Christian Houdré

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Person:216421

Available identifiers

zbMath Open houdre.christianWikidataQ93431097 ScholiaQ93431097MaRDI QIDQ216421

List of research outcomes

PublicationDate of PublicationType
Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs2024-03-07Paper
On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures2024-01-09Paper
A central limit theorem for the length of the longest common subsequences in random words2023-01-23Paper
On the rate of convergence of the shape of Young diagrams associated with random words2022-12-03Paper
Normal Approximation for Functions of Hidden Markov Models2022-06-28Paper
Fluctuation bounds for first-passage percolation on the square, tube, and torus2022-04-13Paper
On the Functional L\'{e}vy-It\^{o} Stochastic Calculus2021-12-28Paper
On the limiting law of the length of the longest common and increasing subsequences in random words with arbitrary distribution2021-07-21Paper
Surface measures and related functional inequalities on configuration spaces2021-03-21Paper
On the Limiting Shape of Young Diagrams Associated With Markov Random Words2021-02-01Paper
Iterated jackknives and two-sided variance inequalities2020-06-21Paper
Lower bounds for fluctuations in first-passage percolation for general distributions2020-05-13Paper
On Stein's method for multivariate self-decomposable laws2019-12-12Paper
On the rate of convergence for the length of the longest common subsequences in hidden Markov models2019-07-31Paper
On the limiting law of the length of the longest common and increasing subsequences in random words with arbitrary distributions2019-06-15Paper
Power Lower Bounds for the Central Moments of the Last Passage Time for Directed Percolation in a Thin Rectangle2019-05-24Paper
On Stein's method for multivariate self-decomposable laws with finite first moment2019-05-16Paper
On Stein's Method for Infinitely Divisible Laws with Finite First Moment2019-04-10Paper
On the Variance of the Length of the Longest Common Subsequences in Random Words With an Omitted Letter2018-12-22Paper
Lower bounds on the generalized central moments of the optimal alignments score of random sequences2018-08-16Paper
A note on the expected length of the longest common subsequences of two i.i.d. random permutations2018-06-27Paper
Third-order short-time expansions for close-to-the-money option prices under the CGMY model2018-04-06Paper
On a Generalization of the Arcsine Law2017-10-12Paper
Simulations, Computations, and Statistics for Longest Common Subsequences2017-05-18Paper
On the limiting law of the length of the longest common and increasing subsequences in random words2017-05-18Paper
On the Order of the Central Moments of the Length of the Longest Common Subsequences in Random Words2017-01-11Paper
On the variance of the optimal alignments score for binary random words and an asymmetric scoring function2016-10-26Paper
HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS2016-07-15Paper
Concentration of Geodesics in Directed Bernoulli Percolation2016-07-07Paper
Closeness to the diagonal for longest common subsequences in random words2016-05-23Paper
A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words2015-12-17Paper
Refinements of the One Dimensional Free Poincaré Inequality2015-10-02Paper
Simultaneous large deviations for the shape of Young diagrams associated with random words2015-08-05Paper
https://portal.mardi4nfdi.de/entity/Q55001502015-08-05Paper
A Central Limit Theorem for the Length of the Longest Common Subsequences in Random Words2014-08-07Paper
Sparse long blocks and the micro-structure of the longuest common subsequences2014-07-10Paper
GUE minors, maximal Brownian functionals and longest increasing subsequences2013-12-11Paper
Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word2013-07-30Paper
On the Limiting Shape of Young Diagrams Associated with Inhomogeneous Random Words2013-07-18Paper
On the rate of approximation in finite-alphabet longest increasing subsequence problems2013-01-25Paper
Asymptotics for random Young diagrams when the word length and alphabet size simultaneously grow to infinity2012-09-19Paper
On the longest increasing subsequence for finite and countable alphabets2012-07-26Paper
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps2012-06-01Paper
Sparse long blocks and the variance of the longest common subsequences in random words2012-04-04Paper
High-order short-time expansions for ATM option prices under the CGMY model2011-12-13Paper
A probabilistic approach to the asymptotics of the length of the longest alternating subsequence2010-12-16Paper
Small-time expansions for the transition distributions of Lévy processes2009-11-27Paper
Concentration of the spectral measure for large random matrices with stable entries2009-11-20Paper
A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain2009-11-04Paper
Isoperimetric and related bounds on configuration spaces2009-09-30Paper
Concentration for norms of infinitely divisible vectors with independent components2009-03-02Paper
