173 citations · 380 across the 27 of their papers we have counts for
3 papers · 1 filter
Kalikow decomposition for counting processes with stochastic intensity and application to simulation algorithms
Tien Cuong Phi, Eva Löcherbach, Patricia Reynaud-Bouret
We propose a new Kalikow decomposition for continuous time multivariate counting processes, on potentially infinite networks. We prove the existence of such a decomposition in vari…
Concentration for norms of infinitely divisible vectors with independent components
Christian Houdré, Philippe Marchal, Patricia Reynaud-Bouret
We obtain dimension-free concentration inequalities for -norms, , of infinitely divisible random vectors with independent coordinates and finite exponential moments…
Concentration for Infinitely Divisible Vectors with Independent Components
C. Houdré, P. Reynaud-Bouret
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite expon…