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
6 papers · 2 filters
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…
Geometry of log-concave Ensembles of random matrices and approximate reconstruction
Radosław Adamczak, Rafał Latała, Alexander E. Litvak +2
We study the Restricted Isometry Property of a random matrix with independent isotropic log-concave rows. To this end, we introduce a parameter that controls uniforml…
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
Florence Merlevède, Magda Peligrad
The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales…