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20022009
most citedFast learning rates for plug-in classifiers

332 citations

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Showing 2004 · math.PRShow all

21 papers · 2 filters

math.PR2004★ 7 cited

Some Connections Between (Sub)Critical Branching Mechanisms and Bernstein Functions

Jean Bertoin, Bernard Roynette, Marc Yor

We describe some connections, via composition, between two functional spaces: the space of (sub)critical branching mechanisms and the space of Bernstein functions. The functions ${…

math.PR2004★ 51 cited

Large deviations for rough paths of the fractional Brownian motion

Annie Millet, Marta Sanz-Solé

Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter given by Coutin and Qian (2002), we…

math.PR2004★ 1 cited

Frequently visited sets for random walks

Endre Csáki, Antónia Földes, Pál Révész +2

We study the occupation measure of various sets for a symmetric transient random walk in with finite variances. Let denote the occupation time of the set up to…

math.PR2004★ 5 cited

Fisher's Information for Discretely Sampled Levy Processes

Yacine Ait-Sahalia, Jean Jacod

This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish no…

math.PR2004★ 2 cited

Large deviations for Wishart processes

Catherine Donati-Martin

Let be a Wishart process of dimension , with values in the set of positive matrices of size . We are interested in the large deviations for a family of matrix-value…

math.PR2004★ 1 cited

On the smooth-fit property for one-dimensional optimal switching problem

Huyen Pham

This paper studies the problem of optimal switching for one-dimensional diffusion, which may be regarded as sequential optimal stopping problem with changes of regimes. The resulti…