Several stochastic processes related to transient Lévy processes with potential densities u(x, y) = u(y − x), that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures V endowed with a metric d. Suffici…
This book grew out of a graduate course at ETH Zurich during the Spring term 2011. It explores various links between such notions as occupation times of Markov chains, Gaussian free fields, Poisson point processes of Markovian loops, and random interlacements, which have been th…
Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modeling in various academic and technical domains such as Statistics, Forecasting, Finance, …
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Résumé : Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting,…