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ESAIM: Probability and Statistics
Journal Prestige (SJR): 0.812
Citation Impact (citeScore): 1
Number of Followers: 4  

  This is an Open Access Journal Open Access journal
ISSN (Print) 1292-8100 - ISSN (Online) 1262-3318
Published by EDP Sciences Homepage  [74 journals]
  • Convergence of a particle approximation for the quasi-stationary
           distribution of a diffusion process: Uniform estimates in a compact soft
           case

    • Authors: Lucas Journel, Pierre Monmarché
      First page: 1
      Abstract:
      Authors : Lucas Journel and Pierre Monmarché.
      ESAIM: Probability and Statistics Vol. 26 , page 1
      Published online: 13/01/2022
      Keywords: Quasi-stationary distribution ; interacting particle system ; Wasserstein distance ; couplings ; propagation of chaos.65C35 ; 65C40 ; 60J22.
      Keywords: Quasi-stationary distribution; interacting particle system; Wasserstein distance; couplings; propagation of chaos; 65C35; 65C40; 60J22
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-01-13
      DOI: 10.1051/ps/2021017
      Issue No: Vol. 26 (2022)
       
  • Exact tail asymptotics for a three-dimensional Brownian-driven tandem
           queue with intermediate inputs

    • Authors: Hongshuai Dai, Donald A. Dawson, Yiqiang Q. Zhao
      First page: 26
      Abstract:
      Authors : Hongshuai Dai, Donald A. Dawson and Yiqiang Q. Zhao.
      ESAIM: Probability and Statistics Vol. 26 , page 26
      Published online: 13/01/2022
      Keywords: Brownian-driven tandem queue ; stationary distribution ; exact tail asymptotics ; kernel method ; extreme value theory.60K25.
      Keywords: Brownian-driven tandem queue; stationary distribution; exact tail asymptotics; kernel method; extreme value theory; 60K25
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-01-13
      DOI: 10.1051/ps/2021018
      Issue No: Vol. 26 (2022)
       
  • Approximating quasi-stationary distributions with interacting reinforced
           random walks

    • Authors: Amarjit Budhiraja, Nicolas Fraiman, Adam Waterbury
      First page: 69
      Abstract:
      Authors : Amarjit Budhiraja, Nicolas Fraiman and Adam Waterbury.
      ESAIM: Probability and Statistics Vol. 26 , page 69
      Published online: 31/01/2022
      Keywords: Quasi-stationary distributions ; stochastic approximation ; interacting particles ; central limit theorem ; reinforced random walks ; self-interaction ; Fleming-Viot particle approximations.60J10 ; 34F05 ; 60F10 ; 92D25.
      Keywords: Quasi-stationary distributions; stochastic approximation; interacting particles; central limit theorem; reinforced random walks; self-interaction; Fleming-Viot particle approximations; 60J10; 34F05; 60F10; 92D25
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-01-31
      DOI: 10.1051/ps/2021019
      Issue No: Vol. 26 (2022)
       
  • Optimal convergence rates for the invariant density estimation of
           jump-diffusion processes

    • Authors: Chiara Amorino, Eulalia Nualart
      First page: 126
      Abstract:
      Authors : Chiara Amorino and Eulalia Nualart.
      ESAIM: Probability and Statistics Vol. 26 , page 126
      Published online: 01/02/2022
      Keywords: Minimax risk ; convergence rate ; non-parametric statistics ; ergodic diffusion with jumps ; Lévy driven SDE ; invariant density estimation.62G07 ; 62G20 ; 60J74.
      Keywords: Minimax risk; convergence rate; non-parametric statistics; ergodic diffusion with jumps; Lévy driven SDE; invariant density estimation; 62G07; 62G20; 60J74
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-02-01
      DOI: 10.1051/ps/2022001
      Issue No: Vol. 26 (2022)
       
  • Limit theorems for chains with unbounded variable length memory which
           satisfy Cramer condition*

    • Authors: A. Logachov, A. Mogulskii, A. Yambartsev
      First page: 152
      Abstract:
      Authors : A. Logachov, A. Mogulskii and A. Yambartsev.
      ESAIM: Probability and Statistics Vol. 26 , page 152
      Published online: 21/02/2022
      Keywords: Variable length memory chain ; regeneration scheme ; compound renewal process ; local limit theorem ; large deviation principle ; moderate deviation principle ; rate function ; Cramer condition.60F10 ; 60K05 ; 60K30.
      Keywords: Variable length memory chain; regeneration scheme; compound renewal process; local limit theorem; large deviation principle; moderate deviation principle; rate function; Cramer condition; 60F10; 60K05; 60K30
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-02-21
      DOI: 10.1051/ps/2022002
      Issue No: Vol. 26 (2022)
       
  • Rate of convergence for geometric inference based on the empirical
           Christoffel function

    • Authors: Mai Trang Vu, François Bachoc, Edouard Pauwels
      First page: 171
      Abstract:
      Authors : Mai Trang Vu, François Bachoc and Edouard Pauwels.
      ESAIM: Probability and Statistics Vol. 26 , page 171
      Published online: 01/03/2022
      Keywords: Support estimation ; christoffel function ; concentration ; finite sample ; convergence rate.62G05 ; 42C05.
      Keywords: Support estimation; christoffel function; concentration; finite sample; convergence rate; 62G05; 42C05
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-03-01
      DOI: 10.1051/ps/2022003
      Issue No: Vol. 26 (2022)
       
