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- Centre National de la Recherche ScientifiqueFR398 papers
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9 papers · 2 filters
Stable and tempered stable distributions and processes: an overview toward trajectory simulation
Taher Jalal
Stable distributions are a celebrated class of probability laws used in various fields. The -stable process, and its exponentially tempered counterpart, the Classical Tempered S…
Large deviations of the empirical measures of a strong-Feller Markov process inside a subset and quasi-ergodic distribution
Arnaud Guillin, Boris Nectoux, Liming Wu
In this work, we establish, for a strong Feller process, the large deviation principle for the occupation measure conditioned not to exit a given subregion. The rate function vanis…
Sharp propagation of chaos for McKean-Vlasov equation with non constant diffusion coefficient
Jules Grass, Arnaud Guillin, Christophe Poquet
We present a method to obtain sharp local propagation of chaos results for a system of N particles with a diffusion coefficient that it not constant and may depend of the empirical…
The support function of the high-dimensional Poisson polytope
Pierre Calka, Benjamin Dadoun
Let be the convex hull of the intersection of the homogeneous Poisson point process of intensity in , , with the Euclidean unit ball $\mathbb{B}^…
Persistence exponents via perturbation theory: MA(1)-processes
Frank Aurzada, Dieter Bothe, Pierre-Étienne Druet +2
For the moving average process , , where and is an i.i.d. sequence of normally distributed random variables, we…
Generalized Langevin And Nos{é}-hoover Processes Absorbed At The Boundary Of A Metastable Domain
Arnaud Guillin, D I Lu, Boris Nectoux +1
In this paper, we prove in a very weak regularity setting existence and uniqueness of quasi-stationary distributions as well as exponential conver- gence towards the quasi-stationa…