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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 2017Show all

3 papers · 1 filter

math.PR2017★ 42 cited

On Stein's Method for Infinitely Divisible Laws With Finite First Moment

Benjamin Arras, Christian Houdré

We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment. Based on a correlation representation, we o…

math.PR2017

On a Generalization of the Arcsine Law

Christian Houdré, Trevis J. Litherland

The gaps between the times, in a Weyl chamber, at which the sum of the increments of independent Brownian motions attains its maximum has a Dirichlet distribution.

math.PR2017★ 3 cited

Simulations, Computations, and Statistics for Longest Common Subsequences

Qingqing Liu, Christian Houdré

The length of the longest common subsequences (LCSs) is often used as a similarity measurement to compare two (or more) random words. Below we study its statistical behavior in mea…

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