European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics Short Title: ESAIM, Probab. Stat. Parallel Title: ESAIM. Probabilités et Statistique Publisher: EDP Sciences, Les Ulis; Société de Mathématiques Appliquées et Industrielles (SMAI), Institut Henri Poincaré, Paris ISSN: 1292-8100; 1262-3318/e Online: http://www.esaim-ps.org/component/issues/?task=all&Itemid=121http://www.numdam.org/journals/PS Comments: Journal; Indexed cover-to-cover; Published electronic only as of Vol. 20 (2016). Print ISSN until then: 1292-8100. Documents Indexed: 589 Publications (since 1995) References Indexed: 438 Publications with 11,099 References. all top 5 Latest Issues 28 (2024) 27 (2023) 26 (2022) 25 (2021) 24 (2020) 23 (2019) 22 (2018) 21 (2017) 20 (2016) 19 (2015) 18 (2014) 17 (2013) 16 (2012) 15 (2011) 14 (2010) 13 (2009) 12 (2008) 11 (2007) 10 (2006) 9 (2005) 8 (2004) 7 (2003) 6 (2002) 5 (2001) 4 (2000) 3 (1999) 2 (1998) 1 (1997) all top 5 Authors 7 Miclo, Laurent 6 Gloter, Arnaud 6 Pène, Françoise 5 Nadarajah, Saralees 5 Pardoux, Etienne 5 Prieur, Clémentine 5 Roynette, Bernard 4 Azaïs, Jean-Marc 4 Cadre, Benoît 4 Dedecker, Jérôme 4 Istas, Jacques 4 Lejay, Antoine 4 Löcherbach, Eva 4 Loukianova, Dasha 4 Pagès, Gilles 4 Privault, Nicolas 4 Proïa, Frédéric 4 Withers, Christopher Stroude 4 Yor, Marc 3 Allassonnière, Stéphanie 3 Bansaye, Vincent 3 Baraud, Yannick 3 Bednorz, Witold Marek 3 Cerf, Raphaël 3 Ćmiel, Bogdan 3 Coutin, Laure 3 Del Moral, Pierre 3 Di Bernardino, Elena 3 Durot, Cécile 3 Étoré, Pierre 3 Garnier, Josselin 3 Gassiat, Elisabeth 3 Gaunt, Robert Edward 3 Girard, Stéphane 3 Gugushvili, Shota 3 Guillin, Arnaud 3 Guillotin-Plantard, Nadine 3 Jacod, Jean 3 Janon, Alexandre 3 Jourdain, Benjamin 3 Klein, Thierry E. 3 Kleptsyna, Marina L. 3 Lagnoux, Agnès 3 Lavielle, Marc 3 Le Breton, Alain 3 León, José Rafael R. 3 Loubes, Jean-Michel 3 Louhichi, Sana 3 Ludeña, Carenne C. 3 Marckert, Jean-François 3 Matias, Catherine 3 Matzner-Løber, Eric 3 Maume-Deschamps, Véronique 3 Michel, Bertrand 3 Mirakhmedov, Sherzod Mira’zam 3 Monmarché, Pierre 3 Pinelis, Iosif Froimovich 3 Popov, Serguei Yu. 3 Samson, Adeline 3 Sanz-Solé, Marta 3 Spreij, Peter 3 Tudor, Ciprian A. 3 Tugaut, Julian 3 Viot, Michel 3 Worms, Rym 2 Abraham, Romain 2 Adamczak, Radosław 2 Albin, Patrik 2 Avram, Florin 2 Bachoc, François 2 Barbour, Andrew David 2 Bardet, Jean-Marc 2 Benhenni, Karim 2 Bercu, Bernard 2 Bertail, Patrice 2 Biau, Gérard 2 Bigot, Jéremie 2 Bitseki Penda, S. Valère 2 Boivin, Daniel 2 Bon, Jean-Louis 2 Bréhier, Charles-Edouard 2 Bretagnolle, Jean L. 2 Brouste, Alexandre 2 Budhiraja, Amarjit S. 2 Butucea, Cristina 2 Cattiaux, Patrick 2 Cénac, Peggy 2 Chaabane, Faouzi 2 Chaleyat-Maurel, Mireille 2 Chautru, Emilie 2 Clausel, Marianne 2 Clémençon, Stéphan 2 Clement, Emmanuelle 2 Cohen, Serge 2 Cuevas, Antonio 2 De Castro, Yohann 2 Doukhan, Paul 2 Doumas, Aristides V. 2 Eichelsbacher, Peter 2 Ekström, Erik ...and 753 more Authors all top 5 Fields 444 Probability theory and stochastic processes (60-XX) 262 Statistics (62-XX) 52 Numerical analysis (65-XX) 26 Statistical mechanics, structure of matter (82-XX) 26 Biology and other natural sciences (92-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Partial differential equations (35-XX) 16 Computer science (68-XX) 15 Operations research, mathematical programming (90-XX) 14 Dynamical systems and ergodic theory (37-XX) 14 Systems theory; control (93-XX) 13 Combinatorics (05-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 11 Measure and integration (28-XX) 11 Functional analysis (46-XX) 11 Operator theory (47-XX) 11 Information and communication theory, circuits (94-XX) 10 Real functions (26-XX) 8 Ordinary differential equations (34-XX) 8 Harmonic analysis on Euclidean spaces (42-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Approximations and expansions (41-XX) 4 Quantum theory (81-XX) 3 History and biography (01-XX) 3 Number theory (11-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Special functions (33-XX) 3 Difference and functional equations (39-XX) 3 Integral equations (45-XX) 2 General and overarching topics; collections (00-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Convex and discrete geometry (52-XX) 2 Differential geometry (53-XX) 2 General topology (54-XX) 2 Mechanics of particles and systems (70-XX) 2 Relativity and gravitational theory (83-XX) 2 Geophysics (86-XX) 1 Field theory and polynomials (12-XX) 1 Group theory and generalizations (20-XX) 1 Potential theory (31-XX) 1 Integral transforms, operational calculus (44-XX) 1 Geometry (51-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 460 Publications have been cited 3,623 times in 3,222 Documents Cited by ▼ Year ▼ Analysis of the rosenblatt process. Zbl 1187.60028 Tudor, Ciprian A. 99 2008 Theory of