33 citations · 101 across the 19 of their papers we have counts for
8 papers · 1 filter
Computing wedge probabilities
Bernard Ycart, Rémy Drouilhet
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are comp…
Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes
Marina Kleptsyna, Alain Le Breton, Bernard Ycart
The Gärtner-Ellis condition for the square of an asymptotically stationary Gaussian process is established. The same limit holds for the conditional distri-bution given any fixed i…
Weighted Kolmogorov Smirnov testing: an alternative for Gene Set Enrichment Analysis
Konstantina Charmpi, Bernard Ycart
Gene Set Enrichment Analysis (GSEA) is a basic tool for genomic data treatment. From a statistical point of view, the centering of its test statistic does not allow the derivation…
Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process
Marina Kleptsyna, Alain Le Breton, Bernard Ycart
The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplica…
Bounds for left and right window cutoffs
Javiera Barrera, Bernard Ycart
The location and width of the time window in which a sequence of processes converges to equilibrum are given under conditions of exponential convergence. The location depends on th…
A case of mathematical eponymy: the Vandermonde determinant
Bernard Ycart
We study the historical process that led to the worldwide adoption, throughout mathematical research papers and textbooks, of the denomination "Vandermonde determinant". The mathem…