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8 papers · 2 filters
Central limit theorem for sampled sums of dependent random variables
Nadine Guillotin-Plantard, Clémentine Prieur
We prove a central limit theorem for linear triangular arrays under weak dependence conditions. Our result is then applied to the study of dependent random variables sampled by a $…
Large deviations for directed percolation on a thin rectangle
Jean-Paul Ibrahim
Following the recent investigations of Baik and Suidan in \cite{baik2005gcl} and Bodineau and Martin in \cite{bodineau2005upl}, we prove large deviation properties for a last-passa…
On gradient bounds for the heat kernel on the Heisenberg group
Dominique Bakry, Fabrice Baudoin, Michel Bonnefont +1
It is known that the couple formed by the two dimensional Brownian motion and its Lévy area leads to the heat kernel on the Heisenberg group, which is one of the simplest sub-Riema…
Good rough path sequences and applications to anticipating stochastic calculus
Laure Coutin, Peter Friz, Nicolas Victoir
We consider anticipative Stratonovich stochastic differential equations driven by some stochastic process lifted to a rough path. Neither adaptedness of initial point and vector fi…
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Fabrice Gamboa, Thierry Klein, Clémentine Prieur
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some application…
Marcus-Lushnikov processes, Smoluchowski's and Flory's models
Nicolas Fournier, Philippe Laurencot
The Marcus-Lushnikov process is a finite stochastic particle system in which each particle is entirely characterized by its mass. Each pair of particles with masses and mer…