classification: a survey of some recent advances. Zbl 1136.62355 Boucheron, Stéphane; Bousquet, Olivier; Lugosi, Gábor 98 2005 On Talagrand’s deviation inequalities for product measures. Zbl 0869.60013 Ledoux, Michel 96 1996 KPZ formula for log-infinitely divisible multifractal random measures. Zbl 1268.60070 Rhodes, Rémi; Vargas, Vincent 72 2011 Diffusions with measurement errors. I: Local asymptotic normality. Zbl 1008.60089 Gloter, Arnaud; Jacod, Jean 65 2001 Comparison of order statistics in a random sequence to the same statistics with i.i.d. variables. Zbl 1186.90042 Bon, Jean-Louis; Păltănea, Eugen 58 2006 Coupling a stochastic approximation version of EM with an MCMC procedure. Zbl 1155.62420 Kuhn, Estelle; Lavielle, Marc 57 2004 Euler scheme for SDEs with non-lipschitz diffusion coefficient: Strong convergence. Zbl 1183.65004 Berkaoui, Abdel; Bossy, Mireille; Diop, Awa 57 2008 Model selection for regression on a random design. Zbl 1059.62038 Baraud, Yannick 57 2002 Poisson perturbations. Zbl 0949.62015 Barbour, Andrew D.; Xia, Aihua 51 1999 Diffusions with measurement errors. II: Optimal estimators. Zbl 1009.60065 Gloter, Arnaud; Jacod, Jean 49 2001 Large deviations from the circular law. Zbl 0916.60022 Ben Arous, Gérard; Zeituni, Ofer 41 1998 Nearest neighbor classification in infinite dimension. Zbl 1187.62115 Cérou, Frédéric; Guyader, Arnaud 39 2006 Asymptotic properties of power variations of Lévy processes. Zbl 1185.60031 Jacod, Jean 38 2007 Asymptotic normality and efficiency of two Sobol index estimators. Zbl 1305.62147 Janon, Alexandre; Klein, Thierry; Lagnoux, Agnès; Nodet, Maëlle; Prieur, Clémentine 37 2014 Testing in locally conic models, and application to mixture models. Zbl 1007.62507 Dacunha-Castelle, D.; Gassiat, É. 35 1997 Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments. Zbl 0897.60033 Zaitsev, A. Yu. 33 1998 Large population limit and time behaviour of a stochastic particle model describing an age-structured population. Zbl 1187.92071 Tran, Viet Chi 32 2008 Exponential inequalities and functional central limit theorems for a random field. Zbl 1003.60033 Dedecker, Jérôme 32 2001 Euler schemes and half-space approximation for the simulation of diffusion in a domain. Zbl 0998.60081 Gobet, Emmanuel 31 2001 About the Lindeberg method for strongly mixing sequences. Zbl 0869.60021 Rio, Emmanuel 30 1995 Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman-Kac semigroups. Zbl 1040.81009 Del Moral, Pierre; Miclo, L. 28 2003 The exit path of a Markov chain with rare transitions. Zbl 0869.60063 Catoni, Olivier; Cerf, Raphaël 25 1996 Deviation bounds for additive functionals of Markov processes. Zbl 1183.60011 Cattiaux, Patrick; Guillin, Arnaud 25 2008 Carthaginian enlargement of filtrations. Zbl 1296.60106 Callegaro, Giorgia; Jeanblanc, Monique; Zargari, Behnaz 25 2013 How many bins should be put in a regular histogram. Zbl 1136.62329 Birgé, Lucien; Rozenholc, Yves 24 2006 On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 23 2010 Sharp large deviations for Gaussian quadratic forms with applications. Zbl 0939.60013 Bercu, Bernard; Gamboa, Fabrice; Lavielle, Marc 23 2000 Moderate deviations for i. i. d. random variables. Zbl 1019.60021 Eichelsbacher, Peter; Löwe, Matthias 23 2003 A new proof of Kellerer’s theorem. Zbl 1277.60041 Hirsch, Francis; Roynette, Bernard 23 2012 Compound Poisson approximation of word counts in DNA sequences. Zbl 0869.60067 Schbath, Sophie 22 1995 Distortion mismatch in the quantization of probability measures. Zbl 1196.60062 Graf, Siegfried; Luschgy, Harald; Pagès, Gilles 21 2008 Discrete sampling of an integrated diffusion process and parameter estimation of the diffusion coefficent. Zbl 1043.62070 Gloter, Arnaud 21 2000 Exact adaptive pointwise estimation on Sobolev classes of densities. Zbl 0990.62032 Butucea, Cristina 21 2001 Model selection for (auto-)regression with dependent data. Zbl 0990.62035 Baraud, Yannick; Comte, F.; Viennet, G. 21 2001 Asymptotic shape for the chemical distance and first-passage percolation on the infinite Bernoulli cluster. Zbl 1154.60356 Garet, Olivier; Marchand, Régine 21 2004 Minimum variance importance sampling via population Monte Carlo. Zbl 1181.60028 Douc, R.; Guillin, A.; Marin, J.