| Publication | Date of Publication | Type |
|---|
Fluctuation bounds for first-passage percolation on the square, tube, and torus
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2024-07-01 | Paper |
Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs
Progress in Probability | 2024-03-07 | Paper |
On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures
Potential Analysis | 2024-01-09 | Paper |
A central limit theorem for the length of the longest common subsequences in random words
Electronic Journal of Probability | 2023-01-23 | Paper |
On the rate of convergence of the shape of Young diagrams associated with random words
| 2022-12-03 | Paper |
Normal approximation for functions of hidden Markov models
Advances in Applied Probability | 2022-06-28 | Paper |
Fluctuation bounds for first-passage percolation on the square, tube, and torus
| 2022-04-13 | Paper |
On the Functional L\'{e}vy-It\^{o} Stochastic Calculus
| 2021-12-28 | Paper |
On the limiting law of the length of the longest common and increasing subsequences in random words with arbitrary distribution
Electronic Journal of Probability | 2021-07-21 | Paper |
Surface measures and related functional inequalities on configuration spaces
| 2021-03-21 | Paper |
On the limiting shape of Young diagrams associated with Markov random words
| 2021-02-01 | Paper |
Iterated jackknives and two-sided variance inequalities
| 2020-06-21 | Paper |
Lower bounds for fluctuations in first-passage percolation for general distributions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2020-05-13 | Paper |
On Stein's method for multivariate self-decomposable laws
Electronic Journal of Probability | 2019-12-12 | Paper |
On the rate of convergence for the length of the longest common subsequences in hidden Markov models
Journal of Applied Probability | 2019-07-31 | Paper |
On the limiting law of the length of the longest common and increasing subsequences in random words with arbitrary distributions
| 2019-06-15 | Paper |
Power Lower Bounds for the Central Moments of the Last Passage Time for Directed Percolation in a Thin Rectangle
| 2019-05-24 | Paper |
On Stein's method for multivariate self-decomposable laws with finite first moment
Electronic Journal of Probability | 2019-05-16 | Paper |
On Stein's method for infinitely divisible laws with finite first moment
SpringerBriefs in Probability and Mathematical Statistics | 2019-04-10 | Paper |
On the Variance of the Length of the Longest Common Subsequences in Random Words With an Omitted Letter
| 2018-12-22 | Paper |
Lower bounds on the generalized central moments of the optimal alignments score of random sequences
Journal of Theoretical Probability | 2018-08-16 | Paper |
A note on the expected length of the longest common subsequences of two i.i.d. random permutations
The Electronic Journal of Combinatorics | 2018-06-27 | Paper |
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Applied Mathematical Finance | 2018-04-06 | Paper |
On a Generalization of the Arcsine Law
| 2017-10-12 | Paper |
Simulations, Computations, and Statistics for Longest Common Subsequences
| 2017-05-18 | Paper |
On the limiting law of the length of the longest common and increasing subsequences in random words
Stochastic Processes and their Applications | 2017-05-18 | Paper |
On the order of the central moments of the length of the longest common subsequences in random words
High Dimensional Probability VII | 2017-01-11 | Paper |
On the variance of the optimal alignments score for binary random words and an asymmetric scoring function
Journal of Statistical Physics | 2016-10-26 | Paper |
High-order short-time expansions for ATM option prices of exponential Lévy models
Mathematical Finance | 2016-07-15 | Paper |
Concentration of Geodesics in Directed Bernoulli Percolation
| 2016-07-07 | Paper |
Closeness to the diagonal for longest common subsequences in random words
Electronic Communications in Probability | 2016-05-23 | Paper |
A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words
| 2015-12-17 | Paper |
Refinements of the one dimensional free Poincaré inequality
IMRN. International Mathematics Research Notices | 2015-10-02 | Paper |
GUE minors, maximal Brownian functionals and longest increasing subsequences in random words
| 2015-08-05 | Paper |
Simultaneous large deviations for the shape of Young diagrams associated with random words
Bernoulli | 2015-08-05 | Paper |
A Central Limit Theorem for the Length of the Longest Common Subsequences in Random Words
| 2014-08-07 | Paper |
Sparse long blocks and the micro-structure of the longuest common subsequences
Journal of Statistical Physics | 2014-07-10 | Paper |
GUE minors, maximal Brownian functionals and longest increasing subsequences
| 2013-12-11 | Paper |
Asymptotics for the length of the longest increasing subsequence of a binary Markov random word
