2.3k citations
- Interdisciplinary Centre for Security, Reliability and TrustLU193 papers
- Centre National de la Recherche ScientifiqueFR133 papers
- Luxembourg Institute of Science and TechnologyLU105 papers
- Donostia International Physics CenterES66 papers
- Forschungszentrum JülichDE37 papers
- Polish Academy of SciencesPL36 papers
- University of CambridgeGB36 papers
- Luxembourg Centre for Systems BiomedicineLU34 papers
- Technische Universität BerlinDE34 papers
- University of OttawaCA34 papers
- Université de LorraineFR31 papers
- University of LiègeBE30 papers
7 papers · 2 filters
On a connection between Stein characterizations and Fisher information
Christophe Ley, Yvik Swan
We generalize the so-called density approach to Stein characterizations of probability distributions. We prove an elementary factorization property of the resulting Stein operator…
Fine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs
Raphael Lachieze-Rey, Giovanni Peccati
We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield n…
On the extensions of Barlow-Proschan importance index and system signature to dependent lifetimes
Jean-Luc Marichal, Pierre Mathonet
For a coherent system the Barlow-Proschan importance index, defined when the component lifetimes are independent, measures the probability that the failure of a given component cau…
Convergence of Wigner integrals to the tetilla law
Aurélien Deya, Ivan Nourdin
If x and y are two free semicircular random variables in a non-commutative probability space (A,E) and have variance one, we call the law of 2^{-1/2}(xy+yx) the tetilla law (and we…
A natural derivative on [0,n] and a binomial Poincaré inequality
Erwan Hillion, Oliver Johnson, Yaming Yu
We consider probability measures supported on a finite discrete interval . We introduce a new finitedifference operator , defined as a linear combination of left a…
Reliability of systems with dependent components based on lattice polynomial description
Alexander Dukhovny, Jean-Luc Marichal
Reliability of a system is considered where the components' random lifetimes may be dependent. The structure of the system is described by an associated "lattice polynomial" functi…