-M.; Robert, C. P. 21 2007 General approximation method for the distribution of Markov processes conditioned not to be killed. Zbl 1310.82032 Villemonais, Denis 21 2014 Simulation and approximation of Lévy-driven stochastic differential equations. Zbl 1273.60080 Fournier, Nicolas 21 2011 On absorption times and Dirichlet eigenvalues. Zbl 1222.60050 Miclo, Laurent 20 2010 Parametric inference for mixed models defined by stochastic differential equations. Zbl 1182.62164 Donnet, Sophie; Samson, Adeline 20 2008 Chernoff and Berry-Esséen inequalities for Markov processes. Zbl 0998.60075 Lezaud, Pascal 20 2001 Ranked fragmentations. Zbl 1001.60078 Berestycki, Julien 20 2002 Density in small time for Lévy processes. Zbl 0899.60065 Picard, Jean 19 1997 Metastable behaviour of small noise Lévy-driven diffusions. Zbl 1205.60113 Imkeller, Peter; Pavlyukevich, Ilya 19 2008 Limit theorems with weights for vector-valued martingales. (Théorèmes limites avec poids pour les martingales vectorielles.) Zbl 0965.60033 Chaabane, Faouzi; Maaouia, Faïza 19 2000 Integrated depth for functional data: statistical properties and consistency. Zbl 1357.62201 Nagy, Stanislav; Gijbels, Irène; Omelka, Marek; Hlubinka, Daniel 19 2016 A non asymptotic penalized criterion for Gaussian mixture model selection. Zbl 1395.62162 Maugis, Cathy; Michel, Bertrand 19 2011 Brownian particles with electrostatic repulsion on the circle: Dyson’s model for unitary random matrices revisited. Zbl 1002.60093 Cépa, Emmanuel; Lépingle, Dominique 18 2001 Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352 Lepeltier, Jean-Pierre; Xu, Mingyu 18 2007 Estimation for misspecified ergodic diffusion processes from discrete observations. Zbl 1395.62258 Uchida, Masayuki; Yoshida, Nakahiro 18 2011 A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047 Neumann, Michael H. 18 2013 Preservation of log-concavity on summation. Zbl 1185.60016 Johnson, Oliver; Goldschmidt, Christina 17 2006 Binomial-Poisson entropic inequalities and the M/M/\(\infty\) queue. Zbl 1188.60047 Chafaï, Djalil 17 2006 Dependent Lindeberg central limit theorem and some applications. Zbl 1187.60013 Bardet, Jean-Marc; Doukhan, Paul; Lang, Gabriel; Ragache, Nicolas 16 2008 On the asymptotic properties of a simple estimate of the mode. Zbl 1033.62043 Abraham, Christophe; Biau, Gérard; Cadre, Benoît 16 2004 Adaptive estimation of a quadratic functional of a density by model selection. Zbl 1136.62333 Laurent, Béatrice 16 2005 About the linear-quadratic regulator problem under a fractional Brownian perturbation. Zbl 1030.93059 Kleptsyna, M. L.; Le Breton, Alain; Viot, M. 16 2003 Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model. Zbl 1311.60023 Fuchs, Florian; Stelzer, Robert 16 2013 The likelihood ratio test for the number of components in a mixture with Markov regime. Zbl 0982.62016 Gassiat, Elisabeth; Keribin, Christine 15 2000 Sur quelques algorithmes récursifs pour les probabilités numériques. Zbl 0998.60073 Pagès, Gilles 15 2001 A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions. Zbl 1355.60103 Bonnefont, Michel; Joulin, Aldéric; Ma, Yutao 15 2016 Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling. Zbl 1333.60095 Kawai, Reiichiro; Masuda, Hiroki 15 2013 Optimal heat kernel bounds under logarithmic Sobolev inequalities. Zbl 0898.58052 Bakry, D.; Concordet, D.; Ledoux, M. 14 1997 Risk bounds for mixture density estimation. Zbl 1141.62024 Rakhlin, Alexander; Panchenko, Dmitry; Mukherjee, Sayan 14 2005 Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin-Huxley model. Zbl 1355.60104 Höpfner, Reinhard; Löcherbach, Eva; Thieullen, Michèle 14 2016 Stationary measures and phase transition for a class of probabilistic cellular automata. Zbl 1003.60090 Dai Pra, Paolo; Louis, Pierre-Yves; Rœlly, Sylvie 14 2002 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 14 2017 Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres. Zbl 1275.60038 Cohen, S.; Lifshits, M. A. 14 2012 Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory. Zbl 06282472 Di Bernardino, Elena; Laloë, Thomas; Maume-Deschamps, Véronique; Prieur, Clémentine 14 2013 Penalization versus Goldenshluger-Lepski strategies in warped bases regression. Zbl 06282476 Chagny, Gaëlle 14 2013 Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049 Bigot, Jérémie; Klein, Thierry 14 2018 Diffusions with a nonlinear irregular drift coefficient and probabilistic interpretation of generalized Burgers’ equations. Zbl 0929.60062 Jourdain, B. 13 1997 Extreme values and kernel estimates of point processes boundaries. Zbl 1154.60330 Girard, Stéphane; Jacob, Pierre 13 2004 A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123 Étoré, Pierre; Lejay, Antoine 13 2007 Continuous time mean-variance portfolio optimization through the mean field approach. Zbl 1354.91143 Fischer, Markus; Livieri, Giulia 13 2016 The law of the iterated logarithm for the multivariate kernel mode estimator. Zbl 1013.62032 Mokkadem, Abdelkader; Pelletier, Mariane 13 2003 Regularity of the time constant for a supercritical Bernoulli percolation. Zbl 1468.60116 Dembin, Barbara 13 2021 Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels. Zbl 1506.60051 Duarte, Aline; Löcherbach, Eva; Ost, Guilherme 13 2019 The likelihood ratio test for general mixture models with or without structural parameter. Zbl 1180.62069 