Florence Merlevède

From MaRDI portal
Person:217215

Available identifiers

zbMath Open merlevede.florenceMaRDI QIDQ217215

List of research outcomes

PublicationDate of PublicationType
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

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Florence Merlevède