Last update:
Wed Aug 14 11:41:56 MDT 2024
Sophie Schbath Compound Poisson approximation of word
counts in DNA sequences . . . . . . . . 1
Sara Van De Geer Asymptotic normality in mixture models 17
Emmanuel Rio About the Lindeberg method for strongly
mixing sequences . . . . . . . . . . . . 35
Michel Ledoux On Talagrand's deviation inequalities
for product measures . . . . . . . . . . 63
Jean-Michel Coulomb A note on `Big Match' . . . . . . . . . 89
Olivier Catoni and
Raphaël Cerf The exit path of a Markov chain with
rare transitions . . . . . . . . . . . . 95
Gustavo Posta Spectral gap for an unrestricted
Kawasaki type dynamics . . . . . . . . . 145
Josselin Garnier Multi-scaled diffusion-approximation.
Applications to wave propagation in
random media . . . . . . . . . . . . . . 183
Christiane Cocozza-Thivent and
Michel Roussignol Semi-Markov processes for reliability
studies . . . . . . . . . . . . . . . . 207
Jean-Philippe Rouqués Laplace asymptotics for generalized
K.P.P. equation . . . . . . . . . . . . 225
Isabelle Gaudron Rate of convergence of the
Swendsen--Wang dynamics in image
segmentation problems: a theoretical and
experimental study . . . . . . . . . . . 259
Didier Dacunha-Castelle and
Elisabeth Gassiat Testing in locally conic models, and
application to mixture models . . . . . 285
E. Rio Strong approximation for set-indexed
partial sum processes via KMT
constructions III . . . . . . . . . . . 319
Benjamin Jourdain Diffusions with a nonlinear irregular
drift coefficient and probabilistic
interpretation of generalized Burgers'
equations . . . . . . . . . . . . . . . 339
Jean Picard Density in small time for Lévy processes 357
Dominique Bakry and
Daniel Concordet and
Michel Ledoux Optimal heat kernel bounds under
logarithmic Sobolev inequalities . . . . 391
Laurent Miclo Une variante de l'inégalité de Cheeger
pour les cha\^\ines de Markov finies.
(French) [A variant of Cheeger's
inequality for finite Markov chains] . . 1
Sylvie Meleard Stochastic approximations of the
solution of a full Boltzmann equation
with small initial data . . . . . . . . 23
Andrei Yu. Zaitsev Multidimensional version of the results
of Komlos, Major and Tusnady for vectors
with finite exponential moments . . . . 41
Karim Benhenni and
Jacques Istas Minimax results for estimating integrals
of analytic processes . . . . . . . . . 109
Gérard Ben Arous and
Ofer Zeitouni Large deviations from the circular law 123
Julien Michel and
Didier Piau Large deviations, central limit theorems
and $ L_p $ convergence for Young
measures and stochastic homogenizations 135
Hartmut Lanzinger An almost sure limit theorem for moving
averages of random variables between the
strong law of large numbers and the
Erd\Hos--Rényi law . . . . . . . . . . . 163
Gregory F. Lawler A Lower Bound on the Growth Exponent for
Loop-Erased Random Walk in Two
Dimensions . . . . . . . . . . . . . . . 1
Carenne Ludeña Efficient estimation of functionals of
the spectral density of stationary
Gaussian fields . . . . . . . . . . . . 23
Jean-Louis Bon and
Jean Bretagnolle Approximation of Reliability for a large
system with non-Markovian repair-times 49
A. Guionnet Stability of precise Laplace's method
under approximations; Applications . . . 67
Bernard Ycart Cutoff for samples of Markov chains . . 89
Jean-Marc Aza\"\is and
Christine Cierco-Ayrolles and
Alain Croquette Bounds and asymptotic expansions for the
distribution of the maximum of a smooth
stationary Gaussian process . . . . . . 107
Andrew D. Barbour and
Aihua Xia Poisson perturbations . . . . . . . . . 131
Jean Bretagnolle A new large deviation inequality for
$U$-statistics of order $2$ . . . . . . 151
Bernard Bercu and
Fabrice Gamboa and
Marc Lavielle Sharp large deviations for Gaussian
quadratic forms with applications . . . 1
Elisabeth Gassiat and
Christine Keribin The likelihood ratio test for the number
of components in a mixture with Markov
regime . . . . . . . . . . . . . . . . . 25
Yuri I. Ingster and
Irina A. Suslina Minimax nonparametric hypothesis testing
for ellipsoids and Besov bodies . . . . 53
Faouzi Chaabane and
Fa\"\iza Maaouia Théorémes limites avec poids pour les
martingales vectorielles. (French)
[Weighted limit theorems for vectorial
martingales] . . . . . . . . . . . . . . 137
Guy Morel Les $P$-values comme votes d'experts.