Azaïs, Jean-Marc; Gassiat, Élisabeth; Mercadier, Cécile 12 2009 Linear diffusion with stationary switching regime. Zbl 1033.60084 Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng 12 2004 Cyclic random motions in \(\mathbb{R} ^d\)-space with \(n\) directions. Zbl 1183.33028 Lachal, Aimé 12 2006 Exponential concentration inequalities for additive functionals of Markov chains. Zbl 1364.60028 Adamczak, Radosław; Bednorz, Witold 12 2015 Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections. Zbl 1304.93079 Elie, Romuald; Kharroubi, Idris 12 2014 A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages. Zbl 1506.60097 Marguet, Aline 12 2019 Cutoff for samples of Markov chains. Zbl 0932.60077 Ycart, Bernard 11 1999 A graph-based estimator of the number of clusters. Zbl 1187.62114 Biau, Gérard; Cadre, Benoît; Pelletier, Bruno 11 2007 The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028 Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren 11 2020 Shrinkage strategies in some multiple multi-factor dynamical systems. Zbl 1302.62184 Nkurunziza, Sévérien 11 2012 A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process. Zbl 1395.62263 Bercu, Bernard; Proïa, Frédéric 11 2013 Penalized estimators for non linear inverse problems. Zbl 1213.62066 Loubes, Jean-Michel; Ludeña, Carenne 10 2010 Large deviations and support results for nonlinear Schrödinger equations with additive noise and applications. Zbl 1136.60346 Gautier, Éric 10 2005 Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085 Lejay, Antoine 10 2006 Central limit theorems for stochastic approximation with controlled Markov chain dynamics. Zbl 1333.60029 Fort, Gersende 10 2015 Analysis of adaptive multilevel splitting algorithms in an idealized case. Zbl 1348.65017 Bréhier, Charles-Edouard; Lelièvre, Tony; Rousset, Mathias 10 2015 Means in complete manifolds: uniqueness and approximation. Zbl 1352.60012 Arnaudon, Marc; Miclo, Laurent 10 2014 Exact simulation for solutions of one-dimensional stochastic differential equations with discontinuous drift. Zbl 1315.65008 Étoré, Pierre; Martinez, Miguel 10 2014 Optional splitting formula in a progressively enlarged filtration. Zbl 1339.60034 Song, Shiqi 10 2014 Adaptive tests of qualitative hypotheses. Zbl 1014.62052 Baraud, Yannick; Huet, Sylvie; Laurent, Béatrice 10 2003 Self-stabilizing processes: uniqueness problem for stationary measures and convergence rate in the small-noise limit. Zbl 1302.60112 Herrmann, Samuel; Tugaut, Julian 10 2012 Asymptotic behavior for a time-inhomogeneous Kolmogorov type diffusion. Zbl 1520.60047 Gradinaru, Mihai; Luirard, Emeline 2 2023 A Sobolev rough path extension theorem via regularity structures. Zbl 07730441 Liu, Chong; Prömel, David J.; Teichmann, Josef 2 2023 Multi-patch epidemic models with general exposed and infectious periods. Zbl 1518.92157 Pang, Guodong; Pardoux, Étienne 2 2023 Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. Zbl 1517.60078 Hamaguchi, Yushi; Taguchi, Dai 1 2023 Reliable prediction in the Markov stochastic block model. Zbl 07730440 Duchemin, Quentin 1 2023 Microbial virus epidemics in the presence of contact-mediated host dormancy. Zbl 1518.92140 Blath, Jochen; Tóbiás, András 1 2023 Stochastic measure-valued models for populations expanding in a continuum. Zbl 1517.60052 Louvet, Apolline 1 2023 Elementary coupling approach for non-linear perturbation of Markov processes with mean-field jump mechanisms and related problems. Zbl 1522.60069 Monmarché, Pierre 1 2023 Numerical performance of penalized comparison to overfitting for multivariate kernel density estimation. Zbl 07730454 Varet, Suzanne; Lacour, Claire; Massart, Pascal; Rivoirard, Vincent 1 2023 Reducing exit-times of diffusions with repulsive interactions. Zbl 1520.60045 Chaudru De Raynal, Paul-Eric; Duong, Manh Hong; Monmarché, Pierre; Tomašević, Milica; Tugaut, Julian 1 2023 Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: uniform estimates in a compact soft case. Zbl 1492.65031 Journel, Lucas; Monmarché, Pierre 3 2022 Ergodic behaviour of a multi-type growth-fragmentation process modelling the mycelial network of a filamentous fungus. Zbl 1520.60056 Tomašević, Milica; Bansaye, Vincent; Véber, Amandine 2 2022 Bayesian learning with Wasserstein barycenters. Zbl 07730417 Backhoff-Veraguas, Julio; Fontbona, Joaquin; Rios, Gonzalo; Tobar, Felipe 2 2022 Optimal convergence rates for the invariant density estimation of jump-diffusion processes. Zbl 1493.62185 Amorino, Chiara; Nualart, Eulalia 2 2022 Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity. Zbl 1490.35507 Sun, Chengfeng; Gao, Hongjun; Liu, Hui; Zhang, Jie 1 2022 Regularity of the time constant for a supercritical Bernoulli percolation. Zbl 1468.60116 Dembin, Barbara 13 2021 New error bounds for Laplace approximation