On Finite Range Stable-Type Concentration2009-02-19Paper
On the Asymptotic Redundancy of Lossless Block Coding With Two Codeword Lengths2008-12-21Paper
On the Limiting Shape of Markovian Random Young Tableaux2008-10-16Paper
https://portal.mardi4nfdi.de/entity/Q54596872008-04-29Paper
Median, concentration and fluctuations for Lévy processes2008-04-28Paper
The sub-Gaussian constant and concentration inequalities2008-02-22Paper
Stein estimation for infinitely divisible laws2007-11-30Paper
Risk bounds for the non-parametric estimation of Lévy processes2007-09-12Paper
Dimension free and infinite variance tail estimates on Poisson space2007-06-07Paper
On layered stable processes2007-05-15Paper
On the longest common increasing binary subsequence2006-12-14Paper
On fractional tempered stable motion2006-10-05Paper
Transportation Distance and the Central Limit Theorem2006-07-04Paper
Concentration for Infinitely Divisible Vectors with Independent Components2006-06-29Paper
Wavelet thresholding for nonnecessarily Gaussian noise: functionality2006-04-28Paper
Isoperimetric invariants for product Markov chains and graph products2005-07-05Paper
Nonparametric estimation for Levy processes with a view towards mathematical finance2004-12-17Paper
On the concentration of measure phenomenon for stable and related random vectors.2004-09-15Paper
https://portal.mardi4nfdi.de/entity/Q44451682004-01-28Paper
https://portal.mardi4nfdi.de/entity/Q44451712004-01-28Paper
Concentration and deviation inequalities in infinite dimensions via covariance representations2003-06-06Paper
Remarks on deviation inequalities for functions of infinitely divisible random vectors2003-05-06Paper
A characterization of \(m\)-dependent stationary infinitely divisible sequences with applications to weak convergence2003-01-01Paper
Wavelet thresholding for non-necessarily Gaussian noise: idealism2003-01-01Paper
Mixed and isoperimetric estimates on the log-Sobolev constants of graphs and Markov chains2002-06-25Paper
https://portal.mardi4nfdi.de/entity/Q27226552002-06-03Paper
Weak dimension-free concentration of measure2001-08-02Paper
https://portal.mardi4nfdi.de/entity/Q27158972001-05-29Paper
\(\lambda_{\infty}\), vertex isoperimetry and concentration2001-04-01Paper
https://portal.mardi4nfdi.de/entity/Q42657152001-02-16Paper
On Gaussian and Bernoulli covariance representations2001-01-01Paper
A note on the discrete wavelet transform of second-order processes2000-09-07Paper
A converse Gaussian Poincaré-type inequality for convex functions2000-01-30Paper
Interpolation, correlation identities, and inequalities for infinitely divisible variables1999-11-11Paper
https://portal.mardi4nfdi.de/entity/Q42189081999-08-23Paper
Characterization of Gaussian measures by the isoperimetric property of half-spaces1999-07-13Paper
Some distributional properties of the continuous wavelet transform of random processes1999-01-31Paper
The iterated jackknife estimate of variance1999-01-25Paper
Converse Poincaré-type inequalities for convex functions1998-08-30Paper
https://portal.mardi4nfdi.de/entity/Q43651171998-05-10Paper
Some connections between isoperimetric and Sobolev-type inequalities1998-05-06Paper
Isoperimetric constants for product probability measures1997-12-14Paper
Spectral criteria, SLLN's and a.s. convergence of series of stationary variables1997-08-18Paper
Variance of Lipschitz functions and an isoperimetric problem for a class of product measures1997-07-20Paper
https://portal.mardi4nfdi.de/entity/Q48841511996-08-15Paper
Some Applications of Covariance Identities and Inequalities to Functions of Multivariate Normal Variables1996-07-18Paper
On the almost sure convergence of series of stationary and related nonstationary variables1996-05-28Paper
Reconstruction of band limited processes from irregular samples1996-04-22Paper
Covariance identities and inequalities for functionals on Wiener and Poisson spaces1996-02-11Paper
A note on autocovariance estimation in the presence of discrete spectra1996-01-25Paper
On the continuous wavelet transform of second-order random processes1995-06-21Paper
Laws of large numbers for periodically and almost periodically correlated processes1995-05-14Paper
Disjointness results for some classes of stable processes1995-04-04Paper
Variance inequalities for functions of Gaussian variables1995-02-26Paper
Stable processes: Moving averages versus Fourier transforms1994-08-28Paper
On the spectral SLLN and pointwise ergodic theorem in \(L^{\alpha}\)1993-02-22Paper
https://portal.mardi4nfdi.de/entity/Q40156461993-01-16Paper
On the linear prediction of multivariate \((2,p)\)-bounded processes1992-06-25Paper
Factorization algorithms and non‐stationary wiener filtering1992-06-25Paper
Harmonizability, V-boundedness, (2,p)-boundedness of stochastic processes1990-01-01Paper
Linear Fourier and stochastic analysis1990-01-01Paper
Stochastic processes as Fourier integrals and dilation of vector measures1989-01-01Paper

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