Valentin Garino

activity

20202025

most citedTotal variation bound for Hadwiger's functional using Stein's method

1 citations · 1 across the 5 of their papers we have counts for

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Showing 2023Show all

3 papers · 1 filter

math.ST2023

On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis

Jaakko Pere, Benny Avelin, Valentin Garino +2

We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…

math.PR2023

Discretisation error for stochastic integrals with respect to the fractional Brownian motion with discontinuous integrands and local times

Valentin Garino, Lauri Viitasaari

We consider equidistant Riemann approximations of stochastic integrals $\int_{0}^{T} f (B_{s}^{H}) d B_{s}^{H}$ with respect to the fractional Brownian motion with $H > \frac{1}{2}$ , where $f$ is an ar…

math.PR2023★ 1 cited

Total variation bound for Hadwiger's functional using Stein's method

Valentin Garino, Ivan Nourdin

Let $K$ be a convex body in $R^{d}$ . Let $X_{K}$ be a $d$ -dimensional random vector distributed according to the Hadwiger-Wills density $μ_{K}$ associated with $K$ , defined as $…