Raoul Normand

activity

20092019

most citedSelf-organized criticality in a discrete model for Smoluchowski's equation

7 citations · 23 across the 9 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

3 papers · 2 filters

math.PR2014

Local times in a Brownian excursion

Krishna B. Athreya, Raoul Normand, Vivekananda Roy +1

Let ${B (t), t \geq 0}$ be a standard Brownian motion in $R$ . Let $T$ be the first return time to 0 after hitting 1, and ${L (T, x), x \in R}$ be the local time…

math.PR2014★ 7 cited

Self-organized criticality in a discrete model for Smoluchowski's equation

Mathieu Merle, Raoul Normand

We study a discrete model of coagulation, involving a large number $N$ of particles. Pairs of particles are given i.i.d exponential clocks with parameter $1/ N$ . When a clock rings,…

math.PR2014★ 1 cited

Variance reduction for diffusions

Chii-Ruey Hwang, Raoul Normand, Sheng-Jhih Wu

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target…