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researcher

C. Houdr'e

40 papers hereh-index 12486 citations40 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author19
  • middle author3
  • last author18

Across the 40 of 40 papers where every author was matched, so the position is known.

fields
  • math.PR34
  • math.ST4
  • q-fin.CP1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

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
Showing 2008Show all

3 papers · 1 filter

math.PR2008★ 10 cited

Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity

Jean-Christophe Breton, Christian Houdré

Given a random word of size n whose letters are drawn independently from an ordered alphabet of size m, the fluctuations of the shape of the random RSK Young tableaux are inves…

math.PR2008★ 6 cited

On the Limiting Shape of Markovian Random Young Tableaux

Christian Houdré, Trevis J. Litherland

Let (Xn​)n≥0​ be an irreducible, aperiodic, homogeneous Markov chain, with state space an ordered finite alphabet of size m. Using combinatorial constructions and weak in…

math.PR2008★ 9 cited

Small-time expansions for the transition distributions of Lévy processes

José E. Figueroa-López, Christian Houdré

Let X be a Lévy process with absolutely continuous Lévy measure ν. Small time polynomial expansions of order n in t are obtained for the tails P(Xt​≥y) of the proc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.