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Towards zero variance estimators for rare event probabilities
Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events... -
A conditional limit theorem for random walks under extreme deviation
This paper explores a conditional Gibbs theorem for a random walkinduced by i.i.d. (X₁,..,X_{n}) conditioned on an extreme deviation of its sum (S₁ⁿ=na_{n}) or... -
Metastable transition times for finite and infinite dimensional stochastic dy...
In this thesis, we work on metastability for some stochastic dynamical systems. More precisely, we study some differential or partial differential equations perturbed... -
Multi-Dimensional Markov Model for Performance Evaluation of an Ethernet Switch
With continuously increasing use of switched Ethernet for supporting various applications, it is important to precisely characterize the performance of Ethernet... -
Large deviation probability and local density of sets
Projet FRACTALES -
Estimates of cycle times in stochastic Petri nets
Disponible dans les fichiers attachés à ce document -
Large deviation properties for patterns
Presentation at LSD&LAW 2012. To appear in JDA. -
Statistical mechanics and long range interactions
We briefly review the classical approach to equilibrium and out of equilibrium statistical mechanics of long range interacting systems, for which the energy is not... -
Light tails: Gibbs conditional principle under extreme deviation
Let X₁,..,X_{n} denote an i.i.d. sample with light tail distribution and S₁ⁿ denote the sum of its terms; let a_{n} be a real sequence going to infinity with n. In a... -
Long runs under a conditional limit distribution
55 pages. To appear Annals of Applied Probability -
Large deviation exponential inequalities for supermartingales
International audience -
Moments, moderate and large deviations for a branching process in a random en...
International audience -
An extension of the target theory in biology applied to system reliability
International audience
