332 citations
- Psychiatric Medicine AssociatesUS67 papers
- Sorbonne UniversitéFR56 papers
- Université Paris CitéFR41 papers
- Centre National de la Recherche ScientifiqueFR35 papers
- Université Paris NanterreFR13 papers
- Département de mathématiques et applicationsFR12 papers
- École Normale Supérieure - PSLFR12 papers
- Institut de Mathématiques de MarseilleFR11 papers
- Centre de Recherche en Économie et StatistiqueFR8 papers
- Centre de Recherche en Mathématiques de la DécisionFR8 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Laboratoire de Statistique Théorique et AppliquéeFR8 papers
12 papers · 1 filter
Spatio-Temporal Hybrid (PDMP) Models: Central Limit Theorem and Langevin Approximation for Global Fluctuations. Application to Electrophysiology
Martin G Riedler, Michele Thieullen
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deter…
On Exceptional Times for generalized Fleming-Viot Processes with Mutations
Julien Berestycki, Leif Doering, Leonid Mytnik +1
If is a standard Fleming-Viot process with constant mutation rate (in the infinitely many sites model) then it is well known that for each the measure $\mathbf Y_…
Increasing processes and the change of variables formula for non-decreasing functions
Jean Bertoin, Marc Yor
Given an increasing process , we characterize the right-continuous non-decreasing functions that map to a pure-jump process. As an example of…
Estimation of the lead-lag parameter from non-synchronous data
M. Hoffmann, M. Rosenbaum, N. Yoshida
We propose a simple continuous time model for modeling the lead-lag effect between two financial assets. A two-dimensional process reproduces a lead-lag effect if, for…
The peripatric coalescent
Amaury Lambert, Chunhua Ma
We consider a dynamic metapopulation involving one large population of size N surrounded by colonies of size \varepsilon_NN, usually called peripheral isolates in ecology, where N\…
Calibration and improved prediction of computer models by universal Kriging
François Bachoc, Guillaume Bois, Josselin Garnier +1
This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is…