most citedMoments, cumulants and diagram formulae for non-linear functionals of random measures

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math.ST2007

Subgeometric ergodicity of Markov chains

Randal Douc, Eric Moulines, Philippe Soulier

The goal of this paper is to give a short and self contained proof of general bounds for subgeometric rates of convergence, under practical conditions. The main result whose proof,…

math.ST2006★ 22 cited

Estimation of bivariate excess probabilities for elliptical models

Belkacem Abdous, Anne-Laure Fougères, Kilani Ghoudi +1

Let be a random vector whose conditional excess probability is of interest. Estimating this kind of probability is a delicate problem as soon as…