activity
20062019
most citedEstimation in models driven by fractional Brownian motion

29 citations · 94 across the 9 of their papers we have counts for

collaborators

11 papers

math.PR2019★ 1 cited

On 3-dimensional Berry's model

Federico Dalmao, Anne Estrade, José León

This work aims to study the dislocation or nodal lines of 3D Berry's random wave model. Their expected length is computed both in the isotropic and anisotropic cases, being them co…

math.PR2019

On the finiteness of the moments of the measure of level sets of random fields

Diego Armentano, Jean-Marc Azaïs, Federico Dalmao +2

General conditions on smooth real valued random fields are given that ensure the finiteness of the moments of the measure of their level sets. As a by product a new generalized Kac…

math.PR2018★ 1 cited

Central Limit Theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems

Jean-Marc Azaïs, Diego Armentano, Federico Dalmao +1

We state the Central Limit Theorem, as the degree goes to infinity, for the normalized volume of the zero set of a rectangular Kostlan-Shub-Smale random polynomial system. This pap…

math.PR2017

Asymptotic normality of high level-large time crossings of a Gaussian process

Federico Dalmao, José Rafael León, Ernesto Mordecki +1

We prove the asymptotic normality of the standardized number of crossings of a centered stationary mixing Gaussian process when both the level and the time horizon go to infinity i…

math.PR2016★ 3 cited

Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term

Patrick Cattiaux, José R. León, Clémentine Prieur

This paper is the third part of our study started with Cattiaux, León and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359…

math.PR2015★ 1 cited

Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients

Jean-Marc Azaïs, Federico Dalmao, José León +2

Let be a random trigonometric polynomial of degree with iid coefficients and let denote the (random) number of its zeros lying in the compact interval $I\subset\…