Florence Merlevède

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Rates in almost sure invariance principle for nonuniformly hyperbolic maps
Communications in Mathematical Physics
2024-10-08Paper
Erratum to: ``Rates of convergence in the central limit theorem for martingales in the non stationary setting
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2024-10-08Paper
Strong approximations for a class of dependent random variables with semi-exponential tails
Journal of Theoretical Probability
2024-08-24Paper
Deviation inequalities for dependent sequences with applications to strong approximations
Stochastic Processes and their Applications
2024-07-10Paper
Functional central limit theorem via nonstationary projective conditions
Progress in Probability
2024-03-07Paper
Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
Journal of Statistical Physics
2023-11-06Paper
Quadratic transportation cost in the conditional central limit theorem for dependent sequences
Annales Henri Lebesgue
2023-10-09Paper
Rates in almost sure invariance principle for nonuniformly hyperbolic maps
 
2023-07-24Paper
Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations
Stochastics and Dynamics
2023-07-17Paper
Deviation inequalities for dependent sequences with applications to strong approximations
 
2023-07-05Paper
Strong approximations for a class of dependent random variables with semi exponential tails
 
2023-05-22Paper
Berry-Esseen type bounds for the left random walk on \({\mathrm{GL}_d}(\mathbb{R})\) under polynomial moment conditions
The Annals of Probability
2023-05-10Paper
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
 
2023-01-13Paper
Limit theorems for iid products of positive matrices
 
2023-01-05Paper
Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems
 
2022-11-01Paper
On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
Electronic Communications in Probability
2022-10-12Paper
On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
Stochastic Processes and their Applications
2022-10-07Paper
On the local limit theorems for lower psi-mixing Markov chains
 
2022-08-30Paper
Rates of convergence in the central limit theorem for martingales in the non stationary setting
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2022-07-15Paper
Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on \(\mathrm{GL}_d(\mathbb{R})\)
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2022-05-31Paper
Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case
Statistics
2022-03-17Paper
On the local limit theorems for psi-mixing Markov chains
 
2021-08-06Paper
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
Statistics & Probability Letters
2021-03-18Paper
Rates of convergence in invariance principles for random walks on linear groups via martingale methods
Transactions of the American Mathematical Society
2020-12-18Paper
Universality of limiting spectral distribution under projective criteria
 
2020-06-21Paper
Functional CLT for nonstationary strongly mixing processes
Statistics & Probability Letters
2020-01-20Paper
Functional CLT for martingale-like nonstationary dependent structures
Bernoulli
2019-09-25Paper
Unbounded largest eigenvalue of large sample covariance matrices: asymptotics, fluctuations and applications
Linear Algebra and its Applications
2019-07-12Paper
Functional Gaussian Approximation for Dependent Structures
 
2019-03-13Paper
Behavior of the empirical Wasserstein distance in \({\mathbb R}^d\) under moment conditions
Electronic Journal of Probability
2019-02-14Paper
An alternative to the coupling of Berkes-Liu-Wu for strong approximations
Chaos, Solitons and Fractals
2018-07-30Paper
On the Komlós, Major and Tusnády strong approximation for some classes of random iterates
Stochastic Processes and their Applications
2018-04-13Paper
Large and moderate deviations for bounded functions of slowly mixing Markov chains
Stochastics and Dynamics
2017-12-21Paper
Large and moderate deviations for the left random walk on \(GL_d(\mathbb{R})\)
 
