D. Paindaveine

collaborators

Showing math.PRShow all

3 papers · 1 filter

math.PR2026

Stopping on the last success with unknown odds: asymptotic minimax optimality of the plug-in rule

Davy Paindaveine

We study the last-success problem for sequential Bernoulli trials in the homogeneous setting where $X_{1}, \dots, X_{n}$ are i.i.d. $Bernoulli (p)$ but the success probability $…

math.PR2025

Win rates at first-passage times for biased simple random walks

F. Thomas Bruss, Davy Paindaveine

We study the win rate $R_{N_{d}} / N_{d}$ of a biased simple random walk $S_{n}$ on $Z$ at the first-passage time $N_{d} = in f {n \geq 0 : S_{n} = d}$ , with $p = P [X_{1} = + 1] \in [1/2, 1)$ . Using g…

math.PR2025

On the robustness of semi-discrete optimal transport

Davy Paindaveine, Riccardo Passeggeri

We derive the breakdown point for solutions of semi-discrete optimal transport problems, which characterizes the robustness of the multivariate quantiles based on optimal transport…