Florence Merlevède

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Person:217215

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List of research outcomes





PublicationDate of PublicationType
Rates in almost sure invariance principle for nonuniformly hyperbolic maps2024-10-08Paper
Erratum to: ``Rates of convergence in the central limit theorem for martingales in the non stationary setting2024-10-08Paper
Strong approximations for a class of dependent random variables with semi-exponential tails2024-08-24Paper
Deviation inequalities for dependent sequences with applications to strong approximations2024-07-10Paper
Functional central limit theorem via nonstationary projective conditions2024-03-07Paper
Rates of convergence in the central limit theorem for the elephant random walk with random step sizes2023-11-06Paper
Quadratic transportation cost in the conditional central limit theorem for dependent sequences2023-10-09Paper
Rates in almost sure invariance principle for nonuniformly hyperbolic maps2023-07-24Paper
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations2023-07-17Paper
Deviation inequalities for dependent sequences with applications to strong approximations2023-07-05Paper
Strong approximations for a class of dependent random variables with semi exponential tails2023-05-22Paper
Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions2023-05-10Paper
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences2023-01-13Paper
Limit theorems for iid products of positive matrices2023-01-05Paper
Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems2022-11-01Paper
On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition2022-10-12Paper
On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields2022-10-07Paper
On the local limit theorems for lower psi-mixing Markov chains2022-08-30Paper
Rates of convergence in the central limit theorem for martingales in the non stationary setting2022-07-15Paper
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)2022-05-31Paper
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case2022-03-17Paper
On the local limit theorems for psi-mixing Markov chains2021-08-06Paper
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences2021-03-18Paper
Rates of convergence in invariance principles for random walks on linear groups via martingale methods2020-12-18Paper
Universality of limiting spectral distribution under projective criteria2020-06-21Paper
Functional CLT for nonstationary strongly mixing processes2020-01-20Paper
Functional CLT for martingale-like nonstationary dependent structures2019-09-25Paper
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications2019-07-12Paper
Functional Gaussian Approximation for Dependent Structures2019-03-13Paper
Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions2019-02-14Paper
An alternative to the coupling of Berkes-Liu-Wu for strong approximations2018-07-30Paper
On the Komlós, Major and Tusnády strong approximation for some classes of random iterates2018-04-13Paper
Large and moderate deviations for bounded functions of slowly mixing Markov chains2017-12-21Paper
Large and moderate deviations for the left random walk on GL d (R)2017-06-08Paper
Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences2017-05-11Paper
Density estimation for \(\tilde{\beta}\)-dependent sequences2017-04-07Paper
A deviation bound for α-dependent sequences with applications to intermittent maps2017-01-10Paper
On the empirical spectral distribution for matrices with long memory and independent rows2016-08-08Paper
Bernstein-type inequality for a class of dependent random matrices2016-05-27Paper
Moderate deviations of functional of Markov Processes2015-11-17Paper
Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes2015-09-15Paper
Moment bounds for dependent sequences in smooth Banach spaces2015-08-19Paper
Strong approximation for additive functionals of geometrically ergodic Markov chains2015-08-07Paper
Law of the iterated logarithm for the periodogram2015-06-19Paper
On the universality of spectral limit for random matrices with martingale differences entries2015-06-17Paper
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries2015-06-11Paper
Strong invariance principles with rate for ``reverse martingale differences and applications2015-05-26Paper
A quenched weak invariance principle2014-09-05Paper
Reflexive operator algebras on Banach spaces2014-07-31Paper
Rates in the strong invariance principle for ergodic automorphisms of the torus2014-05-16Paper
On martingale approximations and the quenched weak invariance principle2014-04-25Paper
Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\)2014-02-14Paper
Empirical central limit theorems for ergodic automorphisms of the torus2013-12-09Paper
The almost sure invariance principle for unbounded functions of expanding maps2013-12-04Paper
Strong approximation results for the empirical process of stationary sequences2013-11-12Paper
Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus2013-07-18Paper
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples2013-05-24Paper
Weak invariance principle and exponential bounds for some special functions of intermittent maps2012-07-26Paper
Bernstein inequality and moderate deviations under strong mixing conditions2012-07-26Paper
Rates of convergence in the strong invariance principle under projective criteria2012-06-22Paper
A Bernstein type inequality and moderate deviations for weakly dependent sequences2012-02-13Paper
Almost sure invariance principles via martingale approximation2012-01-04Paper
Strong approximation of partial sums under dependence conditions with application to dynamical systems2012-01-04Paper
Invariance principles for linear processes with application to isotonic regression2011-09-02Paper
Rates of convergence in the central limit theorem for linear statistics of martingale differences2011-06-15Paper
https://portal.mardi4nfdi.de/entity/Q30816622011-03-09Paper
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains2010-10-04Paper
Recent advances in invariance principles for stationary sequences2010-06-29Paper
Moderate deviations for linear processes generated by martingale-like random variables2010-04-23Paper
Rates of convergence for minimal distances in the central limit theorem under projective criteria2009-11-20Paper
Moderate deviations for stationary sequences of bounded random variables2009-08-24Paper
Functional moderate deviations for triangular arrays and applications2009-04-27Paper
Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables2008-11-03Paper
On the weak invariance principle for non-adapted sequences under projective criteria2008-02-18Paper
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$2007-11-30Paper
On the weak invariance principle for stationary sequences under projective criteria2007-02-14Paper
The conditional central limit theorem in Hilbert spaces.2005-11-29Paper
Super optimal rates for nonparametric density estimation via projection estimators2005-08-05Paper
Convergence rates in the strong law of large numbers for Hilbert valued dependent variables2005-02-23Paper
Estimation of the asymptotic variance of kernel density estimators for continuous time processes2003-11-16Paper
On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation2003-10-27Paper
Necessary and sufficient conditions for the conditional central limit theorem2003-05-06Paper
The functional central limit theorem under the strong mixing condition2003-05-06Paper
https://portal.mardi4nfdi.de/entity/Q44100782002-01-01Paper
Asymptotic normality for density kernel estimators in discrete and continuous time1999-11-29Paper
Central limit theorem for linear processes with values in Hilbert space1998-03-29Paper
Sharp conditions for the CLT of linear processes in a Hilbert space1997-10-27Paper
Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens1997-09-28Paper
https://portal.mardi4nfdi.de/entity/Q47171851997-01-20Paper
https://portal.mardi4nfdi.de/entity/Q48653981996-05-27Paper
https://portal.mardi4nfdi.de/entity/Q64833150001-01-03Paper
Rates in the central limit theorem for random projections of MartingalesN/APaper

Research outcomes over time

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