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Probab. Theory Relat. Fields (2009) 143:569–596DOI…
www.statslab.cam.ac.uk/~nickl/Site/__files/ptrf09.pdf30 Apr 2009: First note that a simpleapplication of the CLT (convergence of triangular arrays to the normal law), of (3),(4) and of (16), (20), gives that, if p0 Ct(R) for some ... We recall that the best rate of convergence uniformlyover balls of densities in Ct(R), -
J Theor Probab (2009) 22: 38–56DOI 10.1007/s10959-008-0177-3 On…
www.statslab.cam.ac.uk/~nickl/Site/__files/jotp09.pdf30 Apr 2009: function classes of Besov- and Sobolev-type. J. Theor. Probab. 20, 177–199 (2007)16. ... Wiley, New York. (1987)20. Schwartz, L.: Théorie des Distributions. Hermann, Paris (1966)21. -
Uniform limit theorems for wavelet density estimators
www.statslab.cam.ac.uk/~nickl/Site/__files/AOP447.pdf22 Jul 2009: Second, for the lower bound in (d), again using (6), (7) and (20),. ... This proposition, Theorem 1 and the bounds (20) already determine the a.s. -
SYMMETRIC MARTINGALES AND SYMMETRIC SMILES MICHAEL R. TEHRANCHI…
www.statslab.cam.ac.uk/~mike/papers/smile-symmetry.pdf24 Jul 2009: σ20t/2 and variance σ20t implying. E[(. StS0. )p]= ep(p1)σ. 20 t/2. ... In particular, if F0 = BS(σ. 20, ). then Bt(τ, m) = 0 identically.Following Remark 2, it would be interesting to know if there exists continuous martingales,. -
ASYMPTOTICS OF IMPLIED VOLATILITY FAR FROM MATURITY MICHAEL R. ...
www.statslab.cam.ac.uk/~mike/papers/implied-vol-asymptotics.pdf24 Jul 2009: Theorem 4.20. Assume that Sτ has a continuous distribution for all τ 0. ... V (k, τ ) = 4 log τ 4 log log τ 4k δ(k, τ ).20. -
THE DISTRIBUTION OF EXPONENTIAL LÉVY FUNCTIONALS MICHAEL R.…
www.statslab.cam.ac.uk/~mike/papers/Dufresne.pdf20 Apr 2009: Date: April 20, 2009. 1. Corollary 3. If F is given by equation (2) and L is hypoelliptic, then F is infinitely differentiable. -
1 Three problemsfor the clairvoyant demon Geoffrey Grimmett Abstract…
www.statslab.cam.ac.uk/~grg/papers/USdemon.pdf9 Aug 2009: See [20]. Acknowledgements. The author acknowledges the contributions of his co-authors Tom Liggett. ... Electronic Jour-nal of Probability, 3, 1–75. Paper #10. [20] Kesten, H., Sidoravicius, V., and Zhang, Y. -
RANDOM GRAPHS WITH FORBIDDEN VERTEX DEGREES GEOFFREY GRIMMETT AND ...
www.statslab.cam.ac.uk/~grg/papers/sj208.pdf2 Jul 2009: Note from (2.16) that. 1. nlog Z(π) ψS (µ) 12λ, (2.20). ... λ. 20 GEOFFREY GRIMMETT AND SVANTE JANSON. 6. Examples. Example 6.1. S = Z0, the Erdős–Rényi random graph. -
THE PHASE TRANSITION OF THEQUANTUM ISING MODEL IS SHARP ...
www.statslab.cam.ac.uk/~grg/papers/qimfinalUS.pdf24 Jun 2009: Claim (3.6) follows fromthis, and the remainder of the proof is to show (3.20). ... Thus (3.20)holds in this case. PHASE TRANSITION OF THE QUANTUM ISING MODEL 17. -
Percolation of arbitrary words in one dimension Geoffrey R. ...
www.statslab.cam.ac.uk/~grg/papers/grimmett6.pdf8 Jul 2009: We will check that. un , (20). V 2n Vn1Vn1, n 1 (21)and. ... un1. By (20), it suffices to checkthat the two averaging measures are stochastically ordered.
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