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Resource control and strong normalisation (old version)
We introduce the resource control cube, a system consisting of eight intuitionistic lambda calculi with either implicit or explicit control of resources and with... -
Compétence, incapacités et inaptitudes au travail : l'exemple de l'assistance...
Après la crise du milieu du XIXe siècle les aliénistes rouennais font un état de la population asilaire en Seine-Inférieure en 1853. Cette enquête permet de mettre en... -
Faire une histoire intellectuelle, sociale et politique de la " médecine ment...
An original alienist movement set up in "Lower Seine" with the creation of the departemental public asylum of Saint-Yon in 1825 and the opening of the agricultural... -
Computation of the topological type of a real Riemann surface
We present an algorithm for the computation of the topological type of a real compact Riemann surface associated to an algebraic curve, i.e., its genus and the... -
The Squire in the Helicopter
During academic year 2009-2010, I carried fieldwork in Bucharest on a popular music genre called maneleThis paper deals with their ironic and parodic aspects. Please... -
Lower-order logsums
The logsum formula, which provides the expected maximum utility for the multinomial logit model, is often used as a measure of welfare. We provide here a closed form... -
The characteristic polynomial on compact groups with Haar measure : some equa...
This note presents some equalities in law for $Z_N:=\det(\Id-G)$, where $G$ is an element of a subgroup of the set of unitary matrices of size $N$, endowed with its... -
Evidence for WZ and ZZ production in final states with b-tagged jets
See paper for full list of authors. Preliminary results for Fall 2011 -
Description of two soliton collision for the quartic gKdV equation
This paper concerns the problem of collision of two solitons for the quartic generalized Korteweg-de Vries equation. We introduce a new framework to describe the... -
A companion for the Kiefer--Wolfowitz--Blum stochastic approximation algorithm
Published in at http://dx.doi.org/10.1214/009053606000001451 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics... -
Confidence bands for densities, logarithmic point of view
Let $f$ be a probability density and $C$ be an interval on which $f$ is bounded away from zero. By establishing the limiting distribution of the uniform error of the... -
Quantum product and parabolic orbits in homogeneous spaces
19 pages, 3 figures -
Intergenerational transmission of non-communicable chronic diseases
We introduce a theoretical framework that contributes to the understanding of non-communicable chronic diseases' (NCDs) epidemics: even if NCDs are non-infectious... -
Corruption in Open-Source Software Organisations: A Theoretical Framework
This article analyses the corruption phenomenon in Open Source Software Organizations using a deductive approach. For that purpose, we examine whether there may be... -
Time Properties Verification Framework for UML-MARTE Safety Critical Real-Tim...
Time properties are key requirements for the reliability of Safety Critical Real-Time Systems (RTS). UML and MARTE are standardized modelling languages widely accepted... -
Simulating the DPLL(T ) procedure in a sequent calculus with focusing
This paper gives an abstract description of decision procedures for Satisfiability Modulo Theory (SMT) as proof search procedures in a sequent calculus with polarities... -
The value of lies in a power-to-take game with imperfect information
Humans can lie strategically in order to leverage on their negotiation power. For instance, governments can claim that a "scapegoat" third party is responsible for... -
Modelling macroeconomic effects and expert judgements in operational risk : a...
Publié in J. Operational Risk 7, 3-23 (Winter 2013) DOI : https://doi.org/10.21314/jop.2012.113 -
Absolute continuity of Markov chains ergodic measures by Dirichlet forms methods
We study the absolute continuity of ergodic measures of Markov chains $X_{n+1}=F(X_n,Y_{n+1})$ for the discrete case, and $dX_t=b(X_t)dt+\sigma(X_t).dW_t$ for the...