Springer Proceedings in Mathematics & Statistics | 2013-07-30 | Paper |
On the Limiting Shape of Young Diagrams Associated with Inhomogeneous Random Words
Progress in Probability | 2013-07-18 | Paper |
On the rate of approximation in finite-alphabet longest increasing subsequence problems
The Annals of Applied Probability | 2013-01-25 | Paper |
Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity
Bernoulli | 2012-09-19 | Paper |
On the longest increasing subsequence for finite and countable alphabets
Institute of Mathematical Statistics Collections | 2012-07-26 | Paper |
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Sparse long blocks and the variance of the longest common subsequences in random words
| 2012-04-04 | Paper |
High-order short-time expansions for ATM option prices under the CGMY model
| 2011-12-13 | Paper |
A probabilistic approach to the asymptotics of the length of the longest alternating subsequence
The Electronic Journal of Combinatorics | 2010-12-16 | Paper |
Small-time expansions for the transition distributions of Lévy processes
Stochastic Processes and their Applications | 2009-11-27 | Paper |
Concentration of the spectral measure for large random matrices with stable entries
Electronic Journal of Probability | 2009-11-20 | Paper |
A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain
| 2009-11-04 | Paper |
Isoperimetric and related bounds on configuration spaces
Statistics & Probability Letters | 2009-09-30 | Paper |
Concentration for norms of infinitely divisible vectors with independent components
Bernoulli | 2009-03-02 | Paper |
On Finite Range Stable-Type Concentration
Theory of Probability & Its Applications | 2009-02-19 | Paper |
On the Asymptotic Redundancy of Lossless Block Coding With Two Codeword Lengths
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
On the Limiting Shape of Markovian Random Young Tableaux
| 2008-10-16 | Paper |
Inequalities for generalized entropy and optimal transportation
| 2008-04-29 | Paper |
Median, concentration and fluctuations for Lévy processes
Stochastic Processes and their Applications | 2008-04-28 | Paper |
The sub-Gaussian constant and concentration inequalities
Israel Journal of Mathematics | 2008-02-22 | Paper |
Stein estimation for infinitely divisible laws
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Risk bounds for the non-parametric estimation of Lévy processes
High Dimensional Probability | 2007-09-12 | Paper |
Dimension free and infinite variance tail estimates on Poisson space
Acta Applicandae Mathematicae | 2007-06-07 | Paper |
On layered stable processes
Bernoulli | 2007-05-15 | Paper |
On the longest common increasing binary subsequence
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-12-14 | Paper |
On fractional tempered stable motion
Stochastic Processes and their Applications | 2006-10-05 | Paper |
Transportation Distance and the Central Limit Theorem
| 2006-07-04 | Paper |
Concentration for Infinitely Divisible Vectors with Independent Components
| 2006-06-29 | Paper |
Wavelet thresholding for nonnecessarily Gaussian noise: functionality
The Annals of Statistics | 2006-04-28 | Paper |
Isoperimetric invariants for product Markov chains and graph products
Combinatorica | 2005-07-05 | Paper |
Nonparametric estimation for Levy processes with a view towards mathematical finance
| 2004-12-17 | Paper |
On the concentration of measure phenomenon for stable and related random vectors.
The Annals of Probability | 2004-09-15 | Paper |
scientific article; zbMATH DE number 2034508 (Why is no real title available?)
| 2004-01-28 | Paper |
scientific article; zbMATH DE number 2034505 (Why is no real title available?)
| 2004-01-28 | Paper |
Concentration and deviation inequalities in infinite dimensions via covariance representations
Bernoulli | 2003-06-06 | Paper |
Remarks on deviation inequalities for functions of infinitely divisible random vectors
The Annals of Probability | 2003-05-06 | Paper |
Wavelet thresholding for non-necessarily Gaussian noise: idealism
The Annals of Statistics | 2003-01-01 | Paper |
A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence
The Annals of Probability | 2003-01-01 | Paper |
Mixed and isoperimetric estimates on the log-Sobolev constants of graphs and Markov chains
Combinatorica | 2002-06-25 | Paper |
Concentration of measure for products of Markov kernels and graph products via functional inequalities
Combinatorics, Probability and Computing | 2002-06-03 | Paper |
Weak dimension-free concentration of measure
Bernoulli | 2001-08-02 | Paper |
Wavelet thresholding for non-(necessarily) Gaussian noise: A preliminary report
| 2001-05-29 | Paper |
\(\lambda_{\infty}\), vertex isoperimetry and concentration
Combinatorica | 2001-04-01 | Paper |
scientific article; zbMATH DE number 1340126 (Why is no real title available?)
