241 citations
- Université de RennesFR519 papers
- Centre National de la Recherche ScientifiqueFR335 papers
- Université Rennes 1FR189 papers
- Institut national de recherche en sciences et technologies du numériqueFR81 papers
- École Normale Supérieure de RennesFR38 papers
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- Laboratoire de Mathématiques Jean LerayFR25 papers
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8 papers · 2 filters
Limit distributions for polynomials with independent and identically distributed entries
Ronan Herry, Dominique Malicet, Guillaume Poly
We characterize the limiting distributions of random variables of the form , where: (i) is a sequence of multivariate polynomia…
Central Limit Theorem for non-stationary random products of $\SL(2, \R)$ matrices
Anton Gorodetski, Victor Kleptsyn, Grigorii Monakov
We prove Central Limit Theorem for non-stationary random products of matrices, generalizing the classical results by Le Page and Tutubalin that were obtained in…
Sticky diffusions on star graphs : characterization and It{ô} formula
Jules Berry, Fausto Colantoni
We investigate continuous diffusions on star graphs with sticky behavior at the vertex. These are Markov processes with continuous paths having a positive occupation time at the ve…
A coupling between random walks in random environments and Brox's diffusion
Xi Geng, Mihai Gradinaru, Samy Tindel
It is known that a properly rescaled version of Sinai's random walk converges in distribution to Brox's diffusion. In this article we quantify this convergence by considering a spe…
Roots of random trigonometric polynomials with general dependent coefficients
Jürgen Angst, Oanh Nguyen, Guillaume Poly
We consider random trigonometric polynomials with general dependent coefficients. We show that under mild hypotheses on the structure of dependence, the asymptotics as the degree g…
Unbounded Dynamic Concave Utilities via BSDEs
Shengjun Fan, Ying Hu, Shanjian Tang
The dynamic concave utility (or the dynamic convex risk measure) of an unbounded endowment is studied and represented as the value process in the unique solution of a backward stoc…