WorldCat Identities

Duquesne, Thomas

Overview
Works: 18 works in 46 publications in 2 languages and 363 library holdings
Roles: Author, Opponent, Thesis advisor, 956, Creator
Classifications: QA166.2, 511.52
Publication Timeline
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Most widely held works by Thomas Duquesne
Random trees, Lévy processes, and spatial branching processes by Thomas Duquesne( Book )

9 editions published in 2002 in English and French and held by 191 WorldCat member libraries worldwide

Lévy matters. recent progress in theory and applications: foundations, trees and numerical issues in finance by Thomas Duquesne( Book )

14 editions published in 2010 in English and held by 48 WorldCat member libraries worldwide

Annotation
Lévy matters by Thomas Duquesne( Book )

5 editions published in 2010 in English and Undetermined and held by 8 WorldCat member libraries worldwide

Lévy matters : [a subseries on Lévy processes]( )

1 edition published in 2010 in English and held by 8 WorldCat member libraries worldwide

Recent progress in theory and applications : foundations, trees, and numerical issues in finance( Book )

4 editions published in 2010 in English and held by 7 WorldCat member libraries worldwide

Lévy matters recent progress in theory and applications( Book )

in English and held by 3 WorldCat member libraries worldwide

Arbres aléatoires, processus de Lévy et superprocessus by Thomas Duquesne( Book )

1 edition published in 2001 in English and held by 3 WorldCat member libraries worldwide

Modélisation de la production d'hydrocarbures dans un bassin pétrolier by Bertrand Michel( Book )

1 edition published in 2008 in French and held by 2 WorldCat member libraries worldwide

This thesis proposes a modelling of the oil production in a hydrocarbon basin. The model is built on a probabilistic description of reserves, of the exploration process and of the launching process for the discovered fields. The use of the Levy-Paréto distribution to model field sizes is justified first by a probabilistic modelling of the reserves creation during the evolution of the geologic time and second by the invariance properties of the Poisson Dirichlet distribution under coalescence and fragmentation operations, within the Bolthausen Sznitman model framework. Two main statistical problems of model selection in the density estimation framework are identified. The first topic is about the estimation of the oil exploration model and the second is a production curve study which is carried out with a clustering and a variable selection obtained by the selection of a Gaussian mixture model. In both cases, a maximum likelihood criteria is defined in order to achieve an oracle inequality. The complete model for oil production in a basin allows to specify the shape of basin production profile. Its also allows to propose production scenarios in the future for producing basins
Un modèle d'Ising Curie-Weiss de criticalité auto-organisée by Matthias Gorny( )

1 edition published in 2015 in French and held by 1 WorldCat member library worldwide

In their famous 1987 article, Per Bak, Chao Tang and Kurt Wiesenfeld showed that certain complex systems, composed of a large number of dynamically interacting elements, are naturally attracted by critical points, without any external intervention. This phenomenon, called self-organized criticality, can be observed empirically or simulated on a computer in various models. However the mathematical analysis of these models turns out to be extremely difficult. Even models whose definition seems simple, such as the models describing the dynamics of a sandpile, are not well understood mathematically. The goal of this thesis is to design a model exhibiting self-organized criticality, which is as simple as possible, and which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse temperature. For a class of symmetric distributions whose density satisfies some integrability conditions, we prove that the sum Sn of the random variables behaves as in the typical critical generalized Ising Curie-Weiss model: the fluctuations are of order n^(3/4) and the limiting law is C exp(- lambda*x^4) dx where C and lambda are suitable positive constants. Our study led us to generalize this model in several directions: the multidimensional case, more general interacting functions, extension to self-interactions leading to fluctuations with order n^(5/6). We also study dynamic models whose invariant distribution is the law of our Curie-Weiss model of self-organized criticality
Contributions à l'étude des arbres de Lévy et des arbres inhomogènes continus by Minmin Wang( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