via Stein’s method. Zbl 1482.60036 Gaunt, Robert E. 4 2021 Backward stochastic Volterra integral equations with jumps in a general filtration. Zbl 1469.45018 Popier, Alexandre 3 2021 Extinction rate of continuous state branching processes in critical Lévy environments. Zbl 1482.60112 Bansaye, Vincent; Pardo, Juan Carlos; Smadi, Charline 3 2021 Unit boundary length quantum disk: a study of two different perspectives and their equivalence. Zbl 1482.60012 Cerclé, Baptiste 3 2021 A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates. Zbl 1470.60209 Cavalli, Benedetta 3 2021 A partial graphical model with a structural prior on the direct links between predictors and responses. Zbl 1469.62282 Obiang, Eunice Okome; Jézéquel, Pascal; Proïa, Frédéric 2 2021 New exponential dispersion models for count data: the ABM and LM classes. Zbl 1481.60018 Bar-Lev, Shaul K.; Ridder, Ad 1 2021 Correction to: “The probabilities of large deviations for a certain class of statistics associated with multinomial distribution”. (Correction to: “The probabilities of large deviations for a certain class of statistics associated with multinomial distributions”.) Zbl 1464.60025 Mirakhmedov, Sherzod M. 1 2021 Variable bandwidth kernel regression estimation. Zbl 1466.62286 Nakarmi, Janet; Sang, Hailin; Ge, Lin 1 2021 Cardinality estimation for random stopping sets based on Poisson point processes. Zbl 1487.60096 Privault, Nicolas 1 2021 On the curved exponential family in the stochastic approximation expectation maximization algorithm. Zbl 1493.62114 Debavelaere, Vianney; Allassonnière, Stéphanie 1 2021 Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space. Zbl 1478.60120 Assaad, Obayda; Tudor, Ciprian A. 1 2021 The \(W, Z\) scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems. Zbl 1461.60028 Avram, Florin; Grahovac, Danijel; Vardar-Acar, Ceren 11 2020 Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability. Zbl 1454.90028 Alfonsi, Aurélien; Jourdain, Benjamin 6 2020 Non-central limit theorems for functionals of random fields on hypersurfaces. Zbl 1461.60036 Olenko, Andriy; Vaskovych, Volodymyr 5 2020 Empirical measures: regularity is a counter-curse to dimensionality. Zbl 1452.60007 Kloeckner, Benoît R. 5 2020 Very fat geometric Galton-Watson trees. Zbl 1455.60112 Abraham, Romain; Bouaziz, Aymen; Delmas, Jean-François 3 2020 About the Stein equation for the generalized inverse Gaussian and Kummer distributions. Zbl 1455.60040 Konzou, Essomanda; Koudou, Angelo Efoevi 3 2020 On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables. Zbl 1445.60016 Arbel, Julyan; Marchal, Olivier; Nguyen, Hien D. 3 2020 An adaptive multiclass nearest neighbor classifier. Zbl 1440.62250 Puchkin, Nikita; Spokoiny, Vladimir 3 2020 Inference robust to outliers with \(\ell_1\)-norm penalization. Zbl 1455.62065 Beyhum, Jad 2 2020 Random forests for time-dependent processes. Zbl 1455.62172 Goehry, Benjamin 2 2020 One-step estimation for the fractional Gaussian noise at high-frequency. Zbl 1454.62092 Brouste, Alexandre; Soltane, Marius; Votsi, Irene 2 2020 Estimation of the multifractional function and the stability index of linear multifractional stable processes. Zbl 1447.60067 Dang, Thi-To-Nhu 2 2020 On the generalized Kesten-McKay distributions. Zbl 1447.60043 Szabłowski, Paweł J. 2 2020 Empirical processes for recurrent and transient random walks in random scenery. Zbl 1447.60073 Guillotin-Plantard, Nadine; Pène, Françoise; Wendler, Martin 2 2020 On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics. Zbl 1434.60109 Račkauskas, Alfredas; Suquet, Charles 2 2020 Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction. Zbl 1453.82012 Kwon, Younghak; Menz, Georg 1 2020 Raking-ratio empirical process with auxiliary information learning. Zbl 1453.62461 Albertus, Mickael 1 2020 The probabilities of large deviations for a certain class of statistics associated with multinomial distribution. Zbl 1455.60046 Mirakhmedov, Sherzod M. 1 2020 Chain-referral sampling on stochastic block models. Zbl 1455.60093 Vo, Thi Phuong Thuy 1 2020 A framework of BSDEs with stochastic Lipschitz coefficients. Zbl 1461.60041 O, Hun; Kim, Mun-Chol; Pak, Chol-Kyu 1 2020 A basic model of mutations. Zbl 1455.60094 Berger, Maxime; Cerf, Raphaël 1 2020 Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments. Zbl 1461.60019 Azaïs, Jean-Marc; Bachoc, François; Lagnoux, Agnès; Nguyen, Thi Mong Ngoc 1 2020 Universal consistency of the \(k\)-NN rule in metric spaces and Nagata dimension. Zbl 1455.62123 Collins, Benoît; Kumari, Sushma; Pestov, Vladimir G. 1 2020 Estimating fast mean-reverting jumps in electricity market models. Zbl 1455.62198 Deschatre, Thomas; Féron, Olivier; Hoffmann, Marc 1 2020 A note on perfect simulation for exponential random graph models. Zbl 1434.60277 