961 research outputs found
Stein's method for Brownian approximations
Motivated by a theorem of Barbour, we revisit some of the classical limit
theorems in probability from the viewpoint of the Stein method. We setup the
framework to bound Wasserstein distances between some distributions on infinite
dimensional spaces. We show that the convergence rate for the Poisson
approximation of the Brownian motion is as expected proportional to
where is the intensity of the Poisson process. We
also exhibit the speed of convergence for the Donsker Theorem and for the
linear interpolation of the Brownian motion. By iterating the procedure, we
give Edgeworth expansions with precise error bounds.Comment: Communications on Stochastic Analysis (2013
Good rough path sequences and applications to anticipating stochastic calculus
We consider anticipative Stratonovich stochastic differential equations
driven by some stochastic process lifted to a rough path. Neither adaptedness
of initial point and vector fields nor commuting conditions between vector
field is assumed. Under a simple condition on the stochastic process, we show
that the unique solution of the above SDE understood in the rough path sense is
actually a Stratonovich solution. We then show that this condition is satisfied
by the Brownian motion. As application, we obtain rather flexible results such
as support theorems, large deviation principles and Wong--Zakai approximations
for SDEs driven by Brownian motion along anticipating vectorfields. In
particular, this unifies many results on anticipative SDEs.Comment: Published at http://dx.doi.org/10.1214/009117906000000827 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Enquête sur l’imaginaire du roman pornographique (1739‑1789) : les bibliothèques
Contrairement à ce que prétend traditionnellement la critique, il y a des bibliothèques dans le roman pornographique. En distinguant la bibliothèque comme lieu et la bibliothèque imaginaire, il s'agit de montrer comment la topographie de ce roman s'oppose à celle de l'utopie classique : il y a des objets dans l'oeuvre pornographique, mais dont le libertin se défait progressivement, histoire de rester seul avec sa victime et son désir. C'est ce que montre l'analyse d'une dizaine de romans publiés durant le demi-siècle qui précède la Révolution
Letter to William Younger regarding SEAALL and Puerto Rico, March 31, 1976
A letter from José Coutin to William Younger thanking Younger for appointing Coutin as chairperson of SEAALL\u27s Committee of Law Libraries of Puerto Rico and discussing efforts to include Puerto Rican law schools under SEAALS
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