Renewal theory in dimensions II
Répartition d'état d'un opérateur de Schrödinger aléatoire Distribution empirique des valeurs propres d'une matrice de Jacobi
Risk bounds for new M-estimation problems
In this paper, we consider a new framework where two types of data are available: experimental data Y1,...,Yn supposed to be i.i.d from Y and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon Y. We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data n, reduced model complexity and computing budget m. The method we present is general enough to cover a wide range of applications....
Scaling of a random walk on a supercritical contact process
We prove a strong law of large numbers for a one-dimensional random walk in a dynamic random environment given by a supercritical contact process in equilibrium. The proof uses a coupling argument based on the observation that the random walk eventually gets trapped inside the union of space–time cones contained in the infection clusters generated by single infections. In the case where the local drifts of the random walk are smaller than the speed at which infection clusters grow, the random walk...
Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants.
Self-decomposable probability measures on Banach spaces
Self-interacting diffusions II : convergence in law
Semigroup-theoretical proofs of the central limit theorem and other theorems of analysis.
Semi-stable probability measures on
Sharp small ball asymptotics for Slepian and Watson processes in Hilbert norm.
Singles in a Markov chain.
Small counts in the infinite occupancy scheme.
Some invariant test procedures for detection of structural changes
Regression and scale invariant -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.
Some limit theorems of intermediate term of a random number of independent random variables
Some remarks on stable sequences of random variables
Some results on the convergence of weighted sums of random elements in separable Banach spaces
Spectral gap and logarithmic Sobolev inequality for unbounded conservative spin systems
Spectral norm of random large dimensional noncentral Toeplitz and Hankel matrices.
Stability of precise Laplace's method under approximations; Applications
We study the fluctuations around non degenerate attractors of the empirical measure under mean field Gibbs measures. We prove that a mild change of the densities of these measures does not affect the central limit theorems. We apply this result to generalize the assumptions of [3] and [12] on the densities of the Gibbs measures to get precise Laplace estimates.
Stability of precise Laplace's method under approximations ; applications