2017-06-08Paper
Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences
Bernoulli
2017-05-11Paper
Density estimation for \(\tilde{\beta}\)-dependent sequences
Electronic Journal of Statistics
2017-04-07Paper
A deviation bound for \(\alpha\)-dependent sequences with applications to intermittent maps
Stochastics and Dynamics
2017-01-10Paper
On the empirical spectral distribution for matrices with long memory and independent rows
Stochastic Processes and their Applications
2016-08-08Paper
Bernstein-type inequality for a class of dependent random matrices
Random Matrices: Theory and Applications
2016-05-27Paper
Moderate deviations of functional of Markov Processes
ESAIM: Proceedings
2015-11-17Paper
Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
Journal of Theoretical Probability
2015-09-15Paper
Moment bounds for dependent sequences in smooth Banach spaces
Stochastic Processes and their Applications
2015-08-19Paper
Strong approximation for additive functionals of geometrically ergodic Markov chains
Electronic Journal of Probability
2015-08-07Paper
Law of the iterated logarithm for the periodogram
Stochastic Processes and their Applications
2015-06-19Paper
On the universality of spectral limit for random matrices with martingale differences entries
Random Matrices: Theory and Applications
2015-06-17Paper
On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries
Stochastic Processes and their Applications
2015-06-11Paper
Strong invariance principles with rate for ``reverse martingale differences and applications
Journal of Theoretical Probability
2015-05-26Paper
A quenched weak invariance principle
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2014-09-05Paper
Reflexive operator algebras on Banach spaces
Pacific Journal of Mathematics
2014-07-31Paper
Rates in the strong invariance principle for ergodic automorphisms of the torus
Stochastics and Dynamics
2014-05-16Paper
On martingale approximations and the quenched weak invariance principle
The Annals of Probability
2014-04-25Paper
Strong approximation of the empirical distribution function for absolutely regular sequences in \({\mathbb R}^d\)
Electronic Journal of Probability
2014-02-14Paper
Empirical central limit theorems for ergodic automorphisms of the torus
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-09Paper
The almost sure invariance principle for unbounded functions of expanding maps
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-04Paper
Strong approximation results for the empirical process of stationary sequences
The Annals of Probability
2013-11-12Paper
Rates of convergence in the strong invariance principle for non-adapted sequences application to ergodic automorphisms of the torus
Progress in Probability
2013-07-18Paper
Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples
The Annals of Probability
2013-05-24Paper
Bernstein inequality and moderate deviations under strong mixing conditions
Institute of Mathematical Statistics Collections
2012-07-26Paper
Weak invariance principle and exponential bounds for some special functions of intermittent maps
Institute of Mathematical Statistics Collections
2012-07-26Paper
Rates of convergence in the strong invariance principle under projective criteria
Electronic Journal of Probability
2012-06-22Paper
A Bernstein type inequality and moderate deviations for weakly dependent sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2012-02-13Paper
Almost sure invariance principles via martingale approximation
Stochastic Processes and their Applications
2012-01-04Paper
Strong approximation of partial sums under dependence conditions with application to dynamical systems
Stochastic Processes and their Applications
2012-01-04Paper
Invariance principles for linear processes with application to isotonic regression
Bernoulli
2011-09-02Paper
Rates of convergence in the central limit theorem for linear statistics of martingale differences
Stochastic Processes and their Applications
2011-06-15Paper
On the almost sure invariance principle for stationary sequences of Hilbert-valued random variables
 
2011-03-09Paper
Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2010-10-04Paper
Recent advances in invariance principles for stationary sequences
Probability Surveys
2010-06-29Paper
Moderate deviations for linear processes generated by martingale-like random variables
Journal of Theoretical Probability
2010-04-23Paper
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Electronic Journal of Probability
2009-11-20Paper
Moderate deviations for stationary sequences of bounded random variables
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2009-08-24Paper
Functional moderate deviations for triangular arrays and applications
 
2009-04-27Paper
Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
Theory of Probability & Its Applications
2008-11-03Paper
On the weak invariance principle for non-adapted sequences under projective criteria
Journal of Theoretical Probability
2008-02-18Paper
The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$
ESAIM: Probability and Statistics
2007-11-30Paper
On the weak invariance principle for stationary sequences under projective criteria
Journal of Theoretical Probability
2007-02-14Paper
The conditional central limit theorem in Hilbert spaces.
Stochastic Processes and their Applications
2005-11-29Paper
Super optimal rates for nonparametric density estimation via projection estimators
Stochastic Processes and their Applications
2005-08-05Paper
Convergence rates in the strong law of large numbers for Hilbert valued dependent variables
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2005-02-23Paper
Estimation of the asymptotic variance of kernel density estimators for continuous time processes
Journal of Multivariate Analysis
2003-11-16Paper
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
2003-10-27Paper
The functional central limit theorem under the strong mixing condition
The Annals of Probability
2003-05-06Paper
Necessary and sufficient conditions for the conditional central limit theorem
The Annals of Probability
2003-05-06Paper
scientific article; zbMATH DE number 1944030 (Why is no real title available?)
 
2002-01-01Paper
Asymptotic normality for density kernel estimators in discrete and continuous time
Journal of Multivariate Analysis
1999-11-29Paper
Central limit theorem for linear processes with values in Hilbert space
Stochastic Processes and their Applications
1998-03-29Paper
Sharp conditions for the CLT of linear processes in a Hilbert space
Journal of Theoretical Probability
1997-10-27Paper
Résultats de convergence presque sûre pour l’estimation et la prévision des processus linéaires hilbertiens
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics
1997-09-28Paper
scientific article; zbMATH DE number 952097 (Why is no real title available?)
 
1997-01-20Paper
scientific article; zbMATH DE number 844502 (Why is no real title available?)
 
1996-05-27Paper
scientific article; zbMATH DE number 1865880 (Why is no real title available?)
Mathematical Methods of Statistics
0001-01-03Paper
Rates in the central limit theorem for random projections of Martingales
 
N/APaper


Research outcomes over time


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