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20022009
most citedFast learning rates for plug-in classifiers

332 citations

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Showing 2009 · math.PRShow all

10 papers · 2 filters

math.PR2009★ 5 cited

The critical random barrier for the survival of branching random walk with absorption

Bruno Jaffuel

We study a branching random walk on $\r$ with an absorbing barrier. The position of the barrier depends on the generation. In each generation, only the individuals born below the b…

math.PR2009★ 3 cited

Universal Gaussian fluctuations of non-Hermitian matrix ensembles

Ivan Nourdin, Giovanni Peccati

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some a…

math.PR2009

Optimal double stopping time

Magdalena Kobylanski, Marie-Claire Quenez, Elisabeth Rouy-Mironescu

We consider the optimal double stopping time problem defined for each stopping time by $v(S)=\esssup\{E[ψ(τ_1, τ_2) | \F_S], τ_1, τ_2 \geq S \}$. Following the optimal one stop…

math.PR2009

Zero bias transformation and asymptotic expansions II : the Poisson case

Ying Jiao

We apply a discrete version of the methodology in \cite{gauss} to obtain a recursive asymptotic expansion for $\esp[h(W)]$ in terms of Poisson expectations, where is a sum of i…

math.PR2009★ 2 cited

A multiple stochastic integral criterion for almost sure limit theorems

Bernard Bercu, Ivan Nourdin, Murad S. Taqqu

In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our r…

math.PR2009★ 14 cited

Kingman's coalescent and Brownian motion

J. Berestycki, N. Berestycki

We describe a simple construction of Kingman's coalescent in terms of a Brownian excursion. This construction is closely related to, and sheds some new light on, earlier work by Al…