604 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR89 papers
- Universidade Federal do Rio de JaneiroBR50 papers
- Consejo Nacional de Investigaciones Científicas y TécnicasAR40 papers
- Louisiana State UniversityUS39 papers
- Universidad de MontevideoUY38 papers
- Universidad de Buenos AiresAR37 papers
- Universidad La RepúblicaCL37 papers
- Laboratoire de Physique Théorique de la Matière CondenséeFR31 papers
- Universidade Federal do Rio Grande do SulBR27 papers
- Universitat de ValènciaES25 papers
- Sorbonne UniversitéFR24 papers
- Universidad ORT UruguayUY24 papers
23 papers · 1 filter
The Rightmost Particle of the Contact Process on Dynamic Random Environments
Isabella Alvarenga, Aurelia Deshayes
We study the behaviour of the rightmost occupied site in two models: the Spont process and the contact process with inherited sterility, in dimension 1. Both can be viewed as conta…
Limiting behavior of mixed coherent systems with Lévy-frailty Marshall-Olkin failure times
Guido Lagos, Javiera Barrera, Pablo Romero +1
In this paper we show a limit result for the reliability function of a system -- that is, the probability that the whole system is still operational after a certain given time -- w…
Two sided long-time optimization singular control problems for Lévy processes and Dynkin's games
Ernesto Mordecki, Facundo Oliú
A relationship between two sided discounted singular control problems and Dynkin games is established for real valued Lévy processes. In addition, the solution of a two-sided ergod…
Multivariable CLT for critical points
Jean-Marc Azaïs, Federico Dalmao, Céline Delmas
We prove a multivariate central limit theorem for the numbers of critical points with all possible indexes which lie above a level of a non-necessarily isotropic Gaussian random fi…
Sequential Algorithms and Independent Sets Discovering on Large Sparse Random Graphs
Paola Bermolen, Matthieu Jonckheere, Federico Larroca +1
Computing the size of maximum independent sets is a NP-hard problem for fixed graphs. Characterizing and designing efficient algorithms to estimate this independence number for ran…
A non-iterative algorithm for generalized Pig games
Fabián Crocce, Ernesto Mordecki
We provide a polynomial algorithm to find the value and an optimal strategy for a generalization of the Pig game. Modeled as a competitive Markov decision process, the correspondin…
Central Limit Theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems
Jean-Marc Azaïs, Diego Armentano, Federico Dalmao +1
We state the Central Limit Theorem, as the degree goes to infinity, for the normalized volume of the zero set of a rectangular Kostlan-Shub-Smale random polynomial system. This pap…
Scaling Limits and Generic Bounds for Exploration Processes
Paola Bermolen, Matthieu Jonckheere, Jaron Sanders
We consider exploration algorithms of the random sequential adsorption type both for homogeneous random graphs and random geometric graphs based on spatial Poisson processes. At ea…
Phase Singularities in Complex Arithmetic Random Waves
Federico Dalmao, Ivan Nourdin, Giovanni Peccati +1
Complex arithmetic random waves are stationary Gaussian complex-valued solutions of the Helmholtz equation on the two-dimensional flat torus. We use Wiener-Itô chaotic expansions i…
Some probabilistic properties of fractional point processes
R. Garra, E. Orsingher, M. Scavino
This paper studies the first hitting times of generalized Poisson processes , related to Bernstein functions . For the space-fractional Poisson processes, , $t>0…
Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients
Jean-Marc Azaïs, Federico Dalmao, José León +2
Let be a random trigonometric polynomial of degree with iid coefficients and let denote the (random) number of its zeros lying in the compact interval $I\subset\…
Optimal stopping for Levy processes with polynomial rewards
Ernesto Mordecki, Yuliya Mishura
Explicit solution of an infinite horizon optimal stopping problem for a Levy processes with a polynomial reward function is given, in terms of the overall supremum of the process,…
An asymptotic shape theorem for additive random linear growth models
Aurelia Deshayes, Pierrick Siest
In this paper, we define a class of additive random growth models whose growth is at least and at most linear and prove an asymptotic shape theorem for these models. This proof gen…
CLT for the zeros of Classical Random Trigonometric Polynomials
Jean-Marc Azaïs, Federico Dalmao, José R. León
We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form , being independent standard…
The Jamming Constant of Uniform Random Graphs
Paola Bermolen, Matthieu Jonckheere, Pascal Moyal
By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued…
Factorization of network reliability with perfect nodes I: Introduction and statements
Juan Manuel Burgos, Franco Robledo
A new general all terminal network reliability factorization theorem is stated. We relegate the proof to a forthcoming second part paper.
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
Fabián Crocce, Ernesto Mordecki
Consider the optimal stopping problem of a one-dimensional diffusion with positive discount. Based on Dynkin's characterization of the value as the minimal excessive majorant of th…
Rice Formula for processes with jumps and applications
Federico Dalmao, Ernesto Mordecki
We extend Rice Formula to a process which is the sum of two independent processes: a smooth process and a pure jump process with finitely many jumps. Formulas for the mean number o…
The tail of the maximum of smooth Gaussian fields on fractal sets
Jean-Marc Azaïs, Mario Wschebor
We study the probability distribution of the maximum of a smooth stationary Gaussian field defined on a fractal subset of . Our main result is the equivalent of th…
Rice formulae and Gaussian waves
Jean-Marc Azaïs, José R. León, Mario Wschebor
We use Rice formulae in order to compute the moments of some level functionals which are linked to problems in oceanography and optics: the number of specular points in one and two…
Some applications of Rice formulas to waves
Jean-Marc Azaïs, José R. León, Mario Wschebor
We use Rice's formulas in order to compute the moments of some level functionals which are linked to problems in oceanography and optics. For instance, we consider the number of sp…
Skewness Premium with Lévy Processes
José Fajardo, Ernesto Mordecki
We study the skewness premium (SK) introduced by Bates (1991) in a general context using Lévy Processes. Under a symmetry condition Fajardo and Mordecki (2006) obtain that SK is gi…
Random systems of polynomial equations. The expected number of roots under smooth analysis
Diego Armentano, Mario Wschebor
We consider random systems of equations over the reals, with equations and unknowns , , , where the 's are non-random pol…