(French) [$P$-values as expert votes] 191
Arnaud Gloter Discrete sampling of an integrated
diffusion process and parameter
estimation of the diffusion coefficient 205
Doron Sonsino A Lemma on Proximity of Variances and
Expectations . . . . . . . . . . . . . . 229
Sandie Souchet Samos Schémas de discrétisation anticipatifs et
estimation du paramétre de dérivé d'une
diffusion. (French) [Anticipatory
discretization schemas en parameter
estimation of the derivative of a
diffusion] . . . . . . . . . . . . . . . 233
Cristina Butucea Exact adaptive pointwise estimation on
Sobolev classes of densities . . . . . . 1
Yannick Baraud and
F. Comte and
G. Viennet Model selection for (auto-)regression
with dependent data . . . . . . . . . . 33
Clémentine Prieur Density Estimation for One-Dimensional
Dynamical Systems . . . . . . . . . . . 51
Jérôme Dedecker Exponential inequalities and functional
central limit theorems for random fields 77
Olivier Garet Limit theorems for the painting of
graphs by clusters . . . . . . . . . . . 105
Cécile Durot and
Anne-Sophie Tocquet Goodness of fit test for isotonic
regression . . . . . . . . . . . . . . . 119
Gilles Pagés Sur quelques algorithmes récursifs pour
les probabilités numériques. (French) [On
some recursive algorithms for numerical
probabilities] . . . . . . . . . . . . . 141
Bernard Prum and
Élisabeth de Turckheim and
Martin Vingron Statistical tools for discovering
pseudo-periodicities in biological
sequences . . . . . . . . . . . . . . . 171
Pascal Lezaud Chernoff and Berry--Esséen inequalities
for Markov processes . . . . . . . . . . 183
Emmanuel Cépa and
Dominique Lépingle Brownian particles with electrostatic
repulsion on the circle: Dyson's model
for unitary random matrices revisited 203
Arnaud Gloter and
Jean Jacod Diffusions with measurement errors. I.
Local Asymptotic Normality . . . . . . . 225
Arnaud Gloter and
Jean Jacod Diffusions with measurement errors. II.
Optimal estimators . . . . . . . . . . . 243
Emmanuel Gobet Euler schemes and half-space
approximation for the simulation of
diffusion in a domain . . . . . . . . . 261
Phillipe Soulier Preface . . . . . . . . . . . . . . . . 185
Antoine Chambaz Detecting abrupt changes in random
fields . . . . . . . . . . . . . . . . . 189
Fabienne Comte and
Florence Merlevéde Adaptive estimation of the stationary
density of discrete and continuous time
mixing processes . . . . . . . . . . . . 211
Gilles Fay and
Anne Philippe Goodness-of-fit test for long range
dependent processes . . . . . . . . . . 239
Christian Francq and
Jean-Michel Zako\"\ian Autocovariance structure of powers of
switching-regime ARMA Processes . . . . 259
Catherine Matias Semiparametric deconvolution with
unknown noise variance . . . . . . . . . 271
Mohamedou Ould Haye Asymptotic behavior of the Empirical
Process for Gaussian data presenting
seasonal long-memory . . . . . . . . . . 293
Donatas Surgailis and
Marie-Claude Viano Long memory properties and covariance
structure of the EGARCH model . . . . . 311
Vlad Bally and
Bruno Saussereau Approximation of the Snell Envelope and
American Options Prices in dimension one 1
Rym Worms Penultimate approximation for the
distribution of the excesses . . . . . . 21
Françoise Péne Averaging method for differential
equations perturbed by dynamical systems 33
Paolo Dai Pra and
Pierre-Yves Louis and
Sylvie R\oelly Stationary measures and phase transition
for a class of Probabilistic Cellular
Automata . . . . . . . . . . . . . . . . 89
Héctor M. Ramos and
David Almorza and
Juan A. García--Ramos On characterizing the Pólya distribution 105
Kailash C. Madan and
Walid Abu--Dayyeh Restricted Admissibility of Batches into
an M/G/1 Type Bulk Queue with Modified
Bernoulli Schedule Server Vacations . . 113
Yannick Baraud Model selection for regression on a
random design . . . . . . . . . . . . . 127
Alejandro F. Ramírez Uniqueness of invariant product measures
for elliptic infinite dimensional
diffusions and particle spin systems . . 147
Julien Berestycki Ranked Fragmentations . . . . . . . . . 157
Jean-Marc Aza\"\is and
Jean-Marc Bardet and
Mario Wschebor On the tails of the distribution of the
maximum of a smooth stationary Gaussian
process . . . . . . . . . . . . . . . . 177
Abdelkader Mokkadem and
Mariane Pelletier The law of the iterated logarithm for
the multivariate kernel mode estimator 1
Endre Iglói and
György Terdik Superposition of Diffusions with Linear
