| Functional Gaussian Approximation for Dependent Structures, Florence Merlevède, Magda Peligrad, Sergey Utev, Oxford University Press, 2019, ISBN 9780198826941. [OUP website] [Book cover] [A list of errors or typos]
Teaching:
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Estimation empirique-Statistique des valeurs extremes. (Master 2 Actuariat)
|
Probabilité Acancées. (Master 1 Maths et Applications et Master 1 Actuariat)
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Suites-Séries de fonctions. (Licence 2)
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Statistique de processus à temps discret. (Master 2 Recherche)
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Compléments de statistique. (Master 2 Imis)
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Statistique Mathématique. (Master 1)
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Probabilités. (Licence 3)
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Analyse de données et TP sous SAS. (Master 1 Imis) [Données TP SAS]
Research articles and Preprints:
| 71. | Functional CLT for nonstationary strongly mixing processes (with M. Peligrad). To appear in Stat. and Probab. Letters (2020). [Preprint 2019]
| 70. | Universality of limiting spectral distribution under projective criteria (with M. Peligrad). To appear in High Dimensional Probability VIII Proceedings. [Preprint 2019]
| 69. | Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications (with J. Najim and P. Tian). Linear Algebra Appl. 577 (2019), 317-359. [arXiv link]
| 68. | Rates of convergence in invariance principles for random walks on linear groups via
martingale methods (with C. Cuny and J. Dedecker) (Preprint 2019
) [Fichier PDF]
| 67. | Functional CLT for martingale-like nonstationary dependent structures (with M. Peligrad and S. Utev) (Preprint 2019
to appear in Bernouilli) [Fichier PDF] [Supplementary material PDF]
| 66. | Rates in almost sure invariance principle for quickly dynamical systems (with C. Cuny, J. Dedecker and A. Korepanov) (Preprint 2019
) [Fichier PDF]
| 65. | Behavior of the empirical Wasserstein distance in R^d under moment conditions (with J. Dedecker) (Preprint 2019 to appear in
Electronic Journal of Probability ) [Fichier PDF]
| 64. | Rates in almost sure invariance principle for slowly mixing dynamical systems (with C. Cuny, J. Dedecker and A. Korepanov) (Preprint 2018 to appear in Ergodic Theory and Dynamical Systems ) [Fichier PDF]
| 63. |
An alternative to the coupling of Berkes-Liu-Wu for strong approximations (with C. Cuny and J. Dedecker) (Preprint 2017, Chaos Solitons Fractals 106, 233-242, 2018)
[Fichier PDF]
| 62. | Large and moderate deviations for the left random walk on GL_d(R) (with C. Cuny and J. Dedecker) (ALEA, Lat. Am. J. Probab. Math. Stat., 14, 503-527, 2017)
[Fichier PDF]
| 61. |
Density estimation for \beta-dependent sequences (with J. Dedecker) (Preprint 2017, Electronic Journal of Statistics, 11, 981-1021, 2017)
[Fichier PDF]
| 60. |
On the Komlós, Major and Tusnády strong approximation for
some classes of random iterates (with C. Cuny and J. Dedecker) (Preprint 2017, Stochastic Process. Appl. 128, no. 4, 1347-1385, 2018)
[Fichier PDF]
| 59. |
Large and moderate deviations for bounded functions of slowly mixing Markov chains (with J. Dedecker and S. Gouezel) (Preprint 2015, Stoch. Dyn. 18, no. 2, 1850017, 38 pp, 2018)
[Fichier PDF]
| 58. | A deviation bound for alpha-dependent sequences with applications to intermittent maps (with J. Dedecker)( Stoch. Dyn. 17, 27 pp, 2017)
[Fichier PDF]
| 57. | Bernstein-type inequality for a class of dependent random matrices (with M. Banna and P. Youssef). (Preprint 2016, Random Matrices Theory Appl. 5, no. 2, 1650006, 28 pp., 2016)
[Fichier PDF]
| 56. |
On the empirical spectral distribution for matrices with long memory and independent rows (with M. Peligrad)(Stochastic Processes and their Applications, 126, no. 9, 2734-2760, 2016) [Fichier PDF]
| 55. |
Behavior of the Wasserstein distance between the empirical and
the marginal distributions of stationary alpha-dependent sequences (with J. Dedecker) (Preprint 2015 Bernoulli 23, no. 3, 2083-2127, 2017)
[Fichier PDF]
| 54. |
On the universality of spectral limit for random matrices with martingale differences entries (with C. Peligrad and M. Peligrad) (Revised version, 2015, Random Matrices Theory Appl. 4, no. 1, 1550003, 33 pp, 2015)
[Fichier PDF]
| 53. |
Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (with M. Banna) (Revised version, 2013, J. Theoret. Probab. 28, no. 2, 745-783, 2015)
[Fichier PDF]
| 52. |
Moment bounds for dependent sequences in smooth Banach
spaces (with J. Dedecker) (Preprint 2015 Stochastic Process. Appl. 125, no. 9, 3401-3429, 2015.)
