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Bernstein inequality and moderate deviations under strong mixing conditions
Communication dans un congrès -
Numerical method for optimal stopping of piecewise deterministic Markov processes
Communication dans un congrès -
On the rate of decay of the concentration of the sum of independent random variables
(Ramanujan Journal (The). vol. 10, pp. 241-250, 2005)Article de revue -
Untitled
Rapport -
Grid Based Solution of Zakai Equation with Adaptive Local Refinement for Bearings-only Tracking
Communication dans un congrès -
The largest eigenvalues of sample covariance matrices for a spiked population: diagonal case.
(2008-12-11)Document de travail - Pré-publication -
An exponential inequality for autoregressive processes in adaptive tracking
(Journal of Systems Science and Complexity. vol. 20, n° 2, pp. 243-250, 2007)Article de revue -
Exponential inequalities for self-normalized martingales with applications
(The Annals of Applied Probability. vol. 18, pp. 1848-1869, 2008)Article de revue