Generator and its Multifractal Limit
Process . . . . . . . . . . . . . . . . 23
Mireille Chaleyat--Maurel and
Marta Sanz--Solé Positivity of the density for the
stochastic wave equation in two spatial
dimensions . . . . . . . . . . . . . . . 89
Jean-Pierre Conze and
Albert Raugi Convergence of iterates of a transfer
operator, application to dynamical
systems and to Markov chains . . . . . . 115
Yannick Baraud and
Sylvie Huet and
Béatrice Laurent Adaptive tests of qualitative hypotheses 147
M. L. Kleptsyna and
Alain Le Breton and
M. Viot About the linear-quadratic regulator
problem under a fractional Brownian
perturbation . . . . . . . . . . . . . . 161
Pierre Del Moral and
L. Miclo Particle approximations of Lyapunov
exponents connected to Schrödinger
operators and Feynman--Kac semigroups 171
Peter Eichelsbacher and
Matthias Löwe Moderate Deviations for I.I.D. Random
Variables . . . . . . . . . . . . . . . 209
Jean Diebolt and
Armelle Guillou and
Rym Worms Asymptotic behaviour of the
probability-weighted moments and
penultimate approximation . . . . . . . 219
Gérard Kerkyacharian and
Dominique Picard Replicant compression coding in Besov
spaces . . . . . . . . . . . . . . . . . 239
David Dereudre Interacting Brownian particles and Gibbs
fields on pathspaces . . . . . . . . . . 251
Michael Ermakov On Asymptotic Minimaxity of Kernel-based
Tests . . . . . . . . . . . . . . . . . 279
Denis Belomestny Constraints on distributions imposed by
properties of linear forms . . . . . . . 313
Christophe Abraham and
Gérard Biau and
Beno\^\it Cadre On the asymptotic properties of a simple
estimate of the Mode . . . . . . . . . . 1
Ilya Molchanov and
Sergei Zuyev Optimisation in space of measures and
optimal design . . . . . . . . . . . . . 12
Xavier Guyon and
Serge Iovleff and
Jian-Feng Yao Linear diffusion with stationary
switching regime . . . . . . . . . . . . 25
Héléne Guérin Pointwise convergence of Boltzmann
solutions for grazing collisions in a
Maxwell gas via a probabilitistic
interpretation . . . . . . . . . . . . . 36
Francis Comets and
Serguei Popov A note on quenched moderate deviations
for Sinai's random walk in random
environment . . . . . . . . . . . . . . 56
Christian Paroissin and
Bernard Ycart Central limit theorem for hitting times
of functionals of Markov jump processes 66
Jean-Gabriel Attali Ergodicity of a certain class of Non
Feller Models: Applications to ARCH and
Markov switching models . . . . . . . . 76
Aldéric Joulin and
Nicolas Privault Functional inequalities for discrete
gradients and application to the
geometric distribution . . . . . . . . . 87
Endre Iglói Renormalization group of and convergence
to the LISDLG process . . . . . . . . . 102
Estelle Kuhn and
Marc Lavielle Coupling a stochastic approximation
version of EM with an MCMC procedure . . 115
Paul Doukhan and
José R. León Asymptotics for the $ L_p $-deviation of
the variance estimator under diffusion 132
Stéphane Girard and
Pierre Jacob Extreme values and kernel estimates of
point processes boundaries . . . . . . . 150
Olivier Garet and
Régine Marchand Asymptotic shape for the chemical
distance and first-passage percolation
on the infinite Bernoulli cluster . . . 169
Miguel A. Arcones The large deviation principle for
certain series . . . . . . . . . . . . . 200
Béatrice Laurent Adaptive estimation of a quadratic
functional of a density by model
selection . . . . . . . . . . . . . . . 1
Dianliang Deng On the bounded laws of iterated
logarithm in Banach space . . . . . . . 19
Jérôme Dedecker and
Sana Louhichi Convergence to infinitely divisible
distributions with finite variance for
some weakly dependent sequences . . . . 38
Éric Gautier Large deviations and support results for
nonlinear Schrödinger equations with
additive noise and applications . . . . 74
Nadine Guillotin-Plantard and
Véronique Ladret Limit theorems for $U$-statistics
indexed by a one dimensional random walk 98
Jamal Najim Large deviations for independent random
variables -- Application to
Erd\Hos--Rényi's functional law of large
numbers . . . . . . . . . . . . . . . . 116
Jérémie Bigot A scale-space approach with wavelets to
singularity estimation . . . . . . . . . 143
Renaud Marty Asymptotic behavior of differential
equations driven by periodic and random
processes with slowly decaying
correlations . . . . . . . . . . . . . . 165
Marina L. Kleptsyna and
Alain Le Breton and
Michel Viot On the infinite time horizon
