-
Functional central limit theorem for the volume of excursion sets generated b...
International audience -
Un modèle de trafic adapté à la volatilité de charge d'un service de vidéo à ...
Dynamic resource management has become an active area of research in the Cloud Computing paradigm. Cost of resources varies significantly depending on configuration... -
Large Deviation Principle for invariant distributions of Memory Gradient Diff...
International audience -
Precise large deviations for dependent regularly varying sequences.
We study a precise large deviation principle for a stationary regularly varying sequence of random variables. This principle extends the classical results of A.V.... -
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... -
Large and moderate deviations of realized covolatility
International audience -
Data Structures with Dynamical Random Transitions
International audience