[Fichier PDF]
| 51. |
On the limiting spectral distribution for a large class of
symmetric random matrices with correlated entries (with M. Banna and M. Peligrad) (Revised version, 2014, Stochastic Process. Appl. 125, no. 7, 2700-2726, 2015)
[Fichier PDF]
| 50. |
Strong approximation for additive functionals
of geometrically ergodic Markov chains (with E. Rio) ( Electron. J. Probab., 2015, Vol. 20, 1-27)
[Fichier PDF]
| 49. |
On martingale approximations and the quenched weak invariance principle (with C. Cuny) ( Annals of Probability, 2014, Vol. 42, No. 2, 760-793)
[Fichier PDF]
| 48. |
Strong approximation of the empirical distribution function for absolutely regular sequences in Rd. (with J. Dedecker and E. Rio) ( Electron. J. Probab., 2014, Vol. 19, No. 9, 1-56.)
[Fichier PDF]
| 47. |
Empirical central limit theorems for ergodic automorphisms
of the torus (with J. Dedecker and F. Pène) ( ALEA, Lat. Am. J. Probab. Math. Stat., 10, No. 2, 731-766, 2013)
[Fichier PDF]
| 46. |
Law of the iterated logarithm for the periodogram (with C. Cuny and M. Peligrad) (Stochastic Processes and their Applications, 123, No. 11, 4065-4089, 2013).
[Fichier PDF]
| 45. |
Strong invariance principles with rate for "reverse" martingale differences and applications (with C. Cuny) (Revised version, 2013, accepted to Journal of Theoretical Probability)
[Fichier PDF]
| 44. |
Strong approximation results for the empirical process of stationary sequences (with J. Dedecker and E. Rio) ( Annals of Probability, 2013, Vol. 41, No. 5, 3051-3696)
[Fichier PDF]
| 43. |
Rates in the strong invariance principle for ergodic automorphisms of the torus (with J. Dedecker and F. Pène) (Preprint 2012. arXiv:1206.4336, Stoch. Dyn. 14, no. 2, 1350021, 30 pp., 2014)
[Fichier PDF]
| 42. |
Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus (with J. Dedecker and F. Pène) (Progress in Probability, 66, 115-140, 2013)
[Fichier PDF]
| 41. |
A quenched weak invariance principle (with J. Dedecker and M. Peligrad) (Preprint 2012, Ann. Inst. Henri Poincaré Probab. Stat. 50, no. 3, 872–898, 2014. arXiv: 1204.4554)
[Fichier PDF]
| 40. |
The almost sure invariance principle for unbounded functions of
expanding maps (with J. Dedecker and S. Gouezel) (ALEA, Lat. Am. J. Probab. Math. Stat., 9, 141-163, 2012)
[Fichier PDF]
| 39. |
Almost Sure Invariance Principles via Martingale Approximation (with C. Peligrad and M. Peligrad) (Stochastic Processes and their Applications, 122, 170-190, 2012)
[Fichier PDF]
| 38. |
Rates of convergence in the strong invariance principle under projective criteria (with J. Dedecker and P. Doukhan) (Electron. J. Probab., 17, no. 16, 1-31, 2012) [Fichier PDF]
| 37. |
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
(with M. Peligrad) (Annals of Probability 2013, Vol. 41, No. 2, 914-960)
[Fichier PDF]
| 36. |
Strong approximation of partial sums under dependence conditions with application to dynamical systems (with E. Rio) (Stochastic Processes and their Applications, 122, 386-417, 2012)
