From the 1 of 28 papers with an AI index.
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- Université Paris Dauphine-PSLFR8 papers
- Département de mathématiques et applicationsFR2 papers
- École Normale Supérieure - PSLFR2 papers
- Academy of Mathematics and Systems ScienceCN1 paper
- Ausonius Institut de Recherche sur l'Antiquité et le Moyen ageFR1 paper
- Bocconi UniversityIT1 paper
- California Southern UniversityUS1 paper
- Capital Fund Management (France)FR1 paper
- Centre de Mathématiques Laurent SchwartzFR1 paper
- Centre de Recherche en Économie et StatistiqueFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- CERMICSFR1 paper
10 papers · 1 filter
Exponential Tail Estimates for Multitype Poisson Branching Processes and Application to Hawkes Processes
Théo Leblanc
We establish exponential moment bounds for linear functionals of the total progeny of multitype Poisson Bienaymé-Galton-Watson trees. Our estimates are explicitly characterized in…
On the spectral radius of the ratio of Girko matrices
Djalil Chafaï, David GarcÃa-Zelada, Yuan Yuan Xu
Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two ind…
Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
Pierre Cardaliaguet, Benjamin Jourdain
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in…
Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
Théo Leblanc
Both Hawkes processes and autoregressive processes rely on linear functionals of their past, while modeling different types of data. Since datasets arising from observations of the…
Nonlinear fluctuations for a chain of weakly anharmonic oscillators with stochastic perturbation
Kohei Hayashi, Stefano Olla
We study the fluctuations of the phonon modes in a one-dimensional chain of anharmonic oscillators where the deterministic Hamiltonian dynamics is perturbed by random exchanges of…
Zero noise limit for singular ODE regularized by fractional noise
Åukasz MÄ dry, Paul Gassiat
We consider scalar ODE with a power singularity at the origin, regularized by an additive fractional noise. We show that, as the intensity in front of the noise goes to , the so…