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researcher

Nicolas Privault

54 papers hereh-index 284k citations313 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author12
  • first author10
  • middle author8
  • last author22

Across the 52 of 54 papers where every author was matched, so the position is known.

fields
  • math.PR34
  • math.NA4
  • cs.IT2
  • cs.LG2
  • cs.NI2
  • math.ST2
same name
  • Nicolas Privault — 9 papers, h 2
  • Nicolas Privault — 2 papers
  • Nicolas Privault — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedPerformance Analysis of Ambient RF Energy Harvesting with Repulsive Point Process Modeling

68 citations · 231 across the 47 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

2 papers · 2 filters

math.PR2017

Stein approximation for functionals of independent random sequences

Nicolas Privault, Grzegorz Serafin

We derive Stein approximation bounds for functionals of uniform random variables, using chaos expansions and the Clark-Ocone representation formula combined with derivation and fin…

math.PR2017

A recursive algorithm for selling at the ultimate maximum in regime-switching models

Yue Liu, Nicolas Privault

We propose a recursive algorithm for the numerical computation of the optimal value function inft≤τ≤T​E[sup0≤s≤T​Ys​/Yτ​​Ft​] over the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.