linear-quadratic regulator problem under
a fractional Brownian perturbation . . . 185
Obaid Al-Saidy and
Hani M. Samawi and
Mohammad F. Al-Saleh Inference on overlap coefficients under
the Weibull distribution: Equal shape
parameter . . . . . . . . . . . . . . . 206
Alexander Rakhlin and
Dmitry Panchenko and
Sayan Mukherjee Risk bounds for mixture density
estimation . . . . . . . . . . . . . . . 220
Cécile Durot and
Karelle Thiébot Detecting atypical data in air pollution
studies by using shorth intervals for
regression . . . . . . . . . . . . . . . 230
Ian Hepburn Dinwoodie Estimation of parameters in a network
reliability model with spatial
dependence . . . . . . . . . . . . . . . 241
Benjamin Bergé and
Bruno Saussereau On the long-time behaviour of a class of
parabolic SPDE's: monotonicity methods
and exchange of stability . . . . . . . 254
Gilles Pagés A two armed bandit type problem
revisited . . . . . . . . . . . . . . . 277
Nathael Gozlan Conditional principles for random
weighted measures . . . . . . . . . . . 283
Dietmar Ferger On the minimizing point of the
incorrectly centered empirical process
and its limit distribution in nonregular
experiments . . . . . . . . . . . . . . 307
Stéphane Boucheron and
Olivier Bousquet and
Gábor Lugosi Theory of Classification: a Survey of
Some Recent Advances . . . . . . . . . . 323
Jean-Louis Bon and
Eugen P\ualt\uanea Comparison of order statistics in a
random sequence to the same statistics
with i.i.d. variables . . . . . . . . . 1
Sergey Tarima and
Dmitri Pavlov Using auxiliary information in
statistical function estimation . . . . 11
Lucien Birgé and
Yves Rozenholc How many bins should be put in a regular
histogram . . . . . . . . . . . . . . . 24
Magalie Fromont and
Céline Lévy-leduc Adaptive tests for periodic signal
detection with applications to laser
vibrometry . . . . . . . . . . . . . . . 46
Pierre Del Moral and
Laurent Miclo Dynamiques recuites de type
Feynman--Kac: résultats précis et
conjectures. (French) [Annealed dynamics
of Feynman--Kac type: precise results
and conjectures] . . . . . . . . . . . . 76
Sandrine Toldo Stability of solutions of BSDEs with
random terminal time . . . . . . . . . . 141
Sylvie Huet Model selection for estimating the non
zero components of a Gaussian vector . . 164
Romain Abraham and
Olivier Riviere Forward-backward stochastic differential
equations and PDE with gradient
dependent second order coefficients . . 184
Oliver Johnson and
Christina Goldschmidt Preservation of log-concavity on
summation . . . . . . . . . . . . . . . 206
Cécile Durot and
Karelle Thiébot Bootstrapping the shorth for regression 216
Nikita Ratanov Branching random motions, nonlinear
hyperbolic systems and travelling waves 236
Le Van Thanh On the Brunk--Chung type strong law of
large numbers for sequences of blockwise
$m$-dependent random variables . . . . . 258
R. Averkamp and
C. Houdré Stein estimation for infinitely
divisible laws . . . . . . . . . . . . . 269
Aimé Lachal Cyclic random motions in $ \mathbb {R}^d
$-space with $n$ directions . . . . . . 277
Djalil Chafa\"\i Binomial-Poisson entropic inequalities
and the M/M/$ \infty $ queue . . . . . . 317
Frédéric Cérou and
Arnaud Guyader Nearest neighbor classification in
infinite dimension . . . . . . . . . . . 340
Antoine Lejay Stochastic differential equations driven
by processes generated by divergence
form operators I: a Wong--Zakai theorem 356
Marco Ferrante and
Marta Sanz-Solé SPDEs with coloured noise: Analytic and
stochastic approaches . . . . . . . . . 380
Rama Cont and
Jean-Pierre Fouque and
Bernard Lapeyre Preface . . . . . . . . . . . . . . . . 1
Jean-Pierre Lepeltier and
Mingyu Xu Reflected backward stochastic
differential equations with two RCLL
barriers . . . . . . . . . . . . . . . . 3
Philippe Durand and
Jean-Frédéric Jouanin Some short elements on hedging credit
derivatives . . . . . . . . . . . . . . 23
Andrea Gombani and
Stefan Jaschke and
Wolfgang Runggaldier Consistent price systems for
subfiltrations . . . . . . . . . . . . . 35
Jean-Pierre Fouque and
Chuan-Hsiang Han A martingale control variate method for
option pricing with stochastic
volatility . . . . . . . . . . . . . . . 40
Myriam Fradon and
Sylvie R\oelly Infinite system of Brownian balls with
interaction: the non-reversible case . . 55
Shigeyoshi Ogawa and
Monique Pontier Pricing rules under asymmetric
information . . . . . . . . . . . . . . 80
Hans Föllmer and
