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DISCRETE STICKY COUPLING OF FUNCTIONAL AUTOREGRESSIVE PROCESSES

Alain Durmus , Andreas Eberle , Aurélien Enfroy , Arnaud Guillin , Pierre Monmarché et al.
2021
Preprints, Working Papers, ... hal-03199226v1
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Mean exit time for the overdamped Langevin process: the case with critical points on the boundary

Boris Nectoux
2022
Preprints, Working Papers, ... hal-02196801v4

Hydrodynamic Limit for a Particle System with degenerate rates

Patricia Goncalves , Claudio Landim , Cristina Toninelli
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2009, 45 (4), pp.887-909
Journal articles hal-00190935v1
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LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR

Hacène Djellout , Arnaud Guillin , Yacouba Samoura
Stochastic Processes and their Applications, 2017
Journal articles hal-01082903v1

Representation of the martingales for the Brownian snake

Laurent Serlet
Séminaire de Probabilités, 2007, XL, pp.343-354
Journal articles hal-00473916v1
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ON THE POINCARÉ CONSTANT OF LOG-CONCAVE MEASURES

Patrick Cattiaux , Arnaud Guillin
2018
Preprints, Working Papers, ... hal-01898372v1
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Functional inequalities for perturbed measures with applications to log-concave measures and to some Bayesian problems

Patrick Cattiaux , Arnaud Guillin
2021
Preprints, Working Papers, ... hal-03120626v1
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Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion

Hassan Maatouk , Didier Rullière , Xavier Bay
A. Hinrichs, P. Kritzer, F. Pillichshammer (eds.). Monte Carlo and Quasi-Monte Carlo Methods 2022. Springer Verlag, In press
Book sections hal-03909542v2
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Subgeometric rates of convergence of f-ergodic strong Markov processes

Randal Douc , Gersende Fort , Arnaud Guillin
Stochastic Processes and their Applications, 2009, 119 (3), pp.897-923. ⟨10.1016/j.spa.2008.03.007⟩
Journal articles hal-00077681v1
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Central limit theorems for additive functionals of ergodic Markov diffusions processes

Patrick Cattiaux , Djalil Chafai , Arnaud Guillin
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2012, 9 (2), pp.337-382
Journal articles hal-00585271v1
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Hitting times for the perturbed reflecting random walk

Laurent Serlet
Stochastic Processes and their Applications, 2013, 123 (1), pp.110-130. ⟨10.1016/j.spa.2012.09.003⟩
Journal articles hal-02419818v1
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A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models

Pierre R. Bertrand , Marie-Eliette Dury , Bing Xiao
Mathematical Methods in Economics and Finance, 2020, 13-14, pp.19-36
Journal articles hal-03031766v1
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LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS

Hacène Djellout , Hui Jiang
Journal of Theoretical Probability, 2018, Journal of Theoretical Probability, 31 (3), pp.1606-1624
Journal articles hal-01147189v1
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WHEN CAN THE DISCRETE MORAN PROCESS BE REPLACED BY WRIGHT-FISHER DIFFUSION?

Gorgui Gackou , Arnaud Guillin , Arnaud Personne
2019
Preprints, Working Papers, ... hal-02116608v2
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POINCARÉ AND LOGARITHMIC SOBOLEV INEQUALITIES FOR NEARLY RADIAL MEASURES

Patrick Cattiaux , Arnaud Guillin , Liming Wu
2019
Preprints, Working Papers, ... hal-02418658v1
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Constructive Euler hydrodynamics for one-dimensional attractive particle systems

C Bahadoran , Hervé Guiol , K. Ravishankar , E Saada
Sidoravicius, V. (ed.). Sojourns in Probability Theory and Statistical Physics - III Interacting Particle Systems and Random Walks, A Festschrift for Charles M. Newman, Springer, Singapore, pp.43-89, 2019, Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 300), 978-981-15-0302-3
Book sections hal-01447200v2
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Invariant measures for multilane exclusion process

