Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion.
Error estimates in -dimensional renewal theory
Error rates in the Darling-Kac law
This work provides rates of convergence in the Darling-Kac law for infinite measure preserving Pomeau-Manneville (unit interval) maps. Along the way we obtain error rates for the stable law associated with the first return map and the first return time to some suitable set inside the unit interval.
Espacements multivariés généralisés et recouvrements aléatoires
Espaces de cotype ,
Espérances et majorations pour un processus de branchement spatial markovien
Estimates for interval probabilities of the sums of random variables with locally subexponential distributions.
Estimates for the distribution of sums and maxima of sums of random variables without the Cramér condition.
Estimates in the invariance principle in terms of truncated power moments.
Estimates in the laws of large numbers for regular summation methods.
Estimates of random walk exit probabilities and application to loop-erased random walk.
Estimates of the rate of approximation in a de-poissonization lemma
Estimating a Distribution Function in the Presence of Auxiliary Information.
Estimation de grandes déviations pour les processus de diffusion à paramètre multidimensionnel
Estimation de la densité du recuit simulé
Estimation in models driven by fractional brownian motion
Let {bH(t), t∈ℝ} be the fractional brownian motion with parameter 0<H<1. When 1/2<H, we consider diffusion equations of the type X(t)=c+∫0tσ(X(u)) dbH(u)+∫0tμ(X(u)) du. In different particular models where σ(x)=σ or σ(x)=σ x and μ(x)=μ or μ(x)=μ x, we propose a central limit theorem for estimators of H and of σ based on regression methods. Then we give tests of the hypothesis on σ for these models. We also consider functional estimation on σ(⋅)...
Estimation of a quadratic functional of a density.
Estimations de grandes déviations pour des systèmes où apparaissent un bruit Gaussien et un bruit non Gaussien
Estimations de la dimension inférieure et de la dimension supérieure des mesures
Étude asymptotique du temps passé par le mouvement brownien dans un cône