. Weighted minimum distance estimators 196
5. Minimum chi-square estimators 198
6. Other minimum distance estimators 200
7. A gênerai resuit on the asymptotic form of the minimum distance
functional 205
1/2
8. Existence of n -consistent estimâtes 206
9. Proof of asymptotic normality 208
XI. ROBUSTNESS AND THE MINIMUM DISTANCE CONCEPT 211
1. The LAM property of minimum distance estimators 211
2. Robustness 216
XII. OPTIMAL ESTIMATION 0? REAL NON-PARAMETRIC FUNCTIONAL S 224
1. Functionals with 1-dimensional derivative : examples 225
2. LAM lower Ijound 235
3. The LAM property of Ç(F ) 239
4. Comparison with minimum distance functionals 241
5. Extensions 243
XIII. FURTHER APPLICATIONS OF THE ASYMPTOTIC MIHIMAX THEORY 245
1/2
1. n -eonsistency in qmd familles, revisited 245
2. 6 -eonsistency , 246
3. Régression 250
XIV. BIBLIOGRAPHICAL NOTES 258
XV. REFERENCES 262
X
D.W. STROOCK : SOME APPLICATIONS OF STOCHASTIC CALCULUS TO PARTIAL
DIFFERENTIAL EQUATIONS
0. Introduction 268
1. Second order parabolic P.D.E.^ s and S.D.E. s 271
2. Eléments of the theory of stochastic intégrais and S.D.E. s 274
3. A criterion for absolute continuity of a measure on R 287
4. Gaussian calculus in finite dimensions 291
5. Symmetric diffusion semigroups 295
6. The Ornstein-Uhlenbeck semigroup on Wiener space 304
7. The Malliavin s calculus and stochastic intégrais 314
8. Criteria guaranteeing non-degeneracy 326
9. Some concluding remarks and an example 365
Références 380
M. WEBER : ANALYSE INFINITESIMALE DE FONCTIONS ALEATOIRES
CHAPITRE I - CLASSES SUPERIEURES ET INTEGRABILITE DE FONCTIONS 384
ALEATOIRES
0. Introduction 384
1. Définitions, notations 390
2. Majoration en loi 393
3. Intëgrabilité de fonctions aléatoires 398
4. Continuité locale 401
5. Continuité uniforme 404
6. Le cas ultramétrique 408
Références 415
CHAPITRE II - ANALYSE DES TRAJECTOIRES PE CERTAINS PROCESSUS GAUSSIENS 417
STAIIONNAIRES
1. Espérance du nombre de zéros dans un intervalle borné 417
2. Caractère Poissonnier! des zéros 428
XI
3. Les instants de grande amplitude de certains processus 448
gaussiens stationnaires
Références 464
|
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| format | Conference Proceeding Book |
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| genre_facet | Konferenzschrift Saint-Flour <1981> |
| id | DE-604.BV024117566 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T21:57:52Z |
| institution | BVB |
| institution_GND | (DE-588)1090896-1 |
| isbn | 3540119876 0387119876 |
| language | English French |
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| physical | XI, 465 S. |
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| publisher | Springer |
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| series | Lecture notes in mathematics |
| series2 | Lecture notes in mathematics |
| spelling | Ecole d'Eté de Probabilités 11 1981 Saint-Flour Verfasser (DE-588)1090896-1 aut École d'Été de Probabilités de Saint-Flour XI - 1981 X. Fernique ... Éd. par P. L. Hennequin Berlin <<[u.a.]>> Springer 1983 XI, 465 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in mathematics 976 Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Saint-Flour <1981> gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Saint-Flour <1981> f DE-604 Fernique, Xavier M. ctb Hennequin, Paul-Louis edt Lecture notes in mathematics 976 (DE-604)BV000676446 976 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018334290&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | École d'Été de Probabilités de Saint-Flour XI - 1981 Lecture notes in mathematics Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| subject_GND | (DE-588)4064324-4 (DE-588)1071861417 |
| title | École d'Été de Probabilités de Saint-Flour XI - 1981 |
| title_auth | École d'Été de Probabilités de Saint-Flour XI - 1981 |
| title_exact_search | École d'Été de Probabilités de Saint-Flour XI - 1981 |
| title_full | École d'Été de Probabilités de Saint-Flour XI - 1981 X. Fernique ... Éd. par P. L. Hennequin |
| title_fullStr | École d'Été de Probabilités de Saint-Flour XI - 1981 X. Fernique ... Éd. par P. L. Hennequin |
| title_full_unstemmed | École d'Été de Probabilités de Saint-Flour XI - 1981 X. Fernique ... Éd. par P. L. Hennequin |
| title_short | École d'Été de Probabilités de Saint-Flour XI - 1981 |
| title_sort | ecole d ete de probabilites de saint flour xi 1981 |
| topic | Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| topic_facet | Wahrscheinlichkeitsrechnung Konferenzschrift Saint-Flour <1981> |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018334290&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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