most citedAsymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall

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math.PR2026

On the Wasserstein distance between a hyperuniform point process and its mean

Raphael Butez, Sandrine Dallaporta, David García-Zelada

We study the existence of bounds on the expected -Wasserstein distance between a random measure and its mean under the assumption that the -th centered moments of the countin…

math.PR2026

On the spectral radius of the ratio of Girko matrices

Djalil Chafaï, David García-Zelada, Yuan Yuan Xu

Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two ind…

math.PR2026

Stochastic domination and lifts of random variables in percolation theory

Sébastien Martineau, Rémy Poudevigne, Paul Rax

Consider some matrix waiting for its coefficients to be written. For each column, sample independently a Bernoulli random variable of some parameter . Seeing all this and possib…

math.PR2026

Some properties of the principal Dirichlet eigenfunction in Lipschitz domains, via probabilistic couplings

Quentin Berger, Nicolas Bouchot

We study a discrete and continuous version of the spectral Dirichlet problem in an open bounded connected set , in dimension . More precisely, cons…

math.PR2026

The height gap of planar Brownian motion is

Antoine Jego, Titus Lupu, Wei Qian

We show that the occupation measure of planar Brownian motion exhibits a constant height gap of across its outer boundary. This property bears similarities with the celebrat…