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- Laboratoire de Mathématiques Blaise PascalFR9 papers
- Laboratoire de Mathématiques et de leurs ApplicationsFR6 papers
- Institut de Mathématiques de Jussieu-Paris Rive GaucheFR2 papers
- Centre National de la Recherche ScientifiqueFR1 paper
- Conservatorio Guido Cantelli di NovaraIT1 paper
- Great Lakes Research Group (United States)US1 paper
- Institut de Mathématiques de ToulouseFR1 paper
- Institut de recherche mathématique de RennesFR1 paper
- Institut National des Sciences Appliquées de ToulouseFR1 paper
- La Rochelle UniversitéFR1 paper
- Latvian Maritime AcademyLV1 paper
- Université de Haute-AlsaceFR1 paper
5 papers · 1 filter
Discrete approximation of stable white noise - Application to spatial linear filtering
Clément Dombry
Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid app…
Convergence of dependent walks in a random scenery to fBm-local time fractional stable motions
Serge Cohen, Clément Dombry
It is classical to approximate the distribution of fractional Brownian motion by a renormalized sum of dependent Gaussian random variables. In this paper we consider such a…
The Curie-Weiss model with dynamical external field
Clement Dombry, Nadine Guillotin-Plantard
We study a Curie-Weiss model with a random external field generated by a dynamical system. Probabilistic limit theorems (weak law of large numbers, central limit theorems) are prov…
On finite range stable type concentration
J. C. Breton, C. Houdré
The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of , with $F=f(X…
Concentration of the Brownian bridge on Cartan-Hadamard manifolds with pinched negative sectional curvature
Marc Arnaudon, Thomas Simon
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvat…