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- Université Toulouse III - Paul SabatierFR936 papers
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6 papers · 2 filters
To spike or not to spike: the whims of the Wonham filter in the strong noise regime
Cédric Bernardin, Reda Chhaibi, Joseph Najnudel +1
We study the celebrated Shiryaev-Wonham filter (1964) in its historical setup where the hidden Markov jump process has two states. We are interested in the weak noise regime for th…
Branching random walk with non-local competition
Pascal Maillard, Sarah Penington
We study the Bolker-Pacala-Dieckmann-Law (BPDL) model of population dynamics in the regime of large population density. The BPDL model is a particle system in which particles repro…
Scaling limit of the disordered generalized Poland--Scheraga model for DNA denaturation
Quentin Berger, Alexandre Legrand
The Poland--Scheraga model, introduced in the 1970's, is a reference model to describe the denaturation transition of DNA. More recently, it has been generalized in order to allow…
Moment conditions for random coefficient AR() under non-negativity assumptions
Pascal Maillard, Olivier Wintenberger
We consider random coefficient autoregressive models of infinite order (AR()) under the assumption of non-negativity of the coefficients. We develop novel methods yielding…
Freeness of type and conditional freeness for random matrices
Guillaume Cébron, Antoine Dahlqvist, Franck Gabriel
The asymptotic freeness of independent unitarily invariant random matrices holds in expectation up to . An already known consequence is the infinitesimal fre…
Local limit theorem for complex valued sequences
Lucas Coeuret
In this article, we study the pointwise asymptotic behavior of iterated convolutions on the one dimensional lattice Z. We generalize the so-called local limit theorem in probabilit…