From the 1 of 5.5k papers with an AI index.
- Centre National de la Recherche ScientifiqueFR1.7k papers
- Centre Inria de SaclayFR364 papers
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- École Normale Supérieure - PSLFR292 papers
- Sorbonne UniversitéFR291 papers
- École Normale Supérieure de LyonFR233 papers
- Centre Inria de l'Université Grenoble AlpesFR216 papers
- Université Paris-SaclayFR208 papers
- Université Grenoble AlpesFR204 papers
- Lyon 1 UniversitéFR191 papers
- Centre Inria d'Université Côte d'AzurFR183 papers
31 papers · 2 filters
On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
Bernard Bercu, Frederic Proia, Nicolas Savy
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbec…
Modeling a Case of Herding Behavior in a Multi-Player Game
Guy Fayolle, Jean-Marc Lasgouttes
The system mentioned in the title belongs to the family of the so-called massively multi-player online social games (MMOSG). It features a scoring system for the elements of the ga…
A stochastic analysis of resource sharing with logarithmic weights
Philippe Robert, Amandine Véber
The paper investigates the properties of a class of resource allocation algorithms for communication networks: if a node of this network has requests to transmit, then it recei…
Approximation of stationary solutions to SDEs driven by multiplicative fractional noise
Serge Cohen, Fabien Panloup, Samy Tindel
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationar…
On a class of self-similar processes with stationary increments in higher order Wiener chaoses
Benjamin Arras
We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wave…
Optimal scaling for the transient phase of the random walk Metropolis algorithm: The mean-field limit
Benjamin Jourdain, Tony Lelièvre, Błażej Miasojedow
We consider the random walk Metropolis algorithm on with Gaussian proposals, and when the target probability measure is the -fold product of a one-dimensional law…