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6 papers · 2 filters
Moment formulae for general point processes
Laurent Decreusefond, Ian Flint
The goal of this paper is to generalize most of the moment formulae obtained in [Pri11]. More precisely, we consider a general point process μ, and show that the relevant quantitie…
Convergence to stable laws in the space
François Roueff, Philippe Soulier
We study the convergence of centered and normalized sums of i.i.d. random elements of the space of c{á}dl{á}g functions endowed with Skorohod's topology, to st…
Stein's method for Brownian approximations
Laure Coutin, Laurent Decreusefond
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstei…
The outliers among the singular values of large rectangular random matrices with additive fixed rank deformation
Francois Chapon, Romain Couillet, Walid Hachem +1
Consider the matrix where the matrix $X_n \in \C^{N\times n}$ has Gaussian standard independent elements, is a deterministic diagonal non…
Sequential Monte Carlo smoothing for general state space hidden Markov models
Randal Douc, Aurélien Garivier, Eric Moulines +1
Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hi…
High order chaotic limits of wavelet scalograms under long--range dependence
Marianne Clausel, François Roueff, Murad S. Taqqu +1
Let be a non--linear function of a Gaussian process with long--range dependence. The resulting process is not Gaussian…