14 citations · 19 across the 3 of their papers we have counts for
3 papers
math.PR2016★ 1 cited
Computing wedge probabilities
Bernard Ycart, Rémy Drouilhet
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are comp…
math.ST2010★ 14 cited
Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
Jean-François Coeurjolly, Rémy Drouilhet
This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vectθ$ parameterizing a stationary Gibbs point process. Sufficient conditions, ex…
math.PR2010★ 4 cited
Existence of Gibbsian point processes with geometry-dependent interactions
David Dereudre, Remy Drouilhet, Hans-Otto Georgii
We establish the existence of stationary Gibbsian point processes for interactions that act on hyperedges between the points. For example, such interactions can depend on Delaunay…