We consider the local empirical measure indexed by a function class. Under some reglarity assumptions, we give a large deviations principle for this process. A non standard functional law of the iterated logarithm is infered from our large deviations principle.

More than one hundred years, Appell introduced a polynomials class characterized by the exponentials form of its generatrice function. This class is well known on R and the aim of the paper is to offer a multidimensional analysis in two directions: we indicate a classical characterization of the...

The Jordan Form of the VAR's Companion matrix is used for proving the equivalence between the statement that there are no jordan blocks of order two or higher in the Jordan matrix and the conditions of Granger's Representation Theorem for an I(1) series. Furthermore, a Diagonal polynomial matrix...

In this paper a Superiority and Inferiority Ranking (SIR) method is proposed. This new method uses two types of information, the superiority and the inferiority information, to derive two types of flows, the superiority flow and the inferiority flow, by which the set of alternatives are ranked...

The cut polyhedron cut(G) of an undirected graph G = (V,E) is the dominant of the convex hull of all of its nonempty edge cutsets. After examining various compact extended formulations for cut(G), we study some of its polyhedral properties. In particular, we characterize all of the facets...

In Van den Akker, Van Hoesel, and Savelsbergh (1994), we have studied a time-indexed formulation for single-machine scheduling problems and have presented a complete characterization of all facet inducing inequalities with right-hand side 1 and 2 for the convex hull of the monotone extension of...

The well-known Meixner class (Meixner, 1934) of probabilities on R has been recently extended to R^d (Pommeret, 1996). This generalized Meixner class corresponds to the simple quadratic natural exponential families charaterized by Casalis (1996). Following Lancaster (1975), we offer a...

We propose linear programming tests for spanning and intersection based on stochastic dominance rather than mean-variance analysis. An empirical application investigates the diversification benefits to US investors from emerging equity markets.