Nous considérons deux modèles d'arbres aléatoires continus, à savoir les arbres de Lévy et les arbres inhomogènes. Les arbres de Lévy, introduits par Le Gall et Le Jan (1998) comme extension de l'arbre brownien d'Aldous (1991), décrivent les structures généalogiques des processus de branchement. Nous donnons une description de la loi d'un arbre de Lévy conditionné par son diamètre, ainsi qu'une décomposition de l'arbre le long de ce diamètre, qui est décrite à l'aide d'une mesure ponctuelle de Poisson. Dans le cas particulier d'un mécanisme de branchement stable, nous caractérisons la loi jointe du diamètre et de la hauteur d'un arbre de Lévy conditionné par sa masse totale. Dans le cas brownien nous obtenons une formule explicite de cette loi jointe, ce qui permet de retrouver par un calcul direct sur l'excursion brownienne, un résultat de Szekeres (1983) et Aldous (1991) concernant la loi du diamètre. Dans les cas stables, nous obtenons également des développements asymptotiques pour les lois de la hauteur et du diamètre. Les arbres inhomogènes sont introduits par Aldous et Pitman (2000), Camarri et Pitman (2000). Ce sont des généralisations de l'arbre brownien d'Aldous. Pour un arbre inhomogène, nous étudions une fragmentation de cet arbre qui généralise celle introduite par Aldous et Pitman pour l'arbre brownien. Nous construisons un arbre généalogique de cette fragmentation. En utilisant des arguments de convergence, nous montrons qu'il y a une dualité́ en loi entre l'arbre initial et l'arbre généalogique de fragmentation. Pour l'arbre brownien, nous trouvons aussi une façon de reconstruire l'arbre initial à partir de l'arbre généalogique
Sur des propriétés fractales et trajectorielles de processus de branchement continus by Jean-Pierre Duhalde( )

1 edition published in 2015 in English and held by 1 WorldCat member library worldwide

This thesis investigates some fractal and pathwise properties of branching processes with continuous time and state-space. Informally, this kind of process can be described by considering the evolution of a population where individuals reproduce and die over time, randomly. The first chapter deals with the class of continuous branching processes with immigration. We provide a semi-explicit formula for the hitting times and a necessary and sufficient condition for the process to be recurrent or transient. Those two results illustrate the competition between branching and immigration. The second chapter deals with the Brownian tree and its local time measures : the level-sets measures. We show that they can be obtained as the restriction, with an explicit multiplicative constant, of a Hausdorff measure on the tree. The result holds uniformly for all levels. The third chapter study the Super-Brownian motion associated with a general branching mechanism. Its total occupation measure is obtained as the restriction to the total range, of a given packing measure on the euclidean space. The result is valid for large dimensions. The condition on the dimension is discussed by computing the packing dimension of the total range. This is done under a weak assumption on the regularity of the branching mechanism
Continuum tree limit for the range of random walks on regular trees by Thomas Duquesne( Book )

1 edition published in 2003 in English and held by 1 WorldCat member library worldwide

Convergence de cartes et tas de sable by Thomas Selig( )

1 edition published in 2014 in French and held by 1 WorldCat member library worldwide

This Thesis studies various problems located at the boundary between Combinatorics and Probability Theory. It is formed of two independent parts. In the first part, we study the asymptotic properties of some families of \maps" (from a non traditional viewpoint). In thesecond part, we introduce and study a natural stochastic extension of the so-called Sandpile Model, which is a dynamic process on a graph. While these parts are independent, they exploit the same thrust, which is the many interactions between Combinatorics and Discrete Probability, with these two areas being of mutual benefit to each other. Chapter 1 is a general introduction to such interactions, and states the main results of this Thesis. Chapter 2 is an introduction to the convergence of random maps. The main contributions of this Thesis can be found in Chapters 3, 4 (for the convergence of maps) and 5 (for the Stochastic Sandpile model)
Marche aléatoire indexée par un arbre et marche aléatoire sur un arbre by Shen Lin( )

1 edition published in 2014 in English and held by 1 WorldCat member library worldwide

