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A sequential particle algorithm that keeps the particle system alive
A sequential particle algorithm proposed by Oudjane (2000) is studied here, which uses an adaptive random number of particles at each generation and guarantees that... -
Convergence of adaptive sampling schemes
International audience -
Brownian Confidence Bands on Monte Carlo Output
International audience -
Higher Order variance and Gauss Jacobi Quadrature
In this report, we study in a detailed way higher order variances and quadrature Gauss Jacobi. Recall that the variance of order j measures the concentration of a... -
Brownian motion and Harmonic functions on Sol(p,q)
The Lie group Sol(p,q) is the semidirect product induced by the action of the real numbers R on the plane R^2 which is given by (x,y) --> (exp{p z} x, exp{-q z} y),... -
Fractional multiplicative processes
International audience -
Poisson intensity parameter estimation for stationary Gibbs point processes o...
International audience -
High Frequency Asymptotics for Wavelet-Based Tests for Gaussianity and Isotro...
33 pages, 3 figures -
The cluster index of regularly varying sequences with applications to limit t...
We introduce the cluster index of a multivariate regularly varying stationary sequence and characterize the index in terms of the spectral tail process. This index... -
Importance Sampling and Statistical Romberg method
The efficiency of Monte Carlo simulations is significantly improved when implemented with variance reduction methods. Among these methods we focus on the popular... -
Asymptotics for Spherical Needlets
35 pages with 2 figures -
The optimal Fourth Moment Theorem
10 pages -
The CLT for rotated ergodic sums and related processes
International audience -
Central limit theorem for commutative semigroups of toral endomorphisms
Let $\Cal S$ be an abelian finitely generated semigroup of endomorphisms of a probability space $(\Omega, {\Cal A}, \mu)$, with $(T_1, ..., T_d)$ a system of... -
A CLT for information-theoretic statistics of non-centered Gram random matrices
International audience -
On the asymptotic normality of frequency polygons for strongly mixing spatial...
This paper establishes the asymptotic normality of frequency polygons in the context of stationary strongly mixing random fields indexed by $\Z^d$. Our method allows... -
Cramér large deviation expansions for martingales under Bernstein's condition
International audience
