16 citations · 63 across the 21 of their papers we have counts for
6 papers · 1 filter
Large deviation results for triangular arrays of semiexponential random variables
Thierry Klein, Agnès Lagnoux, Pierre Petit
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…
Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition
Fabien Brosset, Thierry Klein, Agnès Lagnoux +1
Asymptotics deviation probabilities of the sum S n = X 1 + + X n of independent and identically distributed real-valued random variables have been extens…
A conditional Berry-Esseen inequality
Thierry Klein, A Lagnoux, P Petit
As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables co…
Sensitivity analysis based on Cram{é}r von Mises distance
Fabrice Gamboa, Thierry Klein, Agnès Lagnoux
In this paper, we first study a new sensitivity index that is based on higher moments and generalizes the so-called Sobol one. Further, following an idea of Borgonovo ([3]), we def…
A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing
Thierry Klein, Agnès Lagnoux, Pierre Petit
\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed inte…
Conditional large and moderate deviations for sums of discrete random variables. Combinatoric applications
Fabrice Gamboa, Thierry Klein, Clémentine Prieur
We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some application…