Laboratoire de Mathématiques de Bretagne Atlantique

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19932026

most citedA Review of Innovation-Based Methods to Jointly Estimate Model and Observation Error Covariance Matrices in Ensemble Data Assimilation

143 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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67 papers · 1 filter

math.PR2025

Iterated random walks in random scenery (PAPAPA)

Nadine Guillotin-Plantard, Françoise Pène, Frédérique Watbled

We establish a limit theorem for a new model of 3-dimensional random walk in an inhomogeneous lattice with random orientations. This model can be seen as a 3dimensional version of…

math.PR2025

On the weak invariance principle for random fields with commuting filtrations under L1-projective criteria

Christophe Cuny, Jérôme Dedecker, Florence Merlevède

We consider a field $f \circ T_{1}^{i_{1}} \circ \dots \circ T_{d}^{i_{d}}$ where $T_{1}, \dots, T_{d}$ arecommuting transformations, one of them at least being ergodic. Considering the case…

math.PR2025

Limit theorems and lack thereof for a multilayer random walk mimicking human mobility

Alessandra Bianchi, Marco Lenci, Françoise Pène

We introduce a continuous-time random walk model on an infinite multilayer structure inspired by transportation networks. Each layer is a copy of $R^{d}$ , indexed by a non-n…

math.PR2024★ 2 cited

Limit theorems for critical branching processes in a finite state space Markovian environment

Ion Grama, Ronan Lauvergnat, Émile Le Page

Let $(Z_{n})_{n \geq 0}$ be a critical branching process in a random environment defined by a Markov chain $(X_{n})_{n \geq 0}$ with values in a finite state space $X$ . Let $ S_n…

math.PR2024

Limit theory for the first layers of the random convex hull peeling in a simple polytope

Pierre Calka, Gauthier Quilan

The convex hull peeling of a point set consists in taking the convex hull, then removing the extreme points and iterating that procedure until no point remains. The boundary of eac…

math.PR2024

A generic approach to homogenization of a diffusion driven by growing incompressible drift

Brice Franke, Shuenn-Jyi Sheu

We study how the resolvent-family of a diffusion behaves, as thedrift grows to infinity. The limit turns out to be a selfadjoint pseudo-resolvent.After reduction of the underlying…

math.PR2023★ 1 cited

Spectrally cut-off GFF, regularized $Φ^{4}$ measure, and reflection positivity

Ismael Bailleul, Nguyen Viet Dang, Léonard Ferdinand +2

We argue that the spectrally cut-off Gaussian free field $Φ_{Λ}$ on a compact Riemannian manifold or on $R^{n}$ cannot satisfy the spatial Markov property. Moreover, when the…

math.PR2023★ 4 cited

Random models on regularity-integrability structures

I. Bailleul, M. Hoshino

We prove a convergence result for a large class of random models that encompasses the case of the BPHZ models used in the study of singular stochastic PDEs. We introduce for that p…

math.PR2023

Conditioned local limit theorems for products of positive random matrices

Ion Grama, Hui Xiao

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed positive random $d \times d$ matrices, where $d \geq 2$ is an integer. For any starting point $x \in…

math.PR2023

Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle

Rainer Buckdahn, Juan Li, Junsong Li +1

In the present paper we discuss a new type of mean-field coupled forward-backward stochastic differential equations (MFFBSDEs). The novelty consists in the fact that the coefficien…

math.PR2023

Wilson-Itô diffusions

Ismael Bailleul, Ilya Chevyrev, Massimiliano Gubinelli

We introduce Wilson-Itô diffusions, a class of random fields on $R^{d}$ that change continuously along a scale parameter via a Markovian dynamics with local coefficients. De…

math.PR2023

Uniqueness of the $Φ_{3}^{4}$ measures on closed Riemannian $3$ -manifolds

I. Bailleul

We constructed in a previous work the $Φ_{3}^{4}$ measures on compact boundaryless $3$ -dimensional Riemannian manifolds as some invariant probability measures of some Markovian dynamic…

math.PR2023

Mean field singular stochastic PDEs

I. Bailleul, N. Moench

We study some systems of interacting fields whose evolution is given by some singular stochastic partial differential equations of mean field type. We provide a robust setting for…

math.PR2023★ 3 cited

Uniform contractivity of the Fisher infinitesimal model with strongly convex selection

