73 citations · 244 across the 6 of their papers we have counts for
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Pickands' constant at first order in an expansion around Brownian motion
Mathieu Delorme, Alberto Rosso, Kay Jörg Wiese
In the theory of extreme values of Gaussian processes, many results are expressed in terms of the Pickands constant . This constant depends on the local self-similar…
Extreme-Value Statistics of Fractional Brownian Motion Bridges
Mathieu Delorme, Kay Jörg Wiese
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent . Here we investigate…
Perturbative Expansion for the Maximum of Fractional Brownian Motion
Mathieu Delorme, Kay Jörg Wiese
Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes…
Distribution of joint local and total size and of extension for avalanches in the Brownian force model
Mathieu Delorme, Pierre Le Doussal, Kay Jörg Wiese
The Brownian force model (BFM) is a mean-field model for the local velocities during avalanches in elastic interfaces of internal space dimension , driven in a random medium. It…