10.6k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
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5 papers · 2 filters
A law of the iterated logarithm for directed last passage percolation
Michel Ledoux
A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variab…
Moderate deviations for bipower variation of general function and Hayashi-Yoshida estimators
Hacène Djellout, Arnaud Guillin, Hui Jiang +1
We consider the moderate deviations behaviors for two (co-) volatility estima-tors: generalised bipower variation, Hayashi-Yoshida estimator. The results are obtained by using a ne…
The coupon collector urn model with unequal probabilities in ecology and evolution
Noemí Zoroa, Enmanuelle Lesigne, María-José Fernández-Sáez +2
The sequential sampling of populations with unequal probabilities and with replacement in a closed population is a recurrent problem in ecology and evolution. Many of these questio…
The maximal drawdown of the Brownian meander
Yueyun Hu, Zhan Shi, Marc Yor
Motivated by evaluating the limiting distribution of randomly biased random walks on trees, we compute the exact value of a negative moment of the maximal drawdown of the standard…
A Stein deficit for the logarithmic Sobolev inequality
Michel Ledoux, Ivan Nourdin, Giovanni Peccati
We provide explicit lower bounds for the deficit in the Gaussian logarithmic Sobolev inequality in terms of differential operators that are naturally associated with the so-called…