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  • ESAIM: Probability and Statistics
  • Tome 24 (2020)
Suite au passage du modèle économique de la revue en S20, le texte intégral des articles des années 2019 et 2020 est accessible uniquement sur le site de l'éditeur et est réservé aux abonnés.


Estimation of the multifractional function and the stability index of linear multifractional stable processes
Dang, Thi-To-Nhu  
p. 1-20

The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
Tang, Xufei ; Wang, Xuejun ; Wu, Yi ; Zhang, Fei
p. 21-38

On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
Arbel, Julyan ;   Marchal, Olivier ; Nguyen, Hien D.
p. 39-55

On the generalized Kesten–McKay distributions
Szabłowski, Paweł J.  
p. 56-68

An adaptive multiclass nearest neighbor classifier
Puchkin, Nikita ;   Spokoiny, Vladimir
p. 69-99

Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
Mena, Ramsés H. ; Palma, Freddy  
p. 100-112

Tightness and exponential tightness of Gaussian probabilities
Baldi, Paolo  
p. 113-126

Empirical processes for recurrent and transient random walks in random scenery
Guillotin-Plantard, Nadine ; Pène, Françoise ; Wendler, Martin
p. 127-137

A note on perfect simulation for Exponential Random Graph Models
Cerqueira, Andressa ; Garivier, Aurélien ; Leonardi, Florencia
p. 138-147

Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE
Pardoux, Etienne ; Samegni-Kepgnou, Brice
p. 148-185

On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics
Račkauskas, Alfredas ; Suquet, Charles
p. 186-206

A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
Xiao, Lishun ; Fan, Shengjun ; Tian, Dejian
p. 207-226

Rescaled weighted determinantal random balls
Clarenne, Adrien
p. 227-243

Location and scale behaviour of the quantiles of a natural exponential family
Piccioni, Mauro ; Kołodziejek, Bartosz ; Letac, Gérard  
p. 244-251

On the excursion area of perturbed Gaussian fields
Di Bernardino, Elena ; Estrade, Anne ; Rossi, Maurizia
p. 252-274

The logarithmic Zipf law in a general urn problem
Doumas, Aristides V. ; Papanicolaou, Vassilis G.
p. 275-293

Very fat geometric Galton-Watson trees
Abraham, Romain ; Bouaziz, Aymen ;   Delmas, Jean-François
p. 294-314

Non-central limit theorems for functionals of random fields on hypersurfaces
Olenko, Andriy ;   Vaskovych, Volodymyr
p. 315-340

Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction
Kwon, Younghak ; Menz, Georg  
p. 341-373

Large deviations for Brownian motion in a random potential
Boivin, Daniel ;   Lê, Thi Thu Hien
p. 374-398

Exit-time of mean-field particles system
Tugaut, Julian
p. 399-407

Empirical measures: regularity is a counter-curse to dimensionality
Kloeckner, Benoît R.  
p. 408-434

Raking-ratio empirical process with auxiliary information learning
Albertus, Mickael  
p. 435-453

The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
Avram, Florin ;   Grahovac, Danijel ;   Vardar-Acar, Ceren  
p. 454-525

Invariant measures of interacting particle systems: Algebraic aspects
Fredes, Luis ;   Marckert, Jean-François  
p. 526-580

The probabilities of large deviations for a certain class of statistics associated with multinomial distribution
Mirakhmedov, Sherzod M.
p. 581-606

About the Stein equation for the generalized inverse Gaussian and Kummer distributions
Konzou, Essomanda ; Koudou, Angelo Efoevi
p. 607-626

Redundancy in Gaussian random fields
De Bortoli, Valentin ; Desolneux, Agnès ; Galerne, Bruno ; Leclaire, Arthur
p. 627-660

Quasi-stationarity for one-dimensional renormalized Brownian motion
Ocafrain, William
p. 661-687

Inference robust to outliers with ℓ1-norm penalization
Beyhum, Jad
p. 688-702

Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
Alfonsi, Aurélien ; Jourdain, Benjamin
p. 703-717

Chain-referral sampling on stochastic block models
Vo, Thi Phuong Thuy
p. 718-738

A framework of BSDEs with stochastic Lipschitz coefficients
O, Hun ; Kim, Mun-Chol ; Pak, Chol-Kyu
p. 739-769

Set estimation under biconvexity restrictions
Cholaquidis, Alejandro ;   Cuevas, Antonio  
p. 770-788

A basic model of mutations
Berger, Maxime ;   Cerf, Raphaël
p. 789-800

Random forests for time-dependent processes
Goehry, Benjamin
p. 801-826

One-step estimation for the fractional Gaussian noise at high-frequency
Brouste, Alexandre ;   Soltane, Marius ; Votsi, Irene
p. 827-841

Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
Azaïs, Jean-Marc ; Bachoc, François ; Lagnoux, Agnès ; Nguyen, Thi Mong Ngoc
p. 842-882

Approximation of the invariant distribution for a class of ergodic jump diffusions
Gloter, A. ; Honoré, I. ;   Loukianova, D.
p. 883-913

Universal consistency of the k-NN rule in metric spaces and Nagata dimension
Collins, Benoît ;   Kumari, Sushma ; Pestov, Vladimir G.  
p. 914-934

𝕃 p solutions of reflected backward stochastic differential equations with jumps
Yao, Song
p. 935-962

Estimating fast mean-reverting jumps in electricity market models
Deschatre, Thomas ;   Féron, Olivier ;   Hoffmann, Marc
p. 963-1002
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