Cerqueira, Andressa; Garivier, Aurélien; Leonardi, Florencia 1 2020 On the excursion area of perturbed Gaussian fields. Zbl 1447.60078 Di Bernardino, Elena; Estrade, Anne; Rossi, Maurizia 1 2020 Stability, convergence to equilibrium and simulation of non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels. Zbl 1506.60051 Duarte, Aline; Löcherbach, Eva; Ost, Guilherme 13 2019 A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages. Zbl 1506.60097 Marguet, Aline 12 2019 LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process. Zbl 1416.60052 Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong 7 2019 On fixed gain recursive estimators with discontinuity in the parameters. Zbl 1420.62359 Chau, Huy N.; Kumar, Chaman; Rásonyi, Miklós; Sabanis, Sotirios 7 2019 Large deviation estimates for branching random walks. Zbl 1506.60038 Buraczewski, Dariusz; Maślanka, Mariusz 5 2019 \(L^p\) and almost sure rates of convergence of averaged stochastic gradient algorithms: locally strongly convex objective. Zbl 1507.62276 Godichon-Baggioni, Antoine 5 2019 Statistical estimation of conditional Shannon entropy. Zbl 1418.60026 Bulinski, Alexander; Kozhevin, Alexey 5 2019 On the law of homogeneous stable functionals. Zbl 1411.60070 Letemplier, Julien; Simon, Thomas 4 2019 A Peccati-Tudor type theorem for Rademacher chaoses. Zbl 1506.60036 Zheng, Guangqu 4 2019 A test for block circular symmetric covariance structure with divergent dimension. Zbl 1507.62255 Xie, Junshan; Sun, Gaoming 3 2019 Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics. Zbl 1507.62250 Inglot, Tadeusz; Ledwina, Teresa; Ćmiel, Bogdan 3 2019 Galton-Watson and branching process representations of the normalized Perron-Frobenius eigenvector. Zbl 1506.60091 Cerf, Raphaël; Dalmau, Joseba 3 2019 Efficient sequential experimental design for surrogate modeling of nested codes. Zbl 1420.62355 Marque-Pucheu, Sophie; Perrin, Guillaume; Garnier, Josselin 3 2019 Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data. Zbl 1415.62063 León, José Rafael; Rodríguez, Luis-Ángel 2 2019 Two consistent estimators for the skew Brownian motion. Zbl 1506.60057 Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad 2 2019 Optimal survey schemes for stochastic gradient descent with applications to \(M\)-estimation. Zbl 1420.62036 Clémençon, Stephan; Bertail, Patrice; Chautru, Emilie; Papa, Guillaume 2 2019 On the consistency of Sobol indices with respect to stochastic ordering of model parameters. Zbl 1421.62053 Cousin, A.; Janon, A.; Maume-Deschamps, V.; Niang, I. 2 2019 Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems. Zbl 1422.62129 Kroll, Martin 2 2019 Tempered fractional multistable motion and tempered multifractional stable motion. Zbl 1411.60072 Fan, Xiequan; Véhel, Jacques Lévy 1 2019 Exponential growth of branching processes in a general context of lifetimes and birthtimes dependence. Zbl 1506.60067 Hervé, Loïc; Louhichi, Sana; Pène, Françoise 1 2019 Multiplicative ergodicity of Laplace transforms for additive functional of Markov chains. Zbl 1506.60068 Hervé, Loïc; Louhichi, Sana; Pène, Françoise 1 2019 Deviation inequalities for Banach space valued martingales differences sequences and random fields. Zbl 1506.60008 Giraudo, Davide 1 2019 Bayesian wavelet de-noising with the caravan prior. Zbl 1507.62231 Gugushvili, Shota; van der Meulen, Frank; Schauer, Moritz; Spreij, Peter 1 2019 Improved one-sided deviation inequalities under regularity assumptions for product measures. Zbl 1506.60031 Tanguy, Kevin 1 2019 Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging. Zbl 1420.62117 Muré, Joseph 1 2019 Sparse recovery from extreme eigenvalues deviation inequalities. Zbl 1447.60055 Dallaporta, Sandrine; de Castro, Yohann 1 2019 Maximum likelihood estimation in hidden Markov models with inhomogeneous noise. Zbl 1422.62099 Diehn, Manuel; Munk, Axel; Rudolf, Daniel 1 2019 Characterization of barycenters in the Wasserstein space by averaging optimal transport maps. Zbl 1409.62049 Bigot, Jérémie; Klein, Thierry 14 2018 Uniform convergence of penalized time-inhomogeneous Markov processes. Zbl 1405.60004 Champagnat, Nicolas; Villemonais, Denis 10 2018 Adaptive nonparametric drift estimation of an integrated jump diffusion process. Zbl 1409.62161 Funke, Benedikt; Schmisser, Émeline 6 2018 Impact of subsampling and tree depth on random forests. Zbl 1409.62072 Duroux, Roxane; Scornet, Erwan 3 2018 Stochastic formulations of the parametrix method. Zbl 1403.60047 Kohatsu-Higa, Arturo; Yûki, Gô 3 2018 Manifolds of differentiable densities. Zbl 1410.46056 Newton, Nigel J. 2 2018 Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process. Zbl 1405.60059 Clément, Emmanuelle; Gloter, Arnaud; Nguyen, Huong 2 2018 A consistent estimator to the orthant-based tail value-at-risk. Zbl 