Recherche
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On the exit-problem for self-interacting diffusions V2
Document de travail - Pré-publication -
Averaging for slow-fast piecewise deterministic Markov processes with an attractive boundary
Document de travail - Pré-publication -
Eyring-Kramers law for Fokker-Planck type differential operators
Document de travail - Pré-publication -
Quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles
Document de travail - Pré-publication -
A Bernstein type inequality and moderate deviations for weakly dependent sequences
Document de travail - Pré-publication -
Metastable diffusions with degenerate drifts
Document de travail - Pré-publication -
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case.
(2008-12-11)Document de travail - Pré-publication -
SPECTRAL ASYMPTOTICS FOR METROPOLIS ALGORITHM ON SINGULAR DOMAINS
Document de travail - Pré-publication -
Log-Normalization Constant Estimation using the Ensemble Kalman-Bucy Filter with Application to High-Dimensional Models
Document de travail - Pré-publication -
STOCHASTIC APPROXIMATION ALGORITHMS FOR SUPERQUANTILES ESTIMATION
Document de travail - Pré-publication