310 citations
- Télécom ParisFR35 papers
- Centre National de la Recherche ScientifiqueFR24 papers
- Institut national de recherche en sciences et technologies du numériqueFR5 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR5 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR4 papers
- Institut Mines-TélécomFR4 papers
- Université Paris CitéFR4 papers
- Université Paris NanterreFR4 papers
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- Institut Polytechnique de ParisFR3 papers
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- Université Paris Dauphine-PSLFR3 papers
Showing 2008 · math.PRShow all
3 papers · 2 filters
math.PR2008★ 2 cited
Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble
P. Bianchi, M. Debbah, J. Najim
Consider a matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets , properly rescale…
math.PR2008
Forgetting of the initial distribution for non-ergodic Hidden Markov Chains
Elisabeth Gassiat, Benoit Landelle, Eric Moulines
In this paper, the forgetting of the initial distribution for a non-ergodic Hidden Markov Models (HMM) is studied. A new set of conditions is proposed to establish the forgetting p…
math.PR2008★ 2 cited
On adaptive stratification
Pierre Etoré, Gersende Fort, Benjamin Jourdain +1
This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method crit…