University of Marne-la-Vallée

About: University of Marne-la-Vallée is a based out in . It is known for research contribution in the topics: Estimator & Context (language use). The organization has 831 authors who have published 1855 publications receiving 55316 citations.

Description of new shock‐induced phases in the Shergotty, Zagami, Nakhla and Chassigny meteorites

Abstract: — The Shergottite, Nakhlite and Chassignite (SNC) meteorites, Shergotty, Zagami, Nakhla and Chassigny, have been studied by analytical transmission electron microscopy. New phases, characteristic of strong shock conditions, have been discovered: calcium-rich majorites in Shergottty, wadsleyite with anomalously elevated iron content in Chassigny, and impact melts in Shergotty, Zagami and Nakhla. Cristobalites (α and β polymorphs) observed in Shergotty and Zagami may also be related to shock and are interpreted as back transformation products of post-stishovite silica polymorphs. Shocks corresponding to pressure and temperature conditions characteristic of the Earth's transition zone and lower mantle have occurred in those meteorites. Moreover, impact melts indicate high-temperature conditions in localized areas. On the other hand, no massive impact melting is observed in those meteorites, consistent with previous descriptions. These observations provide evidence of highly heterogeneous shock conditions at the scale of few micrometers in these meteorites. Strongly heterogeneous conditions such as those suggested by the present study may help to explain the preservation in martian meteorites of phases practically unaffected by shock being very close to strongly shock-metamorphized minerals.

Induced Representations of Affine Hecke Algebras and Canonical Bases of Quantum Groups

Abstract: A criterion of irreducibility for induction products of evaluation modules of type A affine Hecke algebras is given. It is derived from multiplicative properties of the canonical basis of a quantum deformation of the Bernstein—Zelevinsky ring.

Piecewise deterministic Markov process — recent results

Abstract: We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases such as the TCP model or a model of switched vector fields, better results can be proved, especially as regards long time behaviour. We continue our review with an infinite dimensional example of neuronal activity. From the statistical point of view, these models provide specific challenges: we illustrate this point with the example of the estimation of the distribution of the inter-jumping times. We conclude with a short overview on numerical methods used for simulating PDMPs.

A generalized stochastic differential utility

Abstract: This paper generalizes, in the setting of Brownian information, the Duffie-Epstein (1992) stochastic differential formulation of intertemporal recursive utility (SDU). We provide a utility functional of state-contingent consumption plans that exhibits a local dependency with respect to the utility intensity process (the integrand of the quadratic variation) and call it the generalized SDU. This mathematical generalization of the SDU permits, in fact, more flexibility in the separation between risk aversion and intertemporal substitution and allows to model asymmetry in risk aversion.We extensively use the backward stochastic differential equation theory to give sufficient conditions for comparative and absolute risk aversion behavior as well as aversion to specific directional risk. Additionally, we discuss whether our functional exhibits monotonicity to its information filtration argument. For purposes of illustration, we provide some applications to the consumption/portfolio strategy selection problem in a complete securities market.

On the limiting empirical measure of eigenvalues of the sum of rank one matrices with log-concave distribution

Abstract: We consider n × n real symmetric and hermitian random matrices Hn that are sums of a non-random matrix H n and of mn rank-one matrices determined by i.i.d. isotropic random vectors with log-concave probability law and real amplitudes. This is an analog of the setting of Marchenko and Pastur [Mat. Sb. 72 (1967)]. We prove that if mn/n → c ∈ [0,∞) as n → ∞, and the distribution of eigenvalues of H n and the distribution of amplitudes converge weakly, then the distribution of eigenvalues of Hn converges weakly in probability to the non-random limit, found by Marchenko and Pastur.