  • Asymptotic Analysis of a Matrix Latent Decomposition Model

    • Authors: Clément Mantoux, Stanley Durrleman, Stéphanie Allassonnière
      First page: 208
      Abstract:
      Authors : Clément Mantoux, Stanley Durrleman and Stéphanie Allassonnière.
      ESAIM: Probability and Statistics Vol. 26 , page 208
      Published online: 20/05/2022
      Keywords: Hierarchical model ; matrix data sets ; low rank ; stiefel manifold ; identifiability ; strong consistency ; asymptotic normality.62F12 ; 62H21.
      Keywords: Hierarchical model; matrix data sets; low rank; stiefel manifold; identifiability; strong consistency; asymptotic normality; 62F12; 62H21
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-05-20
      DOI: 10.1051/ps/2022004
      Issue No: Vol. 26 (2022)
       
  • Martingale Solutions of the Stochastic 2D Primitive Equations with
           Anisotropic Viscosity*

    • Authors: Chengfeng Sun, Hongjun Gao, Hui Liu, Jie Zhang
      First page: 243
      Abstract:
      Authors : Chengfeng Sun, Hongjun Gao, Hui Liu and Jie Zhang.
      ESAIM: Probability and Statistics Vol. 26 , page 243
      Published online: 20/05/2022
      Keywords: Stochastic primitive equations ; anisotropic viscosity ; Martingale solutions.35Q35 ; 60H15 ; 60H30.
      Keywords: Stochastic primitive equations; anisotropic viscosity; Martingale solutions; 35Q35; 60H15; 60H30
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-05-20
      DOI: 10.1051/ps/2022006
      Issue No: Vol. 26 (2022)
       
  • Bayesian Sequential Composite Hypothesis Testing in Discrete Time*

    • Authors: Erik Ekström, Yuqiong Wang
      First page: 265
      Abstract:
      Authors : Erik Ekström and Yuqiong Wang.
      ESAIM: Probability and Statistics Vol. 26 , page 265
      Published online: 20/05/2022
      Keywords: Sequential analysis ; hypothesis testing ; exponential family ; optimal stopping.62L10 ; 60G40 ; 62C10.
      Keywords: Sequential analysis; hypothesis testing; exponential family; optimal stopping; 62L10; 60G40; 62C10
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-05-20
      DOI: 10.1051/ps/2022005
      Issue No: Vol. 26 (2022)
       
  • A tractable non-adaptative group testing method for non-binary
           measurements*

    • Authors: Émilien Joly, Bastien Mallein
      First page: 283
      Abstract:
      Authors : Émilien Joly and Bastien Mallein.
      ESAIM: Probability and Statistics Vol. 26 , page 283
      Published online: 16/06/2022
      Keywords: Group testing ; one-stage algorithm ; non-adaptative group testing ; algorithm design and analysis ; non binary test.62B10 ; 94C12.
      Keywords: Group testing; one-stage algorithm; non-adaptative group testing; algorithm design and analysis; non binary test; 62B10; 94C12
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-06-16
      DOI: 10.1051/ps/2022007
      Issue No: Vol. 26 (2022)
       
  • Probabilistic representation of integration by parts formulae for some
           stochastic volatility models with unbounded drift

    • Authors: Junchao Chen, Noufel Frikha, Houzhi Li
      First page: 304
      Abstract:
      Authors : Junchao Chen, Noufel Frikha and Houzhi Li.
      ESAIM: Probability and Statistics Vol. 26 , page 304
      Published online: 12/08/2022
      Keywords: Stochastic differential equations ; Greeks ; integration by parts ; Monte Carlo simulator.60H20 ; 60H07 ; 60H30 ; 65C05 ; 65C30.
      Keywords: Stochastic differential equations; Greeks; integration by parts; Monte Carlo simulator; 60H20; 60H07; 60H30; 65C05; 65C30
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-08-12
      DOI: 10.1051/ps/2022008
      Issue No: Vol. 26 (2022)
       
  • Limit behaviour of random walks on ℤm with two-sided membrane

    • Authors: Victor Bogdanskii, Ilya Pavlyukevich, Andrey Pilipenko
      First page: 352
      Abstract:
      Authors : Victor Bogdanskii, Ilya Pavlyukevich and Andrey Pilipenko.
      ESAIM: Probability and Statistics Vol. 26 , page 352
      Published online: 14/09/2022
      Keywords: Skew Brownian motion ; Walsh’s Brownian motion ; perturbed random walk ; two-sided membrane ; weak convergence ; martingale characterization ; .60F17 ; 60G42 ; 60G50 ; 60H10 ; 60J10 ; 60J55 ; 60K37.
      Keywords: Skew Brownian motion; Walsh’s Brownian motion; perturbed random walk; two-sided membrane; weak convergence; martingale characterization; 60F17; 60G42; 60G50; 60H10; 60J10; 60J55; 60K37
      Citation: ESAIM: Probability and Statistics Vol. 26
      PubDate: 2022-09-14
      DOI: 10.1051/ps/2022009
      Issue No: Vol. 26 (2022)
       
 
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