332 citations
- Psychiatric Medicine AssociatesUS67 papers
- Sorbonne UniversitéFR50 papers
- Université Paris CitéFR33 papers
- Centre National de la Recherche ScientifiqueFR29 papers
- Département de mathématiques et applicationsFR11 papers
- École Normale Supérieure - PSLFR10 papers
- Université Paris NanterreFR10 papers
- Institut de Mathématiques de MarseilleFR9 papers
- Laboratoire de Mathématiques Blaise PascalFR7 papers
- Laboratoire de Statistique Théorique et AppliquéeFR7 papers
- Centre de Recherche en Économie et StatistiqueFR6 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR6 papers
24 papers · 2 filters
An empirical central limit theorem in L^1 for stationary sequences
Sophie Dede
In this paper, we derive asymptotic results for L^1-Wasserstein distance between the distribution function and the corresponding empirical distribution function of a stationary seq…
The structure of typical clusters in large sparse random configurations
Jean Bertoin, Vladas Sidoravicius
The initial purpose of this work is to provide a probabilistic explanation of a recent result on a version of Smoluchowski's coagulation equations in which the number of aggregatio…
Large deviations for Branching Processes in Random Environment
Vincent Bansaye, Julien Berestycki
A branching process in random environment is a generalization of Galton Watson processes where at each generation the reproduction law is picked randomly. In this…
Stein's method and stochastic analysis of Rademacher functionals
Ivan Nourdin, Giovanni Peccati, Gesine Reinert
We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate discre…
Call option prices based on Bessel processes
Ju-Yi Yen, Marc Yor
As a complement to some recent work by Pal and Protter, "Strict local martingales, bubbles, and no early exercise", we show that the call option prices associated with the Bessel s…
Skew-product representations of multidimensional Dunkl Markov processes
Oleksandr Chybiryakov
In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo…