Improvement of the non-uniform version of Berry-Esseen inequality via Paditz-Siganov theorems.
Indefinite quadratic functionals of gaussian processes and least-action paths
Inefficient estimators of the bivariate survival function for three models
Inequalities and limit theorems for random allocations
Random allocations of balls into boxes are considered. Properties of the number of boxes containing a fixed number of balls are studied. A moment inequality is obtained. A merge theorem with Poissonian accompanying laws is proved. It implies an almost sure limit theorem with a mixture of Poissonian laws as limiting distribution. Almost sure versions of the central limit theorem are obtained when the parameters are in the central domain.
Inference on the variance and smoothing of the paths of diffusions
Infinite invariant measures for non-uniformely expanding transformations of [0, 1]: weak law of large numbers with anamalous scaling.
Infinitesimal behaviour of a continuous local martingale
Intersections of randomly embedded sparse graphs are Poisson.
Interval estimation for the Poisson distribution parameter with a single observation.
Invariance principles for ranked excursion lengths and heights.
Invariance principles in Hölder spaces.
Isotropic random walks on affine buildings
In this paper we apply techniques of spherical harmonic analysis to prove a local limit theorem, a rate of escape theorem, and a central limit theorem for isotropic random walks on arbitrary thick regular affine buildings of irreducible type. This generalises results of Cartwright and Woess where buildings are studied, Lindlbauer and Voit where buildings are studied, and Sawyer where homogeneous trees are studied (these are buildings).
Jack deformations of Plancherel measures and traceless Gaussian random matrices.
Jucys-Murphy element and walks on modified Young graph
Biane found out that irreducible decomposition of some representations of the symmetric group admits concentration at specific isotypic components in an appropriate large n scaling limit. This deepened the result on the limit shape of Young diagrams due to Vershik-Kerov and Logan-Shepp in a wider framework. In particular, it is remarkable that asymptotic behavior of the Littlewood-Richardson coefficients in this regime was characterized in terms of an operation in free probability of Voiculescu....
Kernel Estimation of a Smooth Distribution Function Based on Censored Data.
La démonstration du second théorème limite du calcul de probabilité par la méthode de Cauchy-Lévy reposant sur la fonction caractéristique
Laplace transform estimates and deviation inequalities
Large deviations and full Edgeworth expansions for finite Markov chains with applications to the analysis of genomic sequences
To establish lists of words with unexpected frequencies in long sequences, for instance in a molecular biology context, one needs to quantify the exceptionality of families of word frequencies in random sequences. To this aim, we study large deviation probabilities of multidimensional word counts for Markov and hidden Markov models. More specifically, we compute local Edgeworth expansions of arbitrary degrees for multivariate partial sums of lattice valued functionals of finite Markov...
Large deviations, central limit theorems and convergence for Young measures and stochastic homogenizations
Large deviations, central limit theorems and Lp convergence for Young measures and stochastic homogenizations
We study the stochastic homogenization processes considered by Baldi (1988) and by Facchinetti and Russo (1983). We precise the speed of convergence towards the homogenized state by proving the following results: (i) a large deviations principle holds for the Young measures; if the Young measures are evaluated on a given function, then (ii) the speed of convergence is bounded in every Lp norm by an explicit rate and (iii) central limit theorems hold. In dimension 1, we apply these results...