84 citations
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7 papers · 2 filters
Bipartite dimer model: perfect t-embeddings and Lorentz-minimal surfaces
Dmitry Chelkak, Benoît Laslier, Marianna Russkikh
This is the second paper in the series devoted to the study of the dimer model on t-embeddings of planar bipartite graphs. We introduce the notion of perfect t-embeddings and assum…
Recursive Estimation of a Failure Probability for a Lipschitz Function
Lucie Bernard, Albert Cohen, Arnaud Guyader +1
Let g : = [0, 1] d R denote a Lipschitz function that can be evaluated at each point, but at the price of a heavy computational time. Let X stand for a random var…
Some variations on the extremal index
Gloria Buriticá, Meyer Nicolas, Thomas Mikosch +1
We re-consider Leadbetter's extremal index for stationary sequences. It has interpretation as reciprocal of the expected size of an extremal cluster above high thresholds. We focus…
Quantization-based approximation of reflected BSDEs with extended upper bounds for recursive quantization
Rancy El Nmeir, Gilles Pagès
We establish upper bounds for the -quantization error, p in (1, 2+d), induced by the recursive Markovian quantization of a d-dimensional diffusion discretized via the Euler sc…
Lévy area without approximation
Isao Sauzedde
We give asymptotic estimations on the area of the sets of points with large Brownian winding, and study the average winding between a planar Brownian motion and a Poisson point pro…
Hidden regular variation for point processes and the single/multiple large point heuristic
Clément Dombry, Charles Tillier, Olivier Wintenberger
We consider regular variation for marked point processes with independent heavy-tailed marks and prove a single large point heuristic: the limit measure is concentrated on the cone…