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13 papers · 2 filters
Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process
Bernard Bercu, Laure Coutin, Nicolas Savy
For the Ornstein-Uhlenbeck process, the asymptotic behavior of the maximum likelihood estimator of the drift parameter is totally different in the stable, unstable, and explosive c…
Existence of the harmonic measure for random walks on graphs and in random environments
Daniel Boivin, Clément Rau
We give a sufficient condition for the existence of the harmonic measure from infinity of transient random walks on weighted graphs. In particular, this condition is verified by th…
Kinetic hierarchy and propagation of chaos in biological swarm models
Eric Carlen, Robin Chatelin, Pierre Degond +1
We consider two models of biological swarm behavior. In these models, pairs of particles interact to adjust their velocities one to each other. In the first process, called 'BDG',…
Kinetic limits for pair-interaction driven master equations and biological swarm models
Eric Carlen, Pierre Degond, Bernt Wennberg
We consider a class of stochastic processes modeling binary interactions in an N-particle system. Examples of such systems can be found in the modeling of biological swarms. They l…
The tail of the maximum of smooth Gaussian fields on fractal sets
Jean-Marc Azaïs, Mario Wschebor
We study the probability distribution of the maximum of a smooth stationary Gaussian field defined on a fractal subset of . Our main result is the equivalent of th…
Around the circular law
Charles Bordenave, Djalil Chafai
These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/…