Articoli

Anno: 2023
The Malliavin Stein Method For Normal Random Walks with dependent increments
Articolo in rivista
Bootstrap percolation on the stochastic block model
Articolo in rivista
Quantitative Multidimensional Central Limit Theorems for Means of the Dirichlet-Ferguson Measure
Articolo in rivista
Fluctuations and precise deviations of cumulative INAR time series
Articolo in rivista
Anno: 2022
Asymptotic analysis of Poisson shot noise processes, and applications
Articolo in rivista
Anno: 2021
A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures
Articolo in rivista
An Integration by Parts Formula for Functionals of the Dirichlet-Ferguson Measure, and Applications
Articolo in rivista
Anno: 2020
Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps
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Bounds in Total Variation Distance for Discrete-time Processes on the Sequence Space
Articolo in rivista
ALMOST SURE CENTRAL LIMIT THEOREMS IN STOCHASTIC GEOMETRY
Articolo in rivista
Anno: 2019
A large deviation approach to super-critical bootstrap percolation on the random graph G(n,p)
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Bounds in total variation distance for discrete-time processes on the sequence space
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Functional inequalities for marked point processes
Articolo in rivista
Anno: 2017
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes
Articolo in rivista
MODELING LEAST RECENTLY USED CACHES WITH SHOT NOISE REQUEST PROCESSES
Articolo in rivista
A CLARK-OCONE FORMULA FOR TEMPORAL POINT PROCESSES AND APPLICATIONS
Articolo in rivista
Probability approximation of point processes with Papangelou conditional intensity
Articolo in rivista
Anno: 2016
Gaussian approximation of nonlinear Hawkes processes
Articolo in rivista
Anno: 2015
The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes
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Stochastic dynamics of determinantal processes by integration by parts
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Gaussian Estimates for the Solutions of Some One-dimensional Stochastic Equations
Articolo in rivista
Anno: 2014
Quasi-invariance of fermion processes with J-Hermitian kernels
Articolo in rivista
Peer-Assisted VoD Systems: An Efficient Modeling Framework
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Large deviations of the interference in the Ginibre network model
Articolo in rivista
Anno: 2013
Functional strong law of large numbers for loads in a planar network model
Articolo in rivista
Asymptotic Properties of Sequential Streaming Leveraging Users' Cooperation
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Simulating the tail of the interference in a Poisson network model
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Probability approximation by Clark-Ocone covariance representation
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Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form
Articolo in rivista
Anno: 2012
Asymptotic analysis of the optimal cost in some transportation problems with random locations
Articolo in rivista
Anno: 2011
Sample path large deviations of Poisson shot noise with heavy tail semi-exponential distributions
Articolo in rivista
on the large deviations of a class of modulated additive processes
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Risk processes with shot noise Cox claim number process and reserve dependent premium rate
Articolo in rivista
Sample path large deviations for order statistics
Articolo in rivista
Density estimation of functionals of spatial point processes with application to wireless networks
Articolo in rivista
Anno: 2010
Risk processes with non stationary Hawkes claims arrivals
Articolo in rivista
Large deviations of Poisson shot noise processes, under heavy tail semiexponential conditions
Articolo in rivista
Load optimization in a planar network
Articolo in rivista
Anno: 2008
Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications
Articolo in rivista
Large deviations of the interference in a wireless communication model
Articolo in rivista
Anno: 2007
The pair correlation function of spatial Hawkes processes
Articolo in rivista
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling
Articolo in rivista
Large deviations of Poisson cluster processes
Articolo in rivista
Anno: 2006
A class of risk processes with delayed claims: ruin probability estimates under heavy tail condition
Articolo in rivista
Anno: 2005
Sample path large deviations for Poisson shot noise processes, and applications
Articolo in rivista
Lundberg parameters for non standard risk processes
Articolo in rivista
An extended ant colony algorithm and its convergence analysis
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Generalised shot noise Cox processes
Articolo in rivista
Anno: 2004
Asymptotic results for perturbed risk processes with delayed claims
Articolo in rivista
Simulating the ruin probability of risk processes with delay in claim settlement
Articolo in rivista
Anno: 2002
Rate of convergence to equilibrium of marked Hawkes processes
Articolo in rivista
A class of interacting marked point processes: rate of convergence to equilibrium
Articolo in rivista
Anno: 2001
multivariate negative aging in an exchangeable model of heterogeneity
Articolo in rivista