Vincent Calvez, David Poyato, Filippo Santambrogio

The Fisher infinitesimal model is a classical model of phenotypic trait inheritance in quantitative genetics. Here, we prove that it encompasses a remarkable convexity structure wh…

math.PR2023

Limit theorems for iid products of positive matrices

C Cuny, J Dedecker, F Merlevède

We study stochastic properties of the norm cocycle associated with iid products of positive matrices. We obtain the almost sure invariance principle (ASIP) with rate o(n 1/p) under…

math.PR2023

Random models for singular SPDEs

I. Bailleul, Y. Bruned

We give a proof of the convergence of the BHZ renormalized model associated with the generalized (KPZ) equation that does not require the full strength of the BPHZ renormalisation.…

math.PR2022

Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions

C Cuny, J Dedecker, F Merlevède +1

Let $A_{n} = ε_{n} \dots ε_{1}$ , where $(ε_{n})_{n \geq 1}$ is a sequence of independent random matrices taking values in $G L_{d} (R)$ , $d \geq 2$ , with…

math.PR2022★ 2 cited

Edgeworth expansion for the coefficients of random walks on the general linear group

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed random elements with law $μ$ on the general linear group $GL (V)$ , where $V = R^{d}$ . Con…

math.PR2022★ 2 cited

Regularity structures for quasilinear singular SPDEs

I. Bailleul, M. Hoshino, S. Kusuoka

We prove the well-posed character of a regularity structure formulation of the quasilinear generalized (KPZ) equation and give an explicit form for a renormalized equation in the f…

math.PR2022★ 1 cited

The extremal position of a branching random walk on the general linear group

Ion Grama, Sebastian Mentemeier, Hui Xiao

Consider a branching random walk $(G_{u})_{u \in T}$ on the general linear group $GL (V)$ of a finite dimensional space $V$ , where $T$ is the associated geneal…

math.PR2022★ 1 cited

Cramér's moderate deviations for martingales with applications

Xiequan Fan, Qi-Man Shao

Let $(ξ_{i}, F_{i})_{i \geq 1}$ be a sequence of martingale differences. Set $X_{n} = \sum_{i = 1}^{n} ξ_{i}$ and $⟨ X ⟩_{n} = \sum_{i = 1}^{n} E (ξ_{i}^{2} ∣ F_{i - 1}) .$ …

math.PR2022★ 1 cited

Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation

C Cuny, J Dedecker, F Merlevède

We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations…

math.PR2021★ 3 cited

Limit theorems for the coefficients of random walks on the general linear group

Hui Xiao, Ion Grama, Quansheng Liu

Let $(g_{n})_{n \geq 1}$ be a sequence of independent and identically distributed random elements with law $μ$ on the general linear group $GL (V)$ , where $V = R^{d}$ . Con…

math.PR2021★ 2 cited

Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations

Rainer Buckdahn, Juan Li, Chuanzhi Xing

In this paper we investigate mean-field backward doubly stochastic differential equations (BDSDEs), i.e., BDSDEs whose driving coefficients also depend on the joint law of the solu…

Iterated random walks in random scenery (PAPAPA)

On the weak invariance principle for random fields with commuting filtrations under L1-projective criteria

Limit theorems and lack thereof for a multilayer random walk mimicking human mobility

Limit theorems for critical branching processes in a finite state space Markovian environment

Limit theory for the first layers of the random convex hull peeling in a simple polytope

A generic approach to homogenization of a diffusion driven by growing incompressible drift

Spectrally cut-off GFF, regularized Φ4 measure, and reflection positivity

Random models on regularity-integrability structures

Conditioned local limit theorems for products of positive random matrices

Path-depending controlled mean-field coupled forward-backward SDEs. The associated stochastic maximum principle

Wilson-Itô diffusions

Uniqueness of the Φ34​ measures on closed Riemannian 3-manifolds

Mean field singular stochastic PDEs

Uniform contractivity of the Fisher infinitesimal model with strongly convex selection

Limit theorems for iid products of positive matrices

Random models for singular SPDEs

Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions

Edgeworth expansion for the coefficients of random walks on the general linear group

Regularity structures for quasilinear singular SPDEs

The extremal position of a branching random walk on the general linear group

Cramér's moderate deviations for martingales with applications

Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation

Limit theorems for the coefficients of random walks on the general linear group

Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations

Spectrally cut-off GFF, regularized $Φ^{4}$ measure, and reflection positivity

Uniqueness of the $Φ_{3}^{4}$ measures on closed Riemannian $3$ -manifolds