A. Lagnoux

activity

20132020

most citedProbability that the maximum of the reflected Brownian motion over a finite interval

[0, t]

is achieved by its last zero before

t

1 citations · 1 across the 3 of their papers we have counts for

collaborators

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5 papers · 1 filter

math.PR2020

Large deviation results for triangular arrays of semiexponential random variables

Thierry Klein, Agnès Lagnoux, Pierre Petit

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extens…

math.PR2020

Probabilistic proofs of large deviation results for sums of semiexponential random variables and explicit rate function at the transition

Fabien Brosset, Thierry Klein, Agnès Lagnoux +1

Asymptotics deviation probabilities of the sum S n = X 1 + $\times$ $\times$ $\times$ + X n of independent and identically distributed real-valued random variables have been extens…

math.PR2019

A conditional Berry-Esseen inequality

Thierry Klein, A Lagnoux, P Petit

As an extension of a central limit theorem established by Svante Janson, we prove a Berry-Esseen inequality for a sum of independent and identically distributed random variables co…

math.PR2015★ 1 cited

Probability that the maximum of the reflected Brownian motion over a finite interval $[0, t]$ is achieved by its last zero before $t$

Agnès Lagnoux, Sabine Mercier, Pierre Vallois

We calculate the probability $p_{c}$ that the maximum of a reflected Brownian motion $U$ is achieved on a complete excursion, i.e. $p_{c} := P (U (t) = U^{*} (t))$ where $\ov…

math.PR2015

A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing