15 citations · 21 across the 8 of their papers we have counts for
7 papers · 1 filter
An Optimal Functional Itô's Formula For Lévy Processes
Christian Houdré, Jorge Víquez
Several versions of Itô's formula have been obtained in the setting of the functional stochastic calculus. In this regard, we present a local time-space version that works for arbi…
Variance Bounds: Some Old and Some New
Clément Deslandes, Christian Houdré
For functions of independent random variables, various upper and lower variance bounds are revisited in diverse settings. These are then specialized to the Bernoulli, Gaussian, inf…
On the rate of convergence of the shape of Young diagrams associated with random words
Clément Deslandes, Christian Houdré
We revisit, beyond the uniform case, some aspects of the convergence of the cumulative shape of the RSK Young diagrams associated with random words, obtaining rates of convergence…
Fluctuation bounds for first-passage percolation on the square, tube, and torus
Michael Damron, Christian Houdré, Alperen Özdemir
In first-passage percolation, one assigns i.i.d. nonnegative weights to the edges of and studies the induced distance (passage time) between vertice…
Covariance Representations, -Poincaré Inequalities, Stein's Kernels and High Dimensional CLTs
Benjamin Arras, Christian Houdré
We explore connections between covariance representations, Bismut-type formulas and Stein's method. First, using the theory of closed symmetric forms, we derive covariance represen…
On Some Operators Associated with Non-Degenerate Symmetric -Stable Probability Measures
Benjamin Arras, Christian Houdré
Boundedness properties of operators associated with non-degenerate symmetric -stable, , probability measures on are investigated on appropriate, Eucli…
On the rate of convergence for the length of the longest common subsequences in hidden Markov models
Christian Houdré, George Kerchev
Let be the output process generated by a hidden chain , where is a finite state, aperiodic, time homogeneous, and irreduc…