1409.62206 Beck, Nicholas; Mailhot, Mélina 1 2018 Extremes of \(\gamma\)-reflected Gaussian processes with stationary increments. Zbl 1393.60034 Dȩbicki, Krzysztof; Hashorva, Enkelejd; Liu, Peng 14 2017 Qualitative robustness in Bayesian inference. Zbl 1395.62059 Owhadi, Houman; Scovel, Clint 9 2017 A Stein characterisation of the generalized hyperbolic distribution. Zbl 1393.60029 Gaunt, Robert E. 9 2017 Tutte’s invariant approach for Brownian motion reflected in the quadrant. Zbl 1393.60088 Franceschi, S.; Raschel, Kilian 7 2017 Unbiased Monte Carlo estimate of stochastic differential equations expectations. Zbl 1372.65015 Doumbia, Mahamadou; Oudjane, Nadia; Warin, Xavier 6 2017 Stability of densities for perturbed diffusions and Markov chains. Zbl 1371.60136 Konakov, Valentin; Kozhina, Anna; Menozzi, Stéphane 6 2017 Two-sided infinite systems of competing Brownian particles. Zbl 1393.60085 Sarantsev, Andrey 6 2017 Moment estimates implied by modified log-Sobolev inequalities. Zbl 1393.60024 Adamczak, Radosław; Bednorz, Witold; Wolff, Paweł 6 2017 \(L^p\)-solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and \(p\in (1,2)\). Zbl 1393.60058 Owo, Jean-Marc 5 2017 Estimating the conditional density by histogram type estimators and model selection. Zbl 1453.62447 Sart, Mathieu 4 2017 On nonparametric classification for weakly dependent functional processes. Zbl 1395.62095 Younso, Ahmad 4 2017 ...and 360 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,927 Authors 27 Comte, Fabienne 24 Zhao, Peng 22 Balakrishnan, Narayanaswamy 22 Prieur, Clémentine 20 Pagès, Gilles 19 Gwynne, Ewain 16 Cattiaux, Patrick 16 Genon-Catalot, Valentine 16 Guillin, Arnaud 16 Lejay, Antoine 16 Samson, Adeline 15 Gloter, Arnaud 15 Rhodes, Rémi 15 Tudor, Ciprian A. 15 Vargas, Vincent 14 Čekanavičius, Vydas 14 Girard, Stéphane 13 Del Moral, Pierre 13 Leonenko, Nikolai N. 13 Miclo, Laurent 13 Xia, Aihua 12 Bercu, Bernard 12 Chafaï, Djalil 12 Clémençon, Stéphan 12 Klein, Thierry E. 11 Allassonnière, Stéphanie 11 Baraud, Yannick 11 Cloez, Bertrand 11 Jeanblanc, Monique 11 Laurent, Béatrice 11 Ma, Chunsheng 11 Marteau, Clément 11 Merlevède, Florence 11 Nardi, Francesca Romana 10 Doukhan, Paul 10 Figueroa-López, José E. 10 Klutchnikoff, Nicolas 10 Lagnoux, Agnès 10 Löcherbach, Eva 10 Munk, Axel 10 Panloup, Fabien 10 Pavlyukevich, Ilya 10 Podolskij, Mark 10 Rio, Emmanuel 10 Wang, Yizao 9 Adamczak, Radosław 9 Azaïs, Jean-Marc 9 Bertin, Karine 9 Chesneau, Christophe 9 Dębicki, Krzysztof 9 Dedecker, Jérôme 9 Durot, Cécile 9 Jourdain, Benjamin 9 Kuhn, Estelle 9 Lugosi, Gábor 9 Nkurunziza, Sévérien 9 Rozenholc, Yves 9 Torres, Soledad 9 Tran, Viet Chi 9 Uchida, Masayuki 8 Barmalzan, Ghobad 8 Bobkov, Sergey Germanovich 8 Champagnat, Nicolas 8 Ding, Jian 8 Diop, Mamadou Abdoul 8 Duplantier, Bertrand 8 El Machkouri, Mohamed 8 Fraiman, Ricardo 8 Gadat, Sébastien 8 Gamboa, Fabrice 8 Gassiat, Elisabeth 8 Gaunt, Robert Edward 8 Ginovyan, Mamikon S. 8 Högele, Michael Anton 8 León, José Rafael R. 8 Loubes, Jean-Michel 8 Massart, Pascal 8 Mishura, Yuliya Stepanivna 8 Pène, Françoise 8 Pham, Huyên 8 Proïa, Frédéric 8 Sheffield, Scott 8 Shen, Guangjun 8 Swan, Yvik C. 8 Taqqu, Murad S. 8 Vetter, Mathias 7 Anh, Vo V. 7 Bansaye, Vincent 7 Barbour, Andrew David 7 Berestycki, Nathanaël 7 Bibinger, Markus 7 Birgé, Lucien 7 Bouzebda, Salim 7 Bréhier, Charles-Edouard 7 Butucea, Cristina 7 Chagny, Gaëlle 7 Coutin, Laure 7 Delmas, Jean-François 7 Gantert, Nina 7 Haas, Bénédicte ...and 3,827 more Authors all top 5 Cited in 424 Journals 199 Stochastic Processes and their Applications 120 Bernoulli 108 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 99 The Annals of Statistics 97 Statistics & Probability Letters 91 Electronic Journal of Statistics 77 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 76 The Annals of Probability 71 The Annals of Applied Probability 70 Probability Theory and Related Fields 68 Journal of Theoretical Probability 57 Communications in Statistics. Theory and Methods 54 Electronic Journal of Probability 52 Journal of Multivariate Analysis 51 Journal of Statistical Physics 49 Journal of Statistical Planning and Inference 44 Journal of Applied Probability 40 Statistical Inference for Stochastic Processes 39 Advances in Applied Probability 39 Statistics 38 Computational Statistics and Data Analysis 35 Journal of Econometrics 34 Stochastic Analysis and Applications 33 Communications in Mathematical Physics 27 ALEA. Latin American Journal of Probability and Mathematical Statistics 25 Journal of Mathematical Analysis and Applications 24 Scandinavian Journal of Statistics 24 Mathematical Methods of Statistics 23 Journal of Nonparametric Statistics 23 Stochastics and Dynamics 23 Statistics and Computing 19 Finance and Stochastics 19 Stochastics 18 Metrika 