425 citations
- École PolytechniqueFR334 papers
- Centre National de la Recherche ScientifiqueFR81 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR18 papers
- Institut national de recherche en sciences et technologies du numériqueFR17 papers
- Université Paris-SaclayFR16 papers
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- Laboratoire de Mathématiques d'OrsayFR15 papers
- Sorbonne UniversitéFR15 papers
- Laboratoire de Mathématiques Blaise PascalFR14 papers
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7 papers · 2 filters
A Kesten Stigum theorem for Galton-Watson processes with infinitely many types in a random environment
Maxime Ligonnière
In this paper, we study a Galton-Watson process with infinitely many types in a random ergodic environment . We focus on the supercritical regime of…
Conditioning the logistic continuous-state branching process on non-extinction via its total progeny
Clément Foucart, Víctor Rivero, Anita Winter
The problem of conditioning a continuous-state branching process with quadratic competition (logistic CB process) on non-extinction is investigated. We first establish that non-ext…
Subadditivity and optimal matching of unbounded samples
Emanuele Caglioti, Michael Goldman, Francesca Pieroni +1
We obtain new bounds for the optimal matching cost for empirical measures with unbounded support. For a large class of radially symmetric and rapidly decaying probability laws, we…
Branching diffusion processes and spectral properties of Feynman-Kac semigroup
Pierre Collet, Sylvie Méléard, Jaime San MARTIN
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral proper…
High order weak approximation of Stochastic Differential Equations for bounded and measurable test functions
Clément Rey
We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test func…
Renewal theorems in a periodic environment
Quentin Cormier
We study a renewal problem within a periodic environment, departing from the classical renewal theory by relaxing the assumption of independent and identically distributed inter-ar…