Gidi Amir , Christophe Bahadoran , Ofer Busani , Ellen Saada
2021
Preprints, Working Papers, ... hal-03235516v2
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Zero-range process in random environment

Christophe Bahadoran , Thomas S. Mountford , K. Ravishankar , Ellen Saada
Cédric Bernardin, François Golse, Patrícia Gonçalves, Valeria Ricci, Ana Jacinta Soares (Editors). From Particle Systems to Partial Differential Equations; International Conference, Particle Systems and PDEs VI, VII and VIII, 2017–2019, Springer Nature Switzerland, pp.51-77, 2021, Springer Proceedings in Mathematics & Statistics, Volume 352, 978-3-030-69783-9
Book sections hal-02914876v1
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Quenched convergence and strong local equilibrium for asymmetric zero-range process with site disorder

Christophe Bahadoran , T. Mountford , K. Ravishankar , E Saada
Probability Theory and Related Fields, 2020, 176 (1-2), pp.149-202
Journal articles hal-01766873v2
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Cross-validation estimations of hyper-parameters of Gaussian processes with inequality constraints

Hassan Maatouk , Olivier Roustant , Yann Richet
Spatial Statistics 2015: Emerging Patterns committee, Jun 2015, Avignon, France. pp.38-44, ⟨10.1016/j.proenv.2015.07.105⟩
Conference papers hal-01539509v1
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Explicit Laws for the Records of the Perturbed Random Walk on ℤ $$\mathbb {Z}$$

Laurent Serlet
Séminaire de probabilités XLIX, Lecture Notes in Mathematics 2215, pp.495-519, 2018, ⟨10.1007/978-3-319-92420-5_14⟩
Book sections hal-02364930v1
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FROM A KAC-LIKE PARTICLE SYSTEM TO THE LANDAU EQUATION FOR HARD POTENTIALS AND MAXWELL MOLECULES

Nicolas Fournier , Arnaud Guillin
Annales Scientifiques de l'École Normale Supérieure, 2017, 50 (1), pp.157-199
Journal articles hal-01211559v1

Convergence of adaptive mixtures of importance sampling schemes

R. Douc , A. Guillin , Jean-Michel Marin , C. P. Robert
Statistics and Computing, 2008, 18,, pp.447-459
Journal articles hal-00432955v1

Creation or deletion of a drift on a Brownian trajectory

Laurent Serlet
Séminaire de Probabilités, 2008, XLI, pp.215-232
Journal articles hal-00473913v1

Brownian excursions, stochastic integrals, and representation of Wiener functionals

Jean Picard
Electronic Journal of Probability, 2006, 11, Paper 8, p. 199-248
Journal articles hal-00472220v1

Spectral properties of the Cauchy process

Tadeusz Kulczycki , Mateusz Kwaśnicki , Jacek Małecki , Andrzej Stos
2009
Preprints, Working Papers, ... hal-00469735v1

Fractals: Theory and Applications in Engineering

F. M. Dekking , Jacques Lévy Véhel , Evelyne Lutton , Claude Tricot
Michel Dekking, Jacques Levy Vehel, Evelyne Lutton and Claude Tricot. Springer-Verlag, pp.355, 1999
Books inria-00578659v1
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A Unified Framework for the Study of the 2-microlocal and Large Deviation Multifractal Spectra

Antoine Echelard , Jacques Lévy Véhel , Claude Tricot
Self similar processes and their applications, SMF, Jul 2009, Angers, France. pp.13-44
Conference papers inria-00612342v1
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On the rate of convergence in Wasserstein distance of the empirical measure

Nicolas Fournier , Arnaud Guillin
Probability Theory and Related Fields, 2015, 162 (3-4), pp.707
Journal articles hal-00915365v1

Quantitative Harris type theorems for diffusions and McKean-Vlasov processes

Andreas Eberle , Arnaud Guillin , Raphael Zimmer
Transactions of the American Mathematical Society, 2019, 371 (10), pp.7135-7173
Journal articles hal-01334806v1