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- Université de LorraineFR4 papers
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4 papers · 2 filters
On signature-based expressions of system reliability
Jean-Luc Marichal, Pierre Mathonet, Tamás Waldhauser
The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors o…
The differentiation of hypoelliptic diffusion semigroups
Marc Arnaudon, Anton Thalmaier
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integr…
Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
Jean-Luc Marichal, Pierre Mathonet
The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give…
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
Ivan Nourdin, Giovanni Peccati
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an origi…