1.1k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Sorbonne UniversitéFR42 papers
- Université Pierre-et-Marie-CurieFR28 papers
- Université Paris CitéFR17 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR14 papers
- Centre d'Économie de la SorbonneFR13 papers
- Centre National de la Recherche ScientifiqueFR10 papers
- Maison des Sciences sociales et des Humanités Ange GuépinFR9 papers
- Laboratoire de Mathématiques Blaise PascalFR8 papers
- Université Paris 1 Panthéon-SorbonneFR8 papers
- École Normale Supérieure - PSLFR7 papers
- Mathématiques Appliquées à Paris 5FR7 papers
- Psychiatric Medicine AssociatesUS7 papers
45 papers · 1 filter
On the contraction properties of Sinkhorn semigroups
O. Deniz Akyildiz, Pierre del Moral, Joaquin Miguez
We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhor…
On the eigenproblem for Gaussian bridges
P. Chigansky, M. Kleptsyna, D. Marushkevych
Spectral decomposition of the covariance operator is one of the main building blocks in the theory and applications of Gaussian processes. Unfortunately it is notoriously hard to d…
Heavy Tails for an Alternative Stochastic Perpetuity Model
Thomas Mikosch, Mohsen Rezapour, Olivier Wintenberger
In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten [12] and Goldie [8] all discount factors in the mode…
Performance analysis of Markovian queue with impatience and vacation times
Assia Boumahdaf
We consider an queueing system with impatient customers with multiple and single vacations. It is assumed that customers are impatient whenever the state of the server. We…
Statistical analysis of the mixed fractional Ornstein--Uhlenbeck process
Pavel Chigansky, Marina Kleptsyna
This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions.…
Weak transport inequalities and applications to exponential inequalities and oracle inequalities
Olivier Wintenberger
We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics tha…
Towards zero variance estimators for rare event probabilities
Michel Broniatowski, Virgile Caron
Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{…
Long runs under point conditioning. The real case
Michel Broniatowski, Virgile Caron
This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a functions of its summands as their number…
Minimization of divergences on sets of signed measures
Michel Broniatowski, Amor Keziou
We consider the minimization problem of -divergences between a given probability measure and subsets of the vector space of all signed finite m…
On the structure of Gaussian random variables
Ciprian Tudor
We study when a given Gaussian random variable on a given probability space is equal almost surely to where is a Brownian motion defined on the sam…
On the discretization of backward doubly stochastic differential equations
Omar Aboura
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After provin…
Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion
Ciprian Tudor
Using recent results on the behavior of multiple Wiener-Itô integrals based on Stein's method, we prove Hsu-Robbins and Spitzer's theorems for sequences of correlated random variab…
Limit Behaviour of Sequential Empirical Measure Processes
Omar El-Dakkak
In this paper, we obtain some uniform laws of large numbers and functional central limit theorems for sequential empirical measure processes indexed by classes of product functions…
On mean central limit theorems for stationary sequences
Jérôme Dedecker, Emmanuel Rio
In this paper, we give estimates of the minimal distance between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationa…
Stein's method and normal approximation of Poisson functionals
Giovanni Peccati, Josep Lluís Solé, Murad S. Taqqu +1
We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Esséen bounds in Central Limit Theorems (CLTs) involving…
Representations of SO(3) and angular polyspectra
Domenico Marinucci, Giovanni Peccati
We characterize the angular polyspectra, of arbitrary order, associated with isotropic fields defined on the sphere S^2. Our techniques rely heavily on group representation theory,…
The notion of -weak dependence and its applications to bootstrapping time series
Paul Doukhan, Michael H. Neumann
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear wit…
Large deviations for the Boussinesq Equations under Random Influences
Jinqiao Duan, Annie Millet
A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic…
Stein's method on Wiener chaos
Ivan Nourdin, Giovanni Peccati
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a gene…
Some unbounded functions of intermittent maps for which the central limit theorem holds
J. Dedecker, C. Prieur
We compute some dependence coefficients for the stationary Markov chain whose transition kernel is the Perron-Frobenius operator of an expanding map of with a neutral…
Moderate deviations for stationary sequences of bounded random variables
Jérôme Dedecker, Florence Merlevède, Magda Peligrad +1
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of -mix…
Poisson approximation for search of rare words in DNA sequences
Nicolas Vergne, Miguel Abadi
Using recent results on the occurrence times of a string of symbols in a stochastic process with mixing properties, we present a new method for the search of rare words in biologic…
Weighted power variations of iterated Brownian motion
Ivan Nourdin, Giovanni Peccati
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finit…
Group Representations and High-Resolution Central Limit Theorems for Subordinated Spherical Random Fields
Domenico Marinucci, Giovanni Peccati
We study the weak convergence (in the high-frequency limit) of the frequency components associated with Gaussian-subordinated, spherical and isotropic random fields. In particular,…