| 2001-02-16 | Paper |
On Gaussian and Bernoulli covariance representations
Bernoulli | 2001-01-01 | Paper |
A note on the discrete wavelet transform of second-order processes
IEEE Transactions on Information Theory | 2000-09-07 | Paper |
A converse Gaussian Poincaré-type inequality for convex functions
Statistics & Probability Letters | 2000-01-30 | Paper |
Interpolation, correlation identities, and inequalities for infinitely divisible variables
The Journal of Fourier Analysis and Applications | 1999-11-11 | Paper |
scientific article; zbMATH DE number 1223598 (Why is no real title available?)
| 1999-08-23 | Paper |
Characterization of Gaussian measures by the isoperimetric property of half-spaces
Journal of Mathematical Sciences (New York) | 1999-07-13 | Paper |
Some distributional properties of the continuous wavelet transform of random processes
IEEE Transactions on Information Theory | 1999-01-31 | Paper |
The iterated jackknife estimate of variance
Statistics & Probability Letters | 1999-01-25 | Paper |
Converse Poincaré-type inequalities for convex functions
Statistics & Probability Letters | 1998-08-30 | Paper |
scientific article; zbMATH DE number 1082091 (Why is no real title available?)
| 1998-05-10 | Paper |
Some connections between isoperimetric and Sobolev-type inequalities
Memoirs of the American Mathematical Society | 1998-05-06 | Paper |
Isoperimetric constants for product probability measures
The Annals of Probability | 1997-12-14 | Paper |
Spectral criteria, SLLN's and a.s. convergence of series of stationary variables
The Annals of Probability | 1997-08-18 | Paper |
Variance of Lipschitz functions and an isoperimetric problem for a class of product measures
Bernoulli | 1997-07-20 | Paper |
scientific article; zbMATH DE number 898371 (Why is no real title available?)
| 1996-08-15 | Paper |
Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables
Journal of the American Statistical Association | 1996-07-18 | Paper |
On the almost sure convergence of series of stationary and related nonstationary variables
The Annals of Probability | 1996-05-28 | Paper |
Reconstruction of band limited processes from irregular samples
The Annals of Probability | 1996-04-22 | Paper |
Covariance identities and inequalities for functionals on Wiener and Poisson spaces
The Annals of Probability | 1996-02-11 | Paper |
A note on autocovariance estimation in the presence of discrete spectra
Statistics & Probability Letters | 1996-01-25 | Paper |
On the continuous wavelet transform of second-order random processes
IEEE Transactions on Information Theory | 1995-06-21 | Paper |
Laws of large numbers for periodically and almost periodically correlated processes
Stochastic Processes and their Applications | 1995-05-14 | Paper |
Disjointness results for some classes of stable processes
Studia Mathematica | 1995-04-04 | Paper |
Variance inequalities for functions of Gaussian variables
Journal of Theoretical Probability | 1995-02-26 | Paper |
Stable processes: Moving averages versus Fourier transforms
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-28 | Paper |
On the spectral SLLN and pointwise ergodic theorem in \(L^{\alpha}\)
The Annals of Probability | 1993-02-22 | Paper |
scientific article; zbMATH DE number 88751 (Why is no real title available?)
| 1993-01-16 | Paper |
Factorization algorithms and non‐stationary wiener filtering
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
On the linear prediction of multivariate \((2,p)\)-bounded processes
The Annals of Probability | 1992-06-25 | Paper |
Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
Linear Fourier and stochastic analysis
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
Stochastic processes as Fourier integrals and dilation of vector measures
Bulletin of the American Mathematical Society | 1989-01-01 | Paper |
Variance Bounds: Some Old and Some New
| N/A | Paper |
