Large deviations for quasi-arithmetically self-normalized random variables
Local asymptotic normality for normal inverse gaussian Lévy processes with high-frequency sampling
Nonparametric estimation of the derivatives of the stationary density for stationary processes
Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation
Asymptotic normality of randomly truncated stochastic algorithms
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
Incremental moments and Hölder exponents of multifractional multistable processes
On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms
Polynomial deviation bounds for recurrent Harris processes having general state space
Multifractional brownian fields indexed by metric spaces with distances of negative type
Fixed-α and fixed-β efficiencies
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
Meeting time of independent random walks in random environment
Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation
Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
Penalization versus Goldenshluger-Lepski strategies in warped bases regression
Towards a universally consistent estimator of the Minkowski content
How the result of graph clustering methods depends on the construction of the graph
Smoothness of Metropolis-Hastings algorithm and application to entropy estimation
Goodness-of-fit tests in long-range dependent processes under fixed alternatives
On ℝ d -valued peacocks
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
Why minimax is not that pessimistic
Adaptive hard-thresholding for linear inverse problems
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
Asymptotics of counts of small components in random structures and models of coagulation-fragmentation
Carthaginian enlargement of filtrations
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
Wavelet analysis of the multivariate fractional brownian motion
Convolution property and exponential bounds for symmetric monotone densities
Discrete time markovian agents interacting through a potential
Necessary and sufficient condition for the existence of a Fréchet mean on the circle
An ℓ 1 -oracle inequality for the Lasso in finite mixture gaussian regression models
Partition-based conditional density estimation
Adaptive density estimation for clustering with gaussian mixtures
Moderate deviations for a Curie-Weiss model with dynamical external field
Risk bounds for new M-estimation problems
Testing randomness of spatial point patterns with the Ripley statistic
Sur l'œuvre de Paul Lévy
Paul Lévy et l'arithmétique des lois de probabilités
Paul Lévy et le mouvement brownien