Fabien Panloup

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20052026

most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 114 across the 27 of their papers we have counts for

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Showing 2008 · math.PRShow all

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math.PR2008

A connection between extreme value theory and long time approximation of SDE's

Fabien Panloup

We consider a sequence $(ξ_{n})_{n \geq 1}$ of $i . i . d .$ random values living in the domain of attraction of an extreme value distribution. For such sequence, there exists $(a_{n})$ and $(…