255 citations · 949 across the 71 of their papers we have counts for
7 papers · 1 filter
Poincaré inequalities and hitting times
Patrick Cattiaux, Arnaud Guillin, Pierre-André Zitt
Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for…
Local estimation of the Hurst index of multifractional Brownian motion by Increment Ratio Statistic method
Pierre R. Bertrand, Mehdi Fhima, Arnaud Guillin
We investigate here the Central Limit Theorem of the Increment Ratio Statistic of a multifractional Brownian motion, leading to a CLT for the time varying Hurst index. The proofs a…
Some remarks on weighted logarithmic Sobolev inequality
Patrick Cattiaux, Arnaud Guillin, Liming Wu
We give here a simple proof of weighted logarithmic Sobolev inequality, for example for Cauchy type measures, with optimal weight, sharpening results of Bobkov-Ledoux. Some consequ…
Poincaré inequality and the Lp convergence of semi-groups
Patrick Cattiaux, Arnaud Guillin, Cyril Roberto
We prove that for symmetric Markov processes of diffusion type admitting a "carré du champ", the Poincaré inequality is equivalent to the exponential convergence of the associated…
Off-line detection of multiple change points with the Filtered Derivative with p-Value method
Pierre R. Bertrand, Mehdi Fhima, Arnaud Guillin
This paper deals with off-line detection of change points for time series of independent observations, when the number of change points is unknown. We propose a sequential analysis…
Bernstein type's concentration inequalities for symmetric Markov processes
Fuqing Gao, Arnaud Guillin, Liming Wu
Using the method of transportation-information inequality introduced in \cite{GLWY}, we establish Bernstein type's concentration inequalities for empirical means $\frac 1t \int_0^t…