396 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR154 papers
- Paris-Est SupFR126 papers
- École nationale des ponts et chausséesFR92 papers
- CERMICSFR71 papers
- Institut national de recherche en sciences et technologies du numériqueFR64 papers
- Laboratoire d'Informatique Gaspard-MongeFR46 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR44 papers
- Université Paris-Est CréteilFR40 papers
- Université Paris-Est Marne-la-ValléeFR39 papers
- Laboratoire NavierFR33 papers
- Laboratoire Modélisation et Simulation Multi-EchelleFR29 papers
- Université Paris DiderotFR15 papers
35 papers · 1 filter
Gradient Gibbs measures for the SOS model with countable values on a Cayley tree
F. Henning, C. Kuelske, A. Le Ny +1
We consider an SOS (solid-on-solid) model, with spin values from the set of all integers, on a Cayley tree of order k and are interested in translation-invariant gradient Gibbs mea…
On a new class of score functions to estimate tail probabilities of some stochastic processes with Adaptive Multilevel Splitting
Charles-Edouard Bréhier, Tony Lelièvre
We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated a…
Bias behaviour and antithetic sampling in mean-field particle approximations of SDEs nonlinear in the sense of McKean
Oumaima Bencheikh, Benjamin Jourdain
In this paper, we prove that the weak error between a stochastic differential equation with nonlinearity in the sense of McKean given by moments and its approximation by the Euler…
Absence of Dobrushin states for long-range Ising models
Loren Coquille, Aernout C. D. van Enter, Arnaud Le Ny +1
We consider the two-dimensional Ising model with long-range pair interactions of the form with , mostly when . We show that Dobrushin sta…
Longtime convergence of the Temperature-Accelerated Molecular Dynamics Method
Gabriel Stoltz, Eric Vanden-Eijnden
The equations of the temperature-accelerated molecular dynamics (TAMD) method for the calculations of free energies and partition functions are analyzed. Specifically, the exponent…
Equilibrium large deviations for mean-field systems with translation invariance
Julien Reygner
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reve…
Diffusions under a local strong Hörmander condition. Part I: density estimates
Vlad Bally, Lucia Caramellino, Paolo Pigato
We study lower and upper bounds for the density of a diffusion process in in a small (but not asymptotic) time, say . We assume that the diffusion coefficients…
Jump Markov models and transition state theory: the Quasi-Stationary Distribution approach
Giacomo Di Gesù, Tony Lelièvre, Dorian Le Peutrec +1
We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov proc…
Data-driven probability concentration and sampling on manifold
Christian Soize, Roger Ghanem
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set o…
On the expectation of operator norms of random matrices
Olivier Guédon, Aicke Hinrichs, Alexander E. Litvak +1
We prove estimates for the expected value of operator norms of Gaussian random matrices with independent and mean-zero entries, acting as operators from to $\ell_q^n…
Asymptotics for the normalized error of the Ninomiya-Victoir scheme
Anis Al Gerbi, Benjamin Jourdain, Emmanuelle Clément
In a previous work, we proved strong convergence with order of the Ninomiya-Victoir scheme with time step to the solution of the limiting SDE. In this pa…
A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices
Walid Hachem, Adrien Hardy, Jamal Najim
The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues…
Bernstein type inequality for a class of dependent random matrices
Marwa Banna, Florence Merlevède, Pierre Youssef
In this paper we obtain a Bernstein type inequality for the sum of self-adjoint centered and geometrically absolutely regular random matrices with bounded largest eigenvalue. This…
Central Limit Theorem for Adaptative Multilevel Splitting Estimators in an Idealized Setting
Charles-Edouard Bréhier, Ludovic Goudenège, Loic Tudela
The Adaptive Multilevel Splitting algorithm is a very powerful and versatile iterative method to estimate the probability of rare events, based on an interacting particle systems.…
Small ball estimates for quasi-norms
Omer Friedland, Ohad Giladi, Olivier Guédon
This note contains two types of small ball estimates for random vectors in finite dimensional spaces equipped with a quasi-norm. In the first part, we obtain bounds for the small b…
Asymptotic development for the CLT in total variation distance
Vlad Bally, Lucia Caramellino
The aim of this paper is to study the asymptotic expansion in total variation in the Central Limit Theorem when the law of the basic random variable is locally lower-bounded by the…
Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps
Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem
We introduce a generalized Dynkin game problem with non linear conditional expectation induced by a Backward Stochastic Differential Equation (BSDE) with jumps. Let $ξ,…
Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation
Benjamin Jourdain, Julien Reygner
We study a quasilinear parabolic Cauchy problem with a cumulative distribution function on the real line as an initial condition. We call 'probabilistic solution' a weak solution w…
Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme
A. Alfonsi, B. Jourdain, A. Kohatsu-Higa
In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-di…
A short proof of Paouris' inequality
Radosław Adamczak, Rafał Latała, Alexander E. Litvak +3
We give a short proof of a result of G. Paouris on the tail behaviour of the Euclidean norm of an isotropic log-concave random vector , stating that for every $t\ge…
Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
Stefano De Marco
We study smoothness of densities for the solutions of SDEs whose coefficients are smooth and nondegenerate only on an open domain . We prove that a smooth density exists on …
A Mean-Reverting SDE on Correlation matrices
Abdelkoddousse Ahdida, Aurélien Alfonsi
We introduce a mean-reverting SDE whose solution is naturally defined on the space of correlation matrices. This SDE can be seen as an extension of the well-known Wright-Fisher dif…
Tail estimates for norms of sums of log-concave random vectors
Radosław Adamczak, Rafał Latała, Alexander E. Litvak +2
We establish new tail estimates for order statistics and for the Euclidean norms of projections of an isotropic log-concave random vector. More generally, we prove tail estimates f…
Chevet type inequality and norms of submatrices
Radosław Adamczak, Rafał Latała, Alexander E. Litvak +2
We prove a Chevet type inequality which gives an upper bound for the norm of an isotropic log-concave unconditional random matrix in terms of expectation of the supremum of "symmet…