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19932026
most citedInferring population history with DIYABC: a user-friendly approach to Approximate Bayesian Computation

688 citations

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Showing 2023 · math.PRShow all

9 papers · 2 filters

math.PR2023★ 2 cited

Limit Theorems for Random Walks in the Hyperbolic Space

V Konakov, S Menozzi

We prove central and local limit theorems for random walks on the Poincar{é} hyperbolic space of dimension n {\v e} 2. To this end we use the ball model and describe the walk there…

math.PR2023

Annealed local limit theorem for Sinai's random walk in random environment

Alexis Devulder

We consider Sinai's random walk in random environment . We prove a local limit theorem for under the annealed law . As…

math.PR2023★ 1 cited

Optimal Liquidation with Conditions on Minimum Price

Mervan Aksu, Alexandre Popier, Ali Devin Sezer

The classical optimal trading problem is the closure of a position in an asset over a time interval; the trader maximizes an expected utility under the constraint that the position…

math.PR2023

Some remarks on the effect of the Random Batch Method on phase transition

Arnaud Guillin, Pierre Le Bris, Pierre Monmarché

In this article, we focus on two toy models : the Curie-Weiss model and the system of particles in linear interactions in a double well confining potential. Both models, which…

math.PR2023

An optimal transport approach for the multiple quantile hedging problem

Cyril Bénézet, Jean-François Chassagneux, Mohan Yang

We consider the multiple quantile hedging problem, which is a class of partial hedging problems containing as special examples the quantile hedging problem (F{ö}llmer \& Leukert 19…

math.PR2023

Deviation inequalities for dependent sequences with applications to strong approximations

J Dedecker, F Merlevède, Emmanuel Rio

In this paper, we give precise rates of convergence in the strong invariance principle for stationary sequences of bounded real-valued random variables satisfying weak dependence c…