activity
20062026
most citedRandom rewards, fractional Brownian local times and stable self-similar processes

26 citations · 93 across the 13 of their papers we have counts for

collaborators

14 papers

math.PR2026

Split merge dynamics for expanding intervals and point processes on the real line

Serge Cohen, Shambo Saha

We study sequences of partitions of a non decreasing sequence I n of intervals into subintervals, starting from the trivial partition, in which each partition is obtained from the…

math.PR2025

Interlacing sequences resulting from an interval split-merge dynamics and the induced probability measures

Serge Cohen, James Norris, Michel Pain +1

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting i…

math.PR2023

Transition of the simple random walk on the graph of the ice-model

Serge Cohen, Xavier Bressaud

The 6-vertex model is a seminal model for many domains in Mathematics and Physics. The sets of configurations of the 6-vertex model can be described as the sets of paths in multigr…

math.ST2013★ 4 cited

Gaussian Mixture Regression model with logistic weights, a penalized maximum likelihood approach

Lucie Montuelle, Erwan Le Pennec, Serge Cohen

We wish to estimate conditional density using Gaussian Mixture Regression model with logistic weights and means depending on the covariate. We aim at selecting the number of compon…

math.PR2012

Approximation of stationary solutions to SDEs driven by multiplicative fractional noise

Serge Cohen, Fabien Panloup, Samy Tindel

In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationar…

math.PR2012★ 1 cited

Diffusivity of a random walk on random walks

Emmanuel Boissard, Serge Cohen, Thibault Espinasse +1

We consider a random walk with the constraint that each coordinate of the walk is at distance one from the following one. In th…