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RANDOM TRUNCATIONS OF HAAR DISTRIBUTED MATRICES AND BRIDGES
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)}... -
Invariance principles for self-similar set-indexed random fields
For a stationary random field $(X_j)_{j\in\Z^d}$ and some measure m on $\R^d$, we consider the set-indexed weighted sum process $S_n(A)=\sum_{j\in\Z^d}m(nA\cap... -
Lévy processes with marked jumps II : Application to a population model with ...
45 pages, 6 figures -
Convergence of self-normalized partial sums processes in C[0,1] and D[0,1]
Let $(X_i)_{i\geq 1}$ be an i.i.d. sequence of mean zero random variables, $S_n:= X_1+\cdots + X_n$ and $V_n^2:=X_1^2+\cdots +X_n^2$. We consider four sequences of... -
An invariance principle under the total variation distance
International audience -
Self normalized central limit theorem for some mixing processes
We prove a self normalized central limit theorem for a new mixing class of processes introduced in Kacem et al. (2013). This class is larger than the classical... -
Limit directions of a vector cocycle, remarks and examples
International audience