Thomas Knispel Potentials of a Markov process are
expected suprema . . . . . . . . . . . . 89
Jérôme Dedecker and
Florence Merlevéde The empirical distribution function for
dependent variables: asymptotic and
nonasymptotic results in $ L^p $ . . . . 102
Laure Coutin and
Monique Pontier Approximation of the fractional Brownian
sheet via Ornstein--Uhlenbeck sheet . . 115
Erkan Nane Lifetime asymptotics of iterated
Brownian motion in $ \mathbb {R}^n $ . . 147
Youri Davydov and
Emmanuel Thilly Convex rearrangements of Lévy processes 161
Jean Jacod Asymptotic properties of power
variations of Lévy processes . . . . . . 173
Samuel Njoh Entropic Conditions and Hedging . . . . 197
Kristina Sendova Discrete Lundberg-type bounds with
actuarial applications . . . . . . . . . 217
Vincent Lemaire Behavior of the Euler scheme with
decreasing step in a degenerate
situation . . . . . . . . . . . . . . . 236
Denys Pommeret Polynomial expansions of density of
power mixtures . . . . . . . . . . . . . 248
Hongyuan Cao Moderate deviations for two sample
$t$-statistics . . . . . . . . . . . . . 264
Gérard Biau and
Beno\^\it Cadre and
Bruno Pelletier A graph-based estimator of the number of
clusters . . . . . . . . . . . . . . . . 272
Saba Amsalu and
Heinrich Matzinger and
Serguei Popov Macroscopic non-uniqueness and
transversal fluctuation in optimal
random sequence alignment . . . . . . . 281
Pierre Étoré and
Antoine Lejay A Donsker theorem to simulate
one-dimensional processes with
measurable coefficients . . . . . . . . 301
Frank Aurzada and
Thomas Simon Small ball probabilities for stable
convolutions . . . . . . . . . . . . . . 327
Stéphane Ga\"\iffas On pointwise adaptive curve estimation
based on inhomogeneous data . . . . . . 344
Marta Sanz-Solé and
Iván Torrecilla-Tarantino Probability density for a hyperbolic
SPDE with time dependent coefficients 365
Sandrine Toldo Corrigendum to ``Stability of solutions
of BSDEs with random terminal time'' . . 381
Abdellatif Benchérif-Madani and
Étienne Pardoux Homogenization of a semilinear parabolic
PDE with locally periodic coefficients:
a probabilistic approach . . . . . . . . 385
Iosif Pinelis Toward the best constant factor for the
Rademacher--Gaussian tail comparison . . 412
R. Douc and
A. Guillin and
J.-M. Marin and
C. P. Robert Minimum variance importance sampling via
Population Monte Carlo . . . . . . . . . 427
Charles El-Nouty The fractional mixed fractional Brownian
motion and fractional Brownian sheet . . 448
Abdel Berkaoui and
Mireille Bossy and
Awa Diop Euler scheme for SDEs with non-Lipschitz
diffusion coefficient: strong
convergence . . . . . . . . . . . . . . 1
Patrick Cattiaux and
Arnaud Guillin Deviation bounds for additive
functionals of Markov processes . . . . 12
Hermine Biermé and
Frédéric Richard Estimation of anisotropic Gaussian
fields through Radon transform . . . . . 30
Yu Miao Concentration inequalities for
semi-bounded martingales . . . . . . . . 51
Bernard Roynette and
Pierre Vallois and
Agnés Volpi Asymptotic behavior of the hitting time,
overshoot and undershoot for some Lévy
processes . . . . . . . . . . . . . . . 58
Marina L. Kleptsyna and
Alain Le Breton and
Michel Viot Separation principle in the fractional
Gaussian linear-quadratic regulator
problem with partial observation . . . . 94
Siegfried Graf and
Harald Luschgy and
Gilles Pagés Distortion mismatch in the quantization
of probability measures . . . . . . . . 127
Jean-Marc Bardet and
Paul Doukhan and
Gabriel Lang and
Nicolas Ragache Dependent Lindeberg central limit
theorem and some applications . . . . . 154
Marc Lavielle and
Carenne Ludeña Random thresholds for linear model
selection . . . . . . . . . . . . . . . 173
Sophie Donnet and
Adeline Samson Parametric inference for mixed models
defined by stochastic differential
equations . . . . . . . . . . . . . . . 196
Antonio Galves and
Véronique Maume-Deschamps and
Bernard Schmitt Exponential inequalities for VLMC
empirical trees . . . . . . . . . . . . 219
Ciprian A. Tudor Analysis of the Rosenblatt process . . . 230
Pierre-André Zitt Functional inequalities and uniqueness
of the Gibbs measure --- from
log-Sobolev to Poincaré . . . . . . . . . 258
Ludovic Menneteau Multidimensional limit theorems for
smoothed extreme value estimates of
point processes boundaries . . . . . . . 273
Stéphane Chrétien and
Alfred O. Hero On EM algorithms and their proximal
generalizations . . . . . . . . . . . . 308
