activity
20042026
most citedRisk bounds for the non-parametric estimation of Lévy processes

46 citations · 224 across the 39 of their papers we have counts for

collaborators

40 papers

math.PR2026

Markovian Random Words, a Gaussian Random Matrix Model and Beyond

Christian Houdré, Dorian Kidonakis

After centering and scaling, the length of the longest weakly increasing subsequence of a finite-state Markov random word converges to a Brownian last-passage functional with depen…

math.ST2019★ 1 cited

Iterated Jackknives and Two-Sided Variance Inequalities

Olivier Bousquet, Christian Houdré

We consider the variance of a function of independent random variables and provide new inequalities which, in particular, extend previous results obtained for symmetric functio…

math.PR2019

Normal approximation for functions of hidden Markov models

Christian Houdré, George Kerchev

The generalized perturbative approach is an all purpose variant of Stein's method used to obtain rates of normal approximation. Originally developed for functions of independent ra…

math.PR2019★ 17 cited

On Stein's Method for Multivariate Self-Decomposable Laws

Benjamin Arras, Christian Houdré

This work explores and develops elements of Stein's method of approximation, in the infinitely divisible setting, and its connections to functional analysis. It is mainly concerned…

math.PR2019

On the limiting law of the length of the longest common and increasing subsequences in random words with arbitrary distributions

Clément Deslandes, Christian Houdré

Let and be two independent sequences of i.i.d. random variables, with values in a finite and totally ordered alphabet $\mathcal{A}_m:=\{1,\dots,…

math.PR2019

Power Lower Bounds for the Central Moments of the Last Passage Time for Directed Percolation in a Thin Rectangle

Christian Houdré, Chen Xu

In directed last passage site percolation with i.i.d.~random weights with finite support over a grid, we prove that for large enough, the order of t…