Optimal investment decisions when time-horizon is uncertain
Nicole El Karoui
,
C. Blanchet-Scalliet
,
M. Jeanblanc
,
L. Martinelli
Journal of Mathematical Economics , 2008, 44 (11), pp.1100-1113
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hal-00708493v1
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The Barnes G function and its relations with sums and products of generalized gamma convolution variables
Marc Yor
,
A. Nikeghbali
Electronic Communications in Probability , 2009, 14 (39), pp.396-411
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hal-00657746v1
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An introduction to an autobiographical note by Paul Lévy, written for Takeyuki Hida in 1969
L. Mazliak
,
G. Shafer
Electronic Journ@l for History of Probability and Statistics - Journal Electronique d'Histoire des Probabilités et de la Statistique , 2009, 5 (1), 6 pp
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hal-00531682v1
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Iterative feature selection and the correlation selector: Oracle inequalities and numerical performances
P. Alquier
Electronic Journal of Statistics , 2008, 2, pp.1129-1152
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hal-00354923v1
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The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
C. Donati-Martin
,
Mireille Capitaine
,
D. Féral
Annals of Probability , 2009, 37 (1), pp.1-47
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hal-00379900v1
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The bead model and limit behaviors of dimer models
C. Boutillier
Annals of Probability , 2009, 37 (1), pp.107-142
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hal-00379901v1
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Minimal position and critical martingale convergence in branching random walks, and directed polymers on disordered trees
Z. Shi
,
Y. Hu
Annals of Probability , 2009, 37 (2), pp.742-789
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hal-00414685v1
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Kingman's coalescent and Brownian motion
J. Berestycki
,
N. Berestycki
2009
Preprints, Working Papers, ...
hal-00375053v1
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Identification of Green's functions singularities by cross correlation of noisy signals
Josselin Garnier
,
Claude Bardos
,
G. Papanicolaou
Inverse Problems , 2008, 24 (1), 015011, 26 p
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hal-00292046v1
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Effective transport equations and enhanced backscattering in random waveguides
Josselin Garnier
,
K. Solna
SIAM Journal on Applied Mathematics , 2008, 68 (6), pp.1574-1599
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hal-00292048v1
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Agrégation d'estimateurs et optimisation stochastique
A.B. Tsybakov
Journal de la Société Française de Statistique , 2008, 149 (2), pp.3-26
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hal-00291536v1
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Multifractal spectra and precise rates of decay in homogeneous fragmentations
N. Krell
Stochastic Processes and their Applications , 2008, 118 (6), pp.897-916
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hal-00292649v1
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Pulse propagation in random media with long-range correlation
Josselin Garnier
,
K. Solna
Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal , 2009, 7 (3), pp.1302-1324
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hal-00401558v1
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A metamodeling approach for studying ignition target robustness in a highly dimensional parameter space
Josselin Garnier
,
G. Giorla
,
A. Masson
,
F. Poggi
,
R. Quach
,
et al.
Physics of Plasmas , 2009, 16 (3), 032704 - 9p
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hal-00401562v1
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Simultaneous analysis of Lasso and Dantzig selector
A.B. Tsybakov
,
P.J. Bickel
,
Y. Ritov
Annals of Statistics , 2009, 37 (4), pp.1705-1732
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hal-00401585v1
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An invariance principle for Azéma martingales
N. Enriquez
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques , 2007, 43 (6), pp.717-727
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hal-00185957v1
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Decomposition of Triebel-Lizorkin and Besov spaces in the context of Laguerre expansions
G. Kerkyacharian
,
P. Petrushev
,
D. Picard
,
Y. Xu
Journal of Functional Analysis , 2009, 256 (4), pp.1137-1188
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hal-00401016v1
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Asymptotics for spherical needlets
G. Kerkyacharian
,
P. Baldi
,
D. Marinucci
,
D. Picard
Annals of Statistics , 2009, 37 (3), pp.1150-1171
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hal-00401019v1
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A conservative evolution of the Brownian excursion
L. Zambotti
Electronic Journal of Probability , 2008, 13 (37), pp.1096-1119
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hal-00300427v1
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Recovering probabilities for nucleotide trimming processes for T cell receptor TRA and TRG V-J junctions analysed with IMGT tools
Gérard Biau
,
K. Bleakley
,
M.-P. Lefranc
BMC Bioinformatics , 2008, 9, pp.408-414
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hal-00355375v1
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Coding over infinite alphabets
S. Boucheron
,
Aurélien Garivier
,
E. Gassiat
IEEE Transactions on Information Theory , 2009, 55 (1), pp.358-373
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hal-00356674v1
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Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
I. Nourdin
,
J.-C. Breton
,
G. Peccati
Electronic Journal of Statistics , 2009, 3, pp.416-425
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hal-00401096v1
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Much ado about Derrida's GREM
I. Kurkova
,
A. Bovier
A. Bovier, E. Bolthausen. Spin Glasses , Springer, pp.81-116, 2007, Lecture notes in mathematics n°1900
Book sections
hal-00213458v1
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On stochastic 2D hydrodynamical systems
Annie Millet
9ème Colloque Franco Roumain de Mathématiques Appliquées , Aug 2008, Brasov, Romania
Conference papers
hal-00268949v1
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Non-collinding paths in the Honeycomb Dimer model and the Dyson process
C. Boutillier
Journal of Statistical Physics , 2007, 129 (5-6), pp.1117-1135
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hal-00211341v1
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Le théorème de Riesz-Raikov-Bourgain pour un endomorphisme algébrique de R^p
J.C. Lootgieter
Annales de l'Institut Fourier , 2007, 57 (1), pp.45-126
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hal-00160919v1
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Adaptive boxcar deconvolution on full Lebesgue measure sets
G. Kerkyacharian
,
D. Picard
,
M. Raimondo
Statistica Sinica , 2007, 17 (1), pp.317-340
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hal-00160979v1
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A model of optimal portfolio selection under liquidity risk and price impact
V. Ly Vath
,
M. Mnif
,
H. Pham
Finance and Stochastics , 2007, 11 n.1, pp.51-90
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hal-00127972v1
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On some Fourier aspects of the construction of certain Wiener integrals
Marc Yor
,
T. Funaki
,
Y. Hariya
,
F. Hirsch
Stochastic Processes and their Applications , 2007, 117 n.1, pp.1-22
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hal-00128048v1
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On multidimensional branching random walks in random environment
F. Comets
,
S. Popov
Annals of Probability , 2007, 35 (1), pp.68-114
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hal-00143395v1
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