105 citations · 309 across the 37 of their papers we have counts for
46 papers
On random Binomial-Fibonacci sequences
Bernard Bercu, Fabrice Gamboa
Motivated by the pioneer work of Viswanath \cite{VIS2000} on random Fibonacci sequences and the development of random Euclidean addition chains in cryptography, we introduce a new…
On the multidimensional elephant random walk with stops
Bernard Bercu
The goal of this paper is to investigate the asymptotic behavior of the multidimensional elephant random walk with stops (MERWS). In contrast with the standard elephant random walk…
Sharp Large Deviations for the Number of Descents and the Major Index in a Random Permutation
Bernard Bercu, Michel Bonnefont, Luis Fredes +1
The aim of this paper is to improve the large deviation principle for the number of descents in a random permutation by establishing a sharp large deviation principle of any order.…
Sharp analysis on the joint distribution of the number of descents and inverse descents in a random permutation
Luis Fredes, Bernard Bercu, Michel Bonnefont +1
Chatteerjee and Diaconis have recently shown the asymptotic normality for the joint distribution of the number of descents and inverse descents in a random permutation. A noteworth…
Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
Bernard Bercu, Jeremie Bigot, Gauthier Thurin
We propose center-outward superquantile and expected shortfall functions, with applications to multivariate risk measurements, extending the standard notion of value at risk and co…
Stochastic optimal transport in Banach Spaces for regularized estimation of multivariate quantiles
Bernard Bercu, Jérémie Bigot, Gauthier Thurin
We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures and . Our work is motivated by th…