| Publication | Date of Publication | Type |
|---|
Tall random matrices with chaotic entries: approximate isometry and covariance estimation
Electronic Journal of Probability | 2026-01-23 | Paper |
Nonlinear marked Poisson autoregression: stability and rate of convergence to equilibrium
Journal of Theoretical Probability | 2026-01-14 | Paper |
On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes
Journal of Statistical Planning and Inference | 2024-05-21 | Paper |
| Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure | 2024-02-05 | Paper |
Determinantal Point Processes
Stochastic Analysis for Poisson Point Processes | 2023-11-17 | Paper |
Fluctuations and precise deviations of cumulative INAR time series
Stochastic Processes and their Applications | 2023-09-15 | Paper |
| Normal approximation of Random Gaussian Neural Networks | 2023-07-10 | Paper |
An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications
Potential Analysis | 2023-04-12 | Paper |
Bootstrap percolation on the stochastic block model
Bernoulli | 2022-12-19 | Paper |
Bootstrap percolation on the stochastic block model
Bernoulli | 2022-12-19 | Paper |
Bootstrap percolation on the stochastic block model
(available as arXiv preprint) | 2022-01-31 | Paper |
Asymptotic analysis of Poisson shot noise processes, and applications
Stochastic Processes and their Applications | 2022-01-17 | Paper |
Almost sure central limit theorems in stochastic geometry
Advances in Applied Probability | 2021-08-04 | Paper |
| A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures | 2021-01-02 | Paper |
Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
Stochastic Processes and their Applications | 2020-09-03 | Paper |
Bounds in total variation distance for discrete-time processes on the sequence space
Potential Analysis | 2020-02-20 | Paper |
Functional inequalities for marked point processes
Electronic Journal of Probability | 2019-12-12 | Paper |
Functional inequalities for marked point processes
Electronic Journal of Probability | 2019-12-12 | Paper |
A large deviation approach to super-critical bootstrap percolation on the random graph \(G_{n, p}\)
Stochastic Processes and their Applications | 2019-06-28 | Paper |
| Bootstrap percolation on the stochastic block model with k communities | 2018-12-21 | Paper |
A Clark-Ocone formula for temporal point processes and applications
The Annals of Probability | 2017-11-24 | Paper |
Probability approximation of point processes with Papangelou conditional intensity
Bernoulli | 2017-09-21 | Paper |
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2017-06-13 | Paper |
Simulating the Tail of the Interference in a Poisson Network Model
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Asymptotic Properties of Sequential Streaming Leveraging Users' Cooperation
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Modeling least recently used caches with shot noise request processes
SIAM Journal on Applied Mathematics | 2017-03-09 | Paper |
Gaussian approximation of nonlinear Hawkes processes
The Annals of Applied Probability | 2016-11-16 | Paper |
Gaussian approximation of nonlinear Hawkes processes
The Annals of Applied Probability | 2016-11-16 | Paper |
Gaussian estimates for the solutions of some one-dimensional stochastic equations
Potential Analysis | 2015-09-02 | Paper |
| The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes | 2015-08-25 | Paper |
Large deviations of the interference in the Ginibre network model
Stochastic Systems | 2014-10-07 | Paper |
Large deviations of the interference in the Ginibre network model
Stochastic Systems | 2014-10-07 | Paper |
Probability approximation by Clark-Ocone covariance representation
Electronic Journal of Probability | 2014-01-17 | Paper |
Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form
Markov Processes and Related Fields | 2013-12-13 | Paper |
Functional strong law of large numbers for loads in a planar network model
Statistics & Probability Letters | 2013-05-13 | Paper |
On the large deviations of a class of modulated additive processes
ESAIM: Probability and Statistics | 2013-04-25 | Paper |
| Stochastic dynamics of determinantal processes by integration by parts | 2012-10-22 | Paper |
Asymptotic analysis of the optimal cost in some transportation problems with random locations
Stochastic Processes and their Applications | 2012-01-04 | Paper |
Density estimation of functionals of spatial point processes with application to wireless networks
SIAM Journal on Mathematical Analysis | 2011-11-10 | Paper |
Sample path large deviations of Poisson shot noise with heavy-tailed semiexponential distributions
Journal of Applied Probability | 2011-10-25 | Paper |
Risk processes with shot noise Cox claim number process and reserve dependent premium rate
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Sample Path Large Deviations for Order Statistics
Journal of Applied Probability | 2011-04-05 | Paper |
Load optimization in a planar network
The Annals of Applied Probability | 2010-12-27 | Paper |
Risk processes with non-stationary Hawkes claims arrivals
Methodology and Computing in Applied Probability | 2010-10-14 | Paper |
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions
Statistics & Probability Letters | 2010-07-13 | Paper |
Large Deviations of the Interference in a Wireless Communication Model
IEEE Transactions on Information Theory | 2009-02-24 | Paper |
Large Deviations of Poisson Cluster Processes
Stochastic Models | 2008-12-17 | Paper |
Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
Advances in Applied Probability | 2008-08-05 | Paper |
A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
Journal of Applied Probability | 2008-02-15 | Paper |
Lundberg parameters for non standard risk processes
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
The pair correlation function of spatial Hawkes processes
Statistics & Probability Letters | 2007-07-16 | Paper |
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
Queueing Systems | 2007-05-03 | Paper |
Asymptotic results for perturbed risk processes with delayed claims
Insurance Mathematics & Economics | 2007-03-02 | Paper |
Sample path large deviations principles for Poisson shot noise processes, and applications
Electronic Journal of Probability | 2006-11-03 | Paper |
An extended ant colony algorithm and its convergence analysis
Methodology and Computing in Applied Probability | 2006-01-30 | Paper |
Simulating the ruin probability of risk processes with delay in claim settlement
Stochastic Processes and their Applications | 2005-08-05 | Paper |
Generalised shot noise Cox processes
Advances in Applied Probability | 2005-05-03 | Paper |
Rate of convergence to equilibrium of marked Hawkes processes
Journal of Applied Probability | 2003-02-13 | Paper |
A class of interacting marked point processes: rate of convergence to equilibrium
Journal of Applied Probability | 2002-11-05 | Paper |
Multivariate negative aging in an exhangeable model of heterogeneity
Statistics & Probability Letters | 2002-05-23 | Paper |
Large and moderate deviations for Gaussian neural networks
(available as arXiv preprint) | N/A | Paper |
Competing bootstrap processes on the random graph $G(n,p)$
(available as arXiv preprint) | N/A | Paper |