[Fichier PDF]
| 35. |
Rates of convergence in
the central limit theorem for linear statistics of martingale differences (with J. Dedecker) (Stochastic Processes and their Applications, 121, 1013-1043, 2011)
[Fichier PDF]
| 34. |
A Bernstein type inequality and moderate deviations for weakly dependent sequences (with M. Peligrad and E. Rio) (Probability Theory and Related Fields, 151, 435-474, 2011).
[Fichier PDF]
| 33. |
Invariance principles for linear processes with application to isotonic regression (with J. Dedecker and M. Peligrad) (Bernoulli, 17, 88-113, 2011)
[Fichier PDF]
| 32. |
On the almost sure invariance principle for stationary sequences of Hilbert-valued random variables (with J. Dedecker) (in Dependence in Probability, Analysis and Number
Theory, W. Philipp Memorial Volume, Kendrick Press, 2010)
[Fichier PDF]
| 31. |
Some almost sure results for unbounded functions of
intermittent maps and their associated Markov chains (with J. Dedecker and S. Gouezel)(Annales de l'Institut Henri
Poincaré, Probabilités et Statistiques, 46, 796-821, 2010)
[Fichier PDF]
| 30. |
Moderate deviations for linear processes generated by martingale-like random variables (with M. Peligrad) ( Journal of
Theoretical Probability, 23, 277-300, 2010)
[Fichier PDF]
| 29. |
Bernstein inequality and moderate deviations under strong mixing conditions (with M. Peligrad and E. Rio) (IMS Collections. High Dimensional Probability V, 273-292, 2009)
[Fichier PDF]
| 28. |
Weak invariance principle and exponential bounds for some special functions of intermittent maps (with J. Dedecker)(IMS Collections. High Dimensional Probability V, 60-72, 2009)
[Fichier PDF]
| 27. |
Rates of convergence for minimal distances in the central
limit theorem under projective criteria (with J. Dedecker and E. Rio) (EJP, 14, 978-1011, 2009) [Fichier PDF]
| 26. |
Functional moderate deviations for triangular arrays and applications (with M. Peligrad) ( Alea, vol. V, 2009)
[Fichier PDF]
| 25. |
Moderate deviations for stationary sequences of bounded
random variables (with J. Dedecker, M. Peligrad and S. Utev) (Annales de l'Institut Henri
Poincaré, Probabilités et Statistiques, 45, 453-476, 2009) [Fichier PDF]
| 24. |
On a maximal inequality for strongly mixing sequences of random variables in Hilbert spaces. Application to the
compact law of the iterated logarithm (numéro
spécial des Annales de l'ISUP, 52, 47-60, 2008)
[Fichier PDF]
| 23. |
On the weak invariance principle for non-adapted stationary sequences under projective criteria (with J. Dedecker and D. Volny) (Journal of
Theoretical Probability, 20, 971-1004, 2007)
[Fichier PDF]
| 22. |
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results
in L^p (with J. Dedecker) (ESAIM Probability and Statistics 102-114, 2007)
[Fichier PDF]
| 21. |
Convergence rates in the law of large numbers for Banach
valued dependent variables (with J. Dedecker) (Teor. Veroyatnost.
