5 papers · 1 filter
Optimal transport, determinantal point processes and the Bergman kernel
William Driot, Laurent Decreusefond
We study the Bergman determinantal point process from a theoretical point of view motivated by its simulation. We construct restricted and restricted-truncated variants of the Berg…
Rate of convergence of the conditioned random walk towards the Brownian bridge
Laurent Decreusefond, Antonin Jacquet
We study the rate of convergence of two discrete processes towards the Brownian bridge: the random walk conditioned to be zero at time 2n and the empirical process which appears in…
Quantitative Limit Theorems for Cox-Poisson and Cox-Binomial Point Processes
Hamza Adrat, Laurent Decreusefond
This paper establishes quantitative limit theorems for two classes of Cox point processes, quantifying their convergence to a Poisson point process (PPP). We employ Stein's method…
Stein's method for max-stable random vectors
Bruno Costacèque, Laurent Decreusefond
Motivated by the omnipresence of extreme value distributions in limit theorems involving extremes of random processes, we adapt Stein's method to include these laws as possible tar…
Invertibility of functionals of the Poisson process and applications
Laure Coutin, Laurent Decreusefond
Following previous investigations by {Ã}st{ü}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random c…