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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

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Showing 2006 · math.PRShow all

5 papers · 2 filters

math.PR2006

On the Longest Increasing Subsequence for Finite and Countable Alphabets

Christian houdré, Trevis J. Litherland

Let be a sequence of iid random variables with values in a finite alphabet . Let be the length of the longest increasing subsequence…

math.PR2006★ 1 cited

Transportation Distance and the Central Limit Theorem

S. Ekisheva, C. Houdré

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also o…

math.PR2006

Median, Concentration and Fluctuation for Lévy Processes

C. Houdré, P. Marchal

We estimate a median of where is a Lipschitz function, is a Lévy process and an arbitrary time. This leads to concentration inequalities for . In turn,…

math.PR2006★ 2 cited

Concentration for norms of infinitely divisible vectors with independent components

Christian Houdré, Philippe Marchal, Patricia Reynaud-Bouret

We obtain dimension-free concentration inequalities for -norms, , of infinitely divisible random vectors with independent coordinates and finite exponential moments…

math.PR2006★ 4 cited

Concentration for Infinitely Divisible Vectors with Independent Components

C. Houdré, P. Reynaud-Bouret

For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite expon…