Mikhail Ermakov Minimax and Bayes estimation in
deconvolution problem . . . . . . . . . 327
Viet Chi Tran Large population limit and time
behaviour of a stochastic particle model
describing an age-structured population 345
Antoine Lejay Stochastic differential equations driven
by processes generated by divergence
form operators II: convergence results 387
Peter Imkeller and
Ilya Pavlyukevich Metastable behaviour of small noise
Lévy-Driven diffusions . . . . . . . . . 412
Pierre Alquier Density estimation with quadratic loss:
a confidence intervals method . . . . . 438
Faouzi Chaabane and
Ahmed Kebaier Théorémes limites avec poids pour les
martingales vectorielles \`a temps
continu. (French) [Weighted limit
theorems for continuous-time vectorial
martingales] . . . . . . . . . . . . . . 464
Jean-François Collet and
Florent Malrieu Logarithmic Sobolev inequalities for
inhomogeneous Markov Semigroups . . . . 492
Nicolas W. Hengartner and
Éric Matzner-Lòber Asymptotic unbiased density estimators 1
Peggy Cénac and
Brigitte Chauvin and
Stéphane Ginouillac and
Nicolas Pouyanne Digital search trees and chaos game
representation . . . . . . . . . . . . . 15
Antoine Chambaz and
Catherine Matias Number of hidden states and memory: a
joint order estimation problem for
Markov chains with Markov regime . . . . 38
Daniel Boivin Tail estimates for homogenization
theorems in random media . . . . . . . . 51
Marie Sauvé Histogram selection in non Gaussian
regression . . . . . . . . . . . . . . . 70
Marie-Laure Martin-Magniette and
Marie-Luce Taupin Estimation of the hazard function in a
semiparametric model with covariate
measurement error . . . . . . . . . . . 87
Fanny Godet Linear prediction of long-range
dependent time series . . . . . . . . . 115
Anton Schick and
Wolfgang Wefelmeyer Plug-in estimators for higher-order
transition densities in autoregression 135
Bernard Roynette and
Pierre Vallois and
Marc Yor Penalisations of multidimensional
Brownian motion, VI . . . . . . . . . . 152
Laurie Davies and
Ursula Gather and
Dan Nordman and
Henrike Weinert A comparison of automatic histogram
constructions . . . . . . . . . . . . . 181
Mireille Chaleyat-Maurel and
Valentine Genon-Catalot Filtering the Wright--Fisher diffusion 197
Abass Sagna Universal $ L^s $-rate-optimality of $
L^r $-optimal quantizers by dilatation
and contraction . . . . . . . . . . . . 218
Laure Coutin and
Nicolas Victoir Enhanced Gaussian processes and
applications . . . . . . . . . . . . . . 247
Alfredas Ra\vckauskas and
Charles Suquet Hölderian invariance principle for
Hilbertian linear processes . . . . . . 261
Odile Pons Estimation and tests in finite mixture
models of nonparametric densities . . . 276
Christopher S. Withers and
Saralees Nadarajah Power of a Class of Goodness-of-Fit
Tests I . . . . . . . . . . . . . . . . 283
Jean-Marc Aza\"\is and
Élisabeth Gassiat and
Cécile Mercadier The likelihood ratio test for general
mixture models with or without
structural parameter . . . . . . . . . . 301
Margarita Karaliopoulou On the number of word occurrences in a
semi-Markov sequence of letters . . . . 328
Matthias Löwe and
Franck Vermet Capacity bounds for the CDMA system and
a neural network: a moderate deviations
approach . . . . . . . . . . . . . . . . 343
Jonas Kahn Model selection for quantum homodyne
tomography . . . . . . . . . . . . . . . 363
Franck Barthe and
Neil O'Connell Matchings and the variance of Lipschitz
functions . . . . . . . . . . . . . . . 400
Zakhar Kabluchko and
Axel Munk Shao's theorem on the maximum of
standardized random walk increments for
multidimensional arrays . . . . . . . . 409
Françoise Péne Transient random walk in $ \mathbb{Z}^2
$ with stationary orientations . . . . . 417
Ali Akhavi and
Jean-François Marckert and
Alain Rouault On the reduction of a random basis . . . 437
Peter Eichelsbacher and
Tomasz Schreiber Process level moderate deviations for
stabilizing functionals . . . . . . . . 1
Ismael Bailleul and
Albert Raugi Where does randomness lead in spacetime? 16
Andrew D. Barbour Coupling a branching process to an
infinite dimensional epidemic process 53
Bernard Roynette and
Marc Yor Local limit theorems for Brownian
additive functionals and penalisation of
Brownian paths, IX . . . . . . . . . . . 65
Harald Luschgy and
Gilles Pagés and
Benedikt Wilbertz Asymptotically optimal quantization
schemes for Gaussian processes on
Hilbert spaces . . . . . . . . . . . . . 93
