Rate of convergence for the Donsker theorem for rough paths The Donsker theorem says that a random walk, when conveniently rescaled, converges to a Brownian motion. A finer result of Friz and Victoir, that the Lévy area of the random walk goes also to the Lévy area of the Brownian motion. The question is…
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Objectifs Dans le cadre de la formation LIESSE, voici une journée d’introduction aux probabilités un peu avancée. On y parlera d’espérance conditionnelle (restreinte au cas des variables aléatoires à valeurs dans un espace dénombrable), de martingales discrètes, de calcul de Malliavin (sur l’espace de Rademacher) et enfin de l’application de tout ça au jeu du…
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Once again, there are several notable introductions to topological algebra and especially to simplicial complexes , so I just here underline the basic ideas, at least, as far as I understood them. For instance, consider again the following situation In the proximity graph, we would put an edge between two sensors each time they are…
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