18 Journal of Functional Analysis 18 Electronic Communications in Probability 18 Comptes Rendus. Mathématique. Académie des Sciences, Paris 17 Journal of Mathematical Biology 17 Journal of Mathematical Sciences (New York) 17 Probability in the Engineering and Informational Sciences 17 SIAM/ASA Journal on Uncertainty Quantification 16 Journal of Machine Learning Research (JMLR) 15 Lithuanian Mathematical Journal 15 Statistical Papers 14 Annals of the Institute of Statistical Mathematics 14 Brazilian Journal of Probability and Statistics 13 Journal of Computational Physics 13 Journal of Statistical Computation and Simulation 13 Extremes 13 Methodology and Computing in Applied Probability 13 Stochastic and Partial Differential Equations. Analysis and Computations 12 Journal of Differential Equations 12 Potential Analysis 12 Monte Carlo Methods and Applications 11 Journal of Computational and Applied Mathematics 11 Transactions of the American Mathematical Society 11 Machine Learning 11 Test 11 Theory of Probability and Mathematical Statistics 11 International Journal of Theoretical and Applied Finance 10 Computational Statistics 10 Communications in Statistics. Simulation and Computation 10 SIAM Journal on Mathematical Analysis 10 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 10 Journal of the Korean Statistical Society 10 Science China. Mathematics 10 Modern Stochastics. Theory and Applications 9 Journal of Mathematical Physics 9 Applied Mathematics and Optimization 9 Statistical Science 9 Neural Computation 9 Stochastic Models 8 Physica A 8 Chaos, Solitons and Fractals 8 Theory of Probability and its Applications 8 SIAM Journal on Control and Optimization 8 Constructive Approximation 8 Mathematical Finance 8 Econometric Theory 8 SIAM Journal on Financial Mathematics 8 Probability Surveys 8 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 7 Applied Mathematics and Computation 7 Journal of the American Statistical Association 7 Journal de Mathématiques Pures et Appliquées. Neuvième Série 7 Random Operators and Stochastic Equations 7 Bulletin des Sciences Mathématiques 7 Infinite Dimensional Analysis, Quantum Probability and Related Topics 7 Journal of Applied Statistics 7 Annales Henri Poincaré 7 Quantitative Finance 7 Statistics Surveys 6 The Canadian Journal of Statistics 6 Israel Journal of Mathematics 6 Insurance Mathematics & Economics 6 Journal of Time Series Analysis 6 Acta Mathematica Sinica. English Series 6 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 6 Journal of Physics A: Mathematical and Theoretical 6 SIAM Journal on Imaging Sciences ...and 324 more Journals all top 5 Cited in 54 Fields 2,109 Probability theory and stochastic processes (60-XX) 1,412 Statistics (62-XX) 341 Numerical analysis (65-XX) 211 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 194 Statistical mechanics, structure of matter (82-XX) 174 Partial differential equations (35-XX) 148 Computer science (68-XX) 139 Biology and other natural sciences (92-XX) 117 Dynamical systems and ergodic theory (37-XX) 102 Systems theory; control (93-XX) 88 Operations research, mathematical programming (90-XX) 74 Operator theory (47-XX) 72 Calculus of variations and optimal control; optimization (49-XX) 67 Combinatorics (05-XX) 58 Ordinary differential equations (34-XX) 51 Linear and multilinear algebra; matrix theory (15-XX) 51 Measure and integration (28-XX) 46 Real functions (26-XX) 39 Information and communication theory, circuits (94-XX) 37 Functional analysis (46-XX) 34 Global analysis, analysis on manifolds (58-XX) 32 Quantum theory (81-XX) 29 Harmonic analysis on Euclidean spaces (42-XX) 24 Differential geometry (53-XX) 20 Approximations and expansions (41-XX) 20 Integral equations (45-XX) 17 Difference and functional equations (39-XX) 17 Relativity and gravitational theory (83-XX) 15 Fluid mechanics (76-XX) 12 Special functions (33-XX) 11 Number theory (11-XX) 11 Convex and discrete geometry (52-XX) 9 General topology (54-XX) 8 Functions of a complex variable (30-XX) 8 Potential theory (31-XX) 8 Integral transforms, operational calculus (44-XX) 8 Mechanics of particles and systems (70-XX) 5 Several complex variables and analytic spaces (32-XX) 4 General and overarching topics; collections (00-XX) 4 Group theory and generalizations (20-XX) 4 Mechanics of deformable solids (74-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 Topological groups, Lie groups (22-XX) 3 Geophysics (86-XX) 2 History and biography (01-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Algebraic geometry (14-XX) 2 Abstract harmonic analysis (43-XX) 2 Manifolds and cell complexes (57-XX) 2 Mathematics education (97-XX) 1 Mathematical logic and foundations (03-XX) 1 Algebraic topology (55-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year