i Primenen 52, 562-587, 2007) [Fichier PDF]
| 20. |
Inequalities for partial sums of Hilbert valued dependent sequences and applications (with J. Dedecker) (Mathematical
methods of Statistics 15 (2), 176-206, 2006) [Fichier PDF]
| 19. |
On the weak invariance principle for stationary sequences under projective criteria (with M. Peligrad) (Journal of
Theoretical Probability 19 (3), 647-689, 2006)
[Fichier PDF]
| 18. |
Recent advances in invariance principles for stationary sequences (with M. Peligrad and S. Utev) (Probability Surveys 3, 1-36, 2006)
[Fichier PDF]
| 17. |
Suroptimal rates for nonparametric density estimation via projection estimators (with F. Comte) (Stochastic Process. Appl. 115, 797-826, 2005)
[Fichier PDF]
| 16. |
Vitesses de convergence dans la loi forte des grands nombres pour des variables dépendantes (with J. Dedecker) (C.R. Acad.
Sci. Paris. 339, Série I, 883-886, 2004)
| 15. |
The conditional central limit theorem in Hilbert spaces (with J. Dedecker) (Stochastic Process. Appl. 108, 229-262, 2003) [Fichier PDF]
| 14. |
On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation
(Journal of Theoretical Probability 16, 625-653, 2003) [Fichier PDF]
| 13. |
Second-order properties of the blocks of blocks bootstrap for density estimators for continuous time processes (with A. Guillou)
(Mathematical methods of
Statistics 12 (1), 1-30, 2003)
| 12. |
Adaptive estimation of the stationary density of discrete and continuous time mixing processes (with F. Comte)
(ESAIM PS 6, 211-238, 2002) [Fichier PDF]
| 11. |
On the coupling of dependent random
variables and applications (with M. Peligrad)(in
Empirical process techniques for dependent data. Birkhauser, 2002)
| 10. |
Necessary and sufficient conditions for the conditional central limit theorem (with J. Dedecker) (Annals of
Probability 30 (3) 1044-1081, 2002)
| 9. | |
Estimation of the asymptotic variance of Kernel density estimators for continuous time processes.
Mathematical methods of Statistics (with A. Guillou) (Journal of Multivariate Analysis 79,114-137 , 2001)
| 8. |
Estimation of the asymptotic variance of
local time density estimators for continuous time processes (with D. Blanke) (Mathematical methods of Statistics 9 (3), 270-296, 2000)
| 7. |
The functional central limit theorem under the strong
mixing condition (with M. Peligrad) (Annals
of Probability 28 (3), 1336-1352, 2000) [Fichier PDF]
| 6. |
Asymptotic normality for density kernel estimators in discrete and continuous time (with D. Bosq and M. Peligrad) (Journal of Multivariate
Analysis 68 (1), 78-95, 1999)
| 5. |
Sharp conditions for the CLT of linear processes in a Hilbert space (with M. Peligrad and S. Utev) (Journal of
Theoretical Probability 10 (3) 681-693, 1997) [Fichier PDF]
| 4. | Central
limit theorem for linear processes with values in a Hilbert space
(Stochastic Processes
and their Applications 65(1), 103-114, 1996)
| 3. |
Résultats de convergence presque sûre pour l'estimation et la
prévision des processus linéaires hilbertiens(C.R. Acad. Sci. Paris 324, Série I, 573-576, 199?)
| 2. |
Lois des grands nombres et loi du logarithme itéré compacte pour
des processus linéaires à valeurs dans un espace de
Banach de type 2(C.R. Acad. Sci. Paris 323, Série I, 521-524, 1996)
| 1. |
Sur l'inversibilité des processus linéaires à valeurs
dans un espace de Hilbert(C.R. Acad. Sci. Paris 321, Série I, 477-480, 1995)
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