petites modifications bibliographie et annexe B
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@ -304,16 +304,16 @@ répartition avec la méthode du point de selle:
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\subsection{La transformée d'Esscher}
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\label{sec:transesscher}
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La transformée d'Esscher transforme la densité en une autre en
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utilisant un coefficient exponentiel:
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La transformée d'Esscher est utilisée pour transformer une fonction de
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densité en une autre à l'aide d'un coefficient exponentiel $h$:
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\begin{equation}
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\label{eq:esschertransform}
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f(x;h)=\frac{e^{hx}f(x)}{\int_{-\infty}^\infty e^{hx} f(x) dx}.
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\end{equation}
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Lorsque l'on ne dispose pas d'une forme analytique de la densité, on
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peut exprimer la transformée d'Esscher sous la forme de sa fonction
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génératrice des moments:
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peut exprimer la transformée d'Esscher par sa fonction génératrice des
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moments:
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\begin{equation}
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\label{eq:esscherMx}
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M_X(s;h) = \frac{M_X(s+h)}{M_X(h)}.
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@ -338,9 +338,9 @@ Alan Stuart et J.~Keith Ord.
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\bibitem[Teschl(2004)]{teschl2004topics}
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Gerald Teschl.
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\newblock {T}opics in {R}eal and {F}unctional {A}nalysis.
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\newblock Consulté le 24 janvier 2014, 2004.
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\newblock \emph{{T}opics in {R}eal and {F}unctional {A}nalysis}, 2004.
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\newblock URL \url{http://www.mat.univie.ac.at/~gerald/ftp/book-fa/index.html}.
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\newblock Consulté le 24 janvier 2014.
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\bibitem[Walter(1995)]{walterlevy}
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Christian Walter.
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@ -24,36 +24,36 @@ Database file #1: memoire.bib
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@ -1,4 +1,4 @@
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This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/Debian) (format=pdflatex 2013.11.30) 24 JAN 2014 20:14
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This is pdfTeX, Version 3.1415926-2.5-1.40.14 (TeX Live 2013/Debian) (format=pdflatex 2013.12.23) 25 JAN 2014 15:12
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entering extended mode
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restricted \write18 enabled.
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@ -2180,8 +2180,8 @@ Underfull \hbox (badness 10000) in paragraph at lines 21--22
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[]
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<sa.pdf, id=2554, 56.21pt x 56.21pt> <use sa.pdf> <use by.pdf> <use sa.pdf>
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<by.pdf, id=2554, 56.21pt x 56.21pt> <use by.pdf>
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<sa.pdf, id=2555, 56.21pt x 56.21pt> <use sa.pdf> <use by.pdf> <use sa.pdf>
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File: by.pdf Graphic file (type pdf)
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<use by.pdf>
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@ -2196,7 +2196,7 @@ Underfull \hbox (badness 10000) in paragraph at lines 33--38
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[]
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@ -578,7 +578,7 @@
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Year = 1987
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}
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@Unpublished{teschl2004topics,
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@Manual{teschl2004topics,
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Author = "Gerald Teschl",
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Title = "{T}opics in {R}eal and {F}unctional {A}nalysis",
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Note = "Consulté le 24 janvier 2014",
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