Laurent Miclo On absorption times and Dirichlet
eigenvalues . . . . . . . . . . . . . . 117
Iréne Gannaz and
Olivier Wintenberger Adaptive density estimation under weak
dependence . . . . . . . . . . . . . . . 151
Jean-Michel Loubes and
Carenne Ludeña Penalized estimators for non linear
inverse problems . . . . . . . . . . . . 173
François Bolley Quantitative concentration inequalities
on sample path space for mean field
interaction . . . . . . . . . . . . . . 192
Florin Avram and
Nikolai Leonenko and
Ludmila Sakhno On a Szeg\Ho type limit theorem, the
Hölder--Young--Brascamp--Lieb inequality,
and the asymptotic theory of integrals
and quadratic forms of stationary fields 210
T. Downarowicz and
Y. Lacroix and
D. Léandri Spontaneous clustering in theoretical
and some empirical stationary processes 256
Philippe Carmona Directed polymer in random environment
and last passage percolation . . . . . . 263
Ilie Grigorescu and
Min Kang Steady state and scaling limit for a
traffic congestion model . . . . . . . . 271
Eric Fekete Branching random walks on binary search
trees: convergence of the occupation
measure . . . . . . . . . . . . . . . . 286
Nadine Guillotin-Plantard and
Clémentine Prieur Central limit theorem for sampled sums
of dependent random variables . . . . . 299
Peter L. Bartlett and
Shahar Mendelson and
Petra Philips On the Optimality of Sample-Based
Estimates of the Expectation of the
Empirical Minimizer . . . . . . . . . . 315
Khurelbaatar Gonchigdanzan Almost sure functional limit theorem for
the product of partial sums . . . . . . 338
Christian Léonard Entropic Projections and Dominating
Points . . . . . . . . . . . . . . . . . 343
Stéphanie Allassonniére and
Estelle Kuhn Stochastic algorithm for Bayesian
mixture effect template estimation . . . 382
Clément Marteau Risk hull method for spectral
regularization in linear statistical
inverse problems . . . . . . . . . . . . 409
Pierre Pudlo Large deviations and full Edgeworth
expansions for finite Markov chains with
applications to the analysis of genomic
sequences . . . . . . . . . . . . . . . 435
Marc Hoffmann and
Damien Lamberton Preface --- Supplement: In honor of Marc
Yor . . . . . . . . . . . . . . . . . . S1
Philippe Biane Entrelacements de semi-groupes provenant
de paires de Gelfand. (French)
[Semi-group interlacings from Gelfand
pairs] . . . . . . . . . . . . . . . . . S2
Alexander M. G. Cox and
David Hobson and
Jan Ob\lój Time-homogeneous diffusions with a given
marginal at a random time . . . . . . . S11
Hans Föllmer and
Philip Protter Local martingales and filtration
shrinkage . . . . . . . . . . . . . . . S25
Joseph Najnudel and
Ashkan Nikeghbali A new kind of augmentation of
filtrations . . . . . . . . . . . . . . S39
Giovanni Peccati and
Jean-Renaud Pycke Hoeffding spaces and Specht modules . . S58
Kouji Yano Wiener integral for the coordinate
process under the $ \sigma $-finite
measure unifying Brownian penalisations S69
Nathalie Akakpo Estimating a discrete distribution via
histogram selection . . . . . . . . . . 1
Mustafa Ismaeel Alheety A new stochastic restricted biased
estimator under heteroscedastic or
correlated error . . . . . . . . . . . . 30
Cathy Maugis and
Bertrand Michel A non asymptotic penalized criterion for
Gaussian mixture model selection . . . . 41
Jean-Michel Loubes and
Davy Paindaveine Local Asymptotic Normality Property for
Lacunar Wavelet Series Multifractal
Model . . . . . . . . . . . . . . . . . 69
Ken R. Duffy and
Claudio Macci and
Giovanni Luca Torrisi On the large deviations of a class of
modulated additive processes . . . . . . 83
Raluca M. Balan $ L_p $-theory for the stochastic heat
equation with infinite-dimensional
fractional noise . . . . . . . . . . . . 110
Christopher S. Withers and
Saralees Nadarajah Expansions for the distribution of
$M$-estimates with applications to the
Multi-Tone problem . . . . . . . . . . . 139
Tze Leng Lai and
Qi-Man Shao and
Qiying Wang Cramér type moderate deviations for
Studentized $U$-statistics . . . . . . . 168
Nicolas Privault and
Anthony Réveillac SURE shrinkage of Gaussian paths and
signal identification . . . . . . . . . 180
Eva Löcherbach and
Dasha Loukianova and
Oleg Loukianov Penalized nonparametric drift estimation
for a continuously observed
one-dimensional diffusion process . . . 197
Jean-Paul Ibrahim Large deviations for directed
percolation on a thin rectangle . . . . 217
Nicolas Fournier Simulation and approximation of
