1 citations · 3 across the 8 of their papers we have counts for
10 papers
Mod-Poisson approximation schemes: Applications to credit risk
Pierre-Loïc Méliot, Ashkan Nikeghbali, Gabriele Visentin
We introduce a new numerical approximation method for functionals of factor credit portfolio models based on the theory of mod- convergence and mod- approximation schemes. Th…
Mod-Poisson approximation schemes and higher-order Chen-Stein inequalities
Pierre-Loïc Méliot, Ashkan Nikeghbali, Gabriele Visentin
In this article, we provide an extension of the Chen-Stein inequality for Poisson approximation in the total variation distance for sums of independent Bernoulli random variables i…
Asymptotics of the major index of a random standard tableau
Pierre-Loïc Méliot, Ashkan Nikeghbali
In this article, we establish the mod- convergence of the major index of a uniform random standard tableau whose shape converges in the Thoma simplex. This implies various proba…
Gaussian approximations for random vectors
Pierre-Loïc Méliot, Ashkan Nikeghbali
We present several refinements on the fluctuations of sequences of random vectors (with values in the Euclidean space ) which converge after normalization to a multid…
On the precise deviations of the characteristic polynomial of a random matrix
Pierre-Loïc Méliot, Ashkan Nikeghbali
In this paper, using techniques developed in our earlier works on the theory of mod-Gaussian convergence, we prove precise moderate and large deviation results for the logarithm of…
A central limit theorem for singular graphons
Pierre-Loïc Méliot
We associate to a graphon the sequence of -random graphs . We say that the graphon is singular if, for any finite graph , the homomorphism density $t…
Fluctuations of the Gromov-Prohorov sample model
Jacques de Catelan, Pierre-Loïc Méliot
In this paper, we study the fluctuations of observables of metric measure spaces which are random discrete approximations of a fixed arbitrary (complete, separable) metric me…
Asymptotic representation theory and the spectrum of a random geometric graph on a compact Lie group
Pierre-Loïc Méliot
Let be a compact Lie group, and . The random geometric graph on is the random graph whose vertices are random points chosen und…
The cut-off phenomenon for Brownian motions on symmetric spaces of compact type
Pierre-Loïc Méliot
We prove the cut-off phenomenon in total variation distance for the Brownian motions traced on the classical symmetric spaces of compact type, that is to say: (1) the classical sim…
Random partitions and asymptotic theory of symmetric groups, Hecke algebras and finite Chevalley groups
Pierre-Loïc Méliot
In this thesis, we investigate the asymptotics of random partitions chosen according to probability measures coming from the representation theory of the symmetric groups and…