7 papers
Asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields over a fixed-domain
Nicolas Chenavier, Christian Y. Robert
Likelihood-based inference for max-stable random fields is challenging, since finite-dimensional densities are either unavailable in closed form or computationally intractable in m…
Limit theorems for squared increment sums of the maximum of two isotropic fractional Brownian fields under fixed-domain asymptotics
Nicolas Chenavier, Christian Y. Robert
We study squared increment sums of the pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields over a fixed two-dimensional domain. Th…
Central limit theorems for squared increment sums of fractional Brownian fields based on a Delaunay triangulation in
Nicolas Chenavier, Christian Y. Robert
An isotropic fractional Brownian field (with Hurst parameter ) is observed in a family of points in the unit square % . These points are assumed t…
Construction of ergodic IDLA forests in
Nicolas Chenavier, David Coupier, Keenan Penner +1
We prove the existence of infinite-volume IDLA forests in , with , based on a multi-source IDLA protocol. Unlike IDLA aggregates, the laws of the IDLA fore…
Voronoi integration of the rendering equation
Nicolas Chenavier, Samuel Delepoulle, Christophe Renaud +1
In photorealistic image rendering, Monte Carlo methods form the foundation for the integration of the rendering equation in modern approaches. However, despite their effectiveness,…
IDLA with sources in a hyperplane of
Nicolas Chenavier, David Coupier, Keenan Penner +1
We consider a random growth model based on the IDLA protocol with sources in a hyperplane of . We provide a stabilization result and a shape theorem generalizing [7] in any d…