Tome 24 (2020)

Sommaire

Estimation of the multifractional function and the stability index of linear multifractional stable processes
p. 1-20
The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
p. 21-38
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
p. 39-55
On the generalized Kesten–McKay distributions
p. 56-68
An adaptive multiclass nearest neighbor classifier
p. 69-99
Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
p. 100-112
Tightness and exponential tightness of Gaussian probabilities
p. 113-126
Empirical processes for recurrent and transient random walks in random scenery
p. 127-137
A note on perfect simulation for Exponential Random Graph Models
p. 138-147
Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE
p. 148-185
On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics
p. 186-206
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
p. 207-226
Rescaled weighted determinantal random balls
p. 227-243
Location and scale behaviour of the quantiles of a natural exponential family
p. 244-251
On the excursion area of perturbed Gaussian fields
p. 252-274
The logarithmic Zipf law in a general urn problem
p. 275-293
Very fat geometric Galton-Watson trees
p. 294-314
Non-central limit theorems for functionals of random fields on hypersurfaces
p. 315-340
Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction
p. 341-373
Large deviations for Brownian motion in a random potential
p. 374-398
Exit-time of mean-field particles system
p. 399-407
Empirical measures: regularity is a counter-curse to dimensionality
p. 408-434
Raking-ratio empirical process with auxiliary information learning
p. 435-453
The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
p. 454-525
Invariant measures of interacting particle systems: Algebraic aspects
p. 526-580
The probabilities of large deviations for a certain class of statistics associated with multinomial distribution
p. 581-606
About the Stein equation for the generalized inverse Gaussian and Kummer distributions
p. 607-626
Redundancy in Gaussian random fields
p. 627-660
Quasi-stationarity for one-dimensional renormalized Brownian motion
p. 661-687
Inference robust to outliers with ℓ1-norm penalization
p. 688-702
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
p. 703-717
Chain-referral sampling on stochastic block models
p. 718-738
A framework of BSDEs with stochastic Lipschitz coefficients
p. 739-769
Set estimation under biconvexity restrictions
p. 770-788
A basic model of mutations
p. 789-800
Random forests for time-dependent processes
p. 801-826
One-step estimation for the fractional Gaussian noise at high-frequency
p. 827-841
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
p. 842-882
Approximation of the invariant distribution for a class of ergodic jump diffusions
p. 883-913
Universal consistency of the k-NN rule in metric spaces and Nagata dimension
p. 914-934
𝕃 p solutions of reflected backward stochastic differential equations with jumps
p. 935-962
Estimating fast mean-reverting jumps in electricity market models
p. 963-1002