Lévy-driven stochastic differential
equations . . . . . . . . . . . . . . . 233
Claire Coiffard Random fractals generated by a local
Gaussian process indexed by a class of
functions . . . . . . . . . . . . . . . 249
Masayuki Uchida and
Nakahiro Yoshida Estimation for misspecified ergodic
diffusion processes from discrete
observations . . . . . . . . . . . . . . 270
Andriy Yurachkivsky Limit theorems for measure-valued
processes of the level-exceedance type 291
Cathy Maugis and
Bertrand Michel Data-driven penalty calibration: A case
study for Gaussian mixture model
selection . . . . . . . . . . . . . . . 320
Christopher S. Withers and
Saralees Nadarajah Expansions for Repeated Integrals of
Products with Applications to the
Multivariate Normal . . . . . . . . . . 340
Rémi Rhodes and
Vincent Vargas KPZ formula for log-infinitely divisible
multifractal random measures . . . . . . 358
Guillaume Voisin Dislocation measure of the fragmentation
of a general Lévy tree . . . . . . . . . 372
Christophe Gallesco and
Sebastian Müller and
Serguei Popov A note on spider walks . . . . . . . . . 390
Giacomo Aletti and
Enea G. Bongiorno and
Vincenzo Capasso Integration in a dynamical stochastic
geometric framework . . . . . . . . . . 402
Sophie Pénisson Continuous-time multitype branching
processes conditioned on very late
extinction . . . . . . . . . . . . . . . 417
Jacques Istas and
Serge Cohen Editorial --- Spring School Mons: Random
differential equations and Gaussian
fields . . . . . . . . . . . . . . . . . Sp-1
S. Cohen and
M. A. Lifshits Stationary Gaussian random fields on
hyperbolic spaces and on Euclidean
spheres . . . . . . . . . . . . . . . . 165
Jacques Istas Manifold indexed fractional fields . . . 222
Fabrice Baudoin Stochastic Taylor expansions and heat
kernel asymptotics . . . . . . . . . . . 453
Laure Coutin Rough paths via sewing Lemma . . . . . . 479
Erkan Nane and
Dongsheng Wu and
Yimin Xiao $ \alpha $-time fractional Brownian
motion: PDE connections and local times 1
Madalina Olteanu and
Joseph Rynkiewicz Asymptotic properties of autoregressive
regime-switching models . . . . . . . . 25
Francis Hirsch and
Bernard Roynette A new proof of Kellerer's theorem . . . 48
Matthieu Lerasle Adaptive non-asymptotic confidence balls
in density estimation . . . . . . . . . 61
Iosif Pinelis Exponential deficiency of convolutions
of densities . . . . . . . . . . . . . . 86
Julien Worms and
Rym Worms Estimation of second order parameters
using probability weighted moments . . . 97
Kwabena Doku-Amponsah Asymptotic equipartition properties for
simple hierarchical and networked
structures . . . . . . . . . . . . . . . 114
Sévérien Nkurunziza Shrinkage strategies in some multiple
multi-factor dynamical systems . . . . . 139
Benjamin Favetto On the asymptotic variance in the
central limit theorem for particle
filters . . . . . . . . . . . . . . . . 151
Samuel Herrmann and
Julian Tugaut Self-stabilizing processes: uniqueness
problem for stationary measures and
convergence rate in the small-noise
limit . . . . . . . . . . . . . . . . . 277
Mathias Beiglböck and
Christian Léonard and
Walter Schachermayer A generalized dual maximizer for the
Monge--Kantorovich transport problem . . 306
Aimé Lachal Sojourn time in $ \mathbb {Z}^+ $ for
the Bernoulli random walk on $ \mathbb
{Z} $ . . . . . . . . . . . . . . . . . 324
Marianne Clausel Lacunary Fractional Brownian Motion . . 352
Stéphane Laurent and
Catherine Legrand A Bayesian framework for the ratio of
two Poisson rates in the context of
vaccine efficacy trials . . . . . . . . 375
Marc Malric Density of paths of iterated Lévy
transforms of Brownian motion . . . . . 399
Zhishui Hu and
John Robinson and
Qiying Wang Tail approximations for samples from a
finite population with applications to
permutation tests . . . . . . . . . . . 425
Sébastien Bubeck and
Marina Meil\ua and
Ulrike von Luxburg How the initialization affects the
stability of the $ \kappa $-means
algorithm . . . . . . . . . . . . . . . 436
Jean-Marie Aubry and
Marguerite Zani Large deviations for
quasi-arithmetically self-normalized
random variables . . . . . . . . . . . . 1
Reiichiro Kawai and
Hiroki Masuda Local asymptotic normality for normal
inverse Gaussian Lévy processes with
high-frequency sampling . . . . . . . . 13
Emeline Schmisser Nonparametric estimation of the
derivatives of the stationary density
for stationary processes . . . . . . . . 33
Raphaël