2 citations · 7 across the 9 of their papers we have counts for
9 papers
Coherence of high-dimensional random matrices in a Gaussian case : application of the Chen-Stein method
M Boucher, D Chauveau, M Zani
This paper studies the -coherence of a (n x p)-observation matrix in a Gaussian framework. The -coherence is defined as the largest magnitude outside a diagonal bandwith of s…
Sharp Large Deviations for empirical correlation coefficients
Thi Truong, Marguerite Zani
We study Sharp Large Deviations for Pearson's empirical correlation coefficients in the Spherical and Gaussian cases
Approximation complexity of homogeneous sums of random processes
A. A. Khartov, M. Zani
We study approximation properties of additive random fields , , which are sums of zero-mean random processes with the same continuous covariance functions. The…
Asymptotic analysis of average case approximation complexity of additive random fields
A. A. Khartov, M. Zani
We study approximation properties of sequences of centered additive random fields , . The average case approximation complexity is defin…
Large deviations for clocks of self-similar processes
Alain Rouault, Nizar Demni, Marguerite Zani
The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a Lévy process drifting to and its inverse, the clock of the c…
Approximation of additive random fields based on standard information: average case and probabilistic settings
Mikhail Lifshits, Marguerite Zani
We consider approximation problems for tensor product and additive random fields based on standard information in the average case setting. We also study the probabilistic setting…