L'objet de cette thèse est d'étudier plusieurs modèles probabilistes reliant les marches aléatoires et les arbres aléatoires issus de processus de branchement critiques.Dans la première partie, nous nous intéressons au modèle de marche aléatoire à valeurs dans un réseau euclidien et indexée par un arbre de Galton-Watson critique conditionné par la taille. Sous certaines hypothèses sur la loi de reproduction critique et la loi de saut centrée, nous obtenons, dans toutes les dimensions, la vitesse de croissance asymptotique du nombre de points visités par cette marche, lorsque la taille de l'arbre tend vers l'infini. Ces résultats nous permettent aussi de décrire le comportement asymptotique du nombre de points visités par une marche aléatoire branchante, quand la taille de la population initiale tend vers l'infini. Nous traitons également en parallèle certains cas où la marche aléatoire possède une dérive constante non nulle.Dans la deuxième partie, nous nous concentrons sur les propriétés fractales de la mesure harmonique des grands arbres de Galton-Watson critiques. On comprend par mesure harmonique la distribution de sortie, hors d'une boule centrée à la racine de l'arbre, d'une marche aléatoire simple sur cet arbre. Lorsque la loi de reproduction critique appartient au domaine d'attraction d'une loi stable, nous prouvons que la masse de la mesure harmonique est asymptotiquement concentrée sur une partie de la frontière, cette partie ayant une taille négligeable par rapport à celle de la frontière. En supposant que la loi de reproduction critique a une variance finie, nous arrivons à évaluer la masse de la mesure harmonique portée par un sommet de la frontière choisi uniformément au hasard
Recent progress in theory and applications : foundations, trees and numerical issues in finance( )

1 edition published in 2010 in English and held by 1 WorldCat member library worldwide

Régularité fine de processus stochastiques et analyse 2-microlocale by Paul Balana( )

1 edition published in 2014 in French and held by 1 WorldCat member library worldwide

The work presented in this thesis concerns the study of the fractal geometry of stochastic processes using the formalism of 2-microlocal analysis. The latter has been introduced in another branch of mathematics -functional analysis- but has also proved to be relevant to describe the geometry of deterministic functions or random processes, extending in particular the classic Hölder exponents. Several classes of processes are investigated in this manuscript, beginning with continuous martingales and Ito integrals. In particular, the characterisation of the 2-microlocal regularity of the latter leads to the introduction of a closely related concept: the pseudo 2-microlocal frontier. We also investigate using this formalism a class of Gaussian processes called multifractional Brownian motion and obtain a fine description of its Hölder and 2-microlocal behaviours. In addition, we characterize entirely the Hausdorff and Box dimensions of its graph. In our study of Lévy processes, we combine the 2-microlocal formalism and multifractal analysis to describe their regularity, exhibiting in particular some subtle geometrical behaviours which are not captured by classic tools. Furthermore, as a corollary of this result, we also determine the multifractal spectrum of another family of processes: the fractional Lévy processes. Lastly, we also define a class of multiparameter and set-indexed Markov processes and study its properties
L?vy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance( )

1 edition published in 2010 in English and held by 0 WorldCat member libraries worldwide

 
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Lévy matters. recent progress in theory and applications: foundations, trees and numerical issues in financeLévy mattersLévy matters : [a subseries on Lévy processes]Recent progress in theory and applications : foundations, trees, and numerical issues in financeLévy Matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance ; with a short biography of Paul Lévy by Jean JacodLévy matters recent progress in theory and applicationsRecent progress in theory and applications : foundations, trees and numerical issues in finance
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English (40)

French (5)

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Lévy mattersLévy matters : [a subseries on Lévy processes]Recent progress in theory and applications : foundations, trees, and numerical issues in financeLévy Matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance ; with a short biography of Paul Lévy by Jean JacodLévy matters recent progress in theory and applicationsRecent progress in theory and applications : foundations, trees and numerical issues in finance