1 citations · 1 across the 4 of their papers we have counts for
4 papers
The Harmonic Indel Distance
Bob Pepin
This short note introduces the harmonic indel distance (HID), a new distance between strings where the cost of an insertion or deletion is inversely proportional to the string leng…
Concentration Inequalities for Additive Functionals: a Martingale Approach
Bob Pepin
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequaliti…
Time Averages of Markov Processes and Applications to Two-Timescale Problems
Bob Pepin
We show a decomposition into the sum of a martingale and a deterministic quantity for time averages of the solutions to non-autonomous SDEs and for discrete-time Markov processes.…
Towards a Quantitative Averaging Principle for Stochastic Differential Equations
Bob Pepin
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove…