109 citations
- Laboratoire de Probabilités et Modèles AléatoiresFR67 papers
- Laboratoire de Statistique Théorique et AppliquéeFR7 papers
- Sorbonne UniversitéFR6 papers
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- International Center for Transitional JusticeUS3 papers
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- Mathématiques Appliquées à Paris 5FR3 papers
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12 papers · 2 filters
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…
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…
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…
Directed Polymers on Hierarchical Lattices with site disorder
Hubert Lacoin, Gregorio Moreno Flores
We study a polymer model on hierarchical lattices very close to the one introduced and studied in \cite{DGr, CD}. For this model, we prove the existence of free energy and derive t…
Stein's method meets Malliavin calculus: a short survey with new estimates
Ivan Nourdin, Giovanni Peccati
We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called ``Stein's method'' for the Gaussian approximations of probability…
A phase transition for the heights of a fragmentation tree
Adrien Joseph
We provide information about the asymptotic regimes for a homogeneous fragmentation of a finite set. We establish a phase transition for the asymptotic behaviours of the shattering…