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

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math.PR2008

KPZ formula for log-infinitely divisible multifractal random measures

Rémi Rhodes, Vincent Vargas

We consider the continuous model of log-infinitely divisible multifractal random measures (MRM) introduced in \cite{bacry} . If M is a non degenerate multifractal measure with asso…

math.PR2008

Gaussian Multiplicative Chaos revisited

Raoul Robert, Vincent Vargas

In this article, we extend the theory of multiplicative chaos for positive definite functions in Rd of the form f(x) = 2 ln+ T|x|+ g(x) where g is a continuous and bounded function…

math.PR2008

Density fluctuations for a zero-range process on the percolation cluster

Patricia Goncalves, Milton Jara

We prove that the density fluctuations for a zero-range process evolving on the supercritical percolation cluster are given by a generalized Ornstein-Uhlenbeck process in the space…

math.PR2007

From the Prékopa-Leindler inequality to modified logarithmic Sobolev inequality

Ivan Gentil

We develop in this paper an improvement of the method given by S. Bobkov and M. Ledoux. Using the Prékopa-Leindler inequality, we prove a modified logarithmic Sobolev inequality ad…

math.PR2007

Strong Approximations of BSDEs in a domain

Bruno Bouchard, Stephane Menozzi

We study the strong approximation of a Backward SDE with finite stopping time horizon, namely the first exit time of a forward SDE from a cylindrical domain. We use the Euler schem…

math.PR2007

Large deviations for symmetrised empirical measures

José Trashorras

In this paper we prove a Large Deviation Principle for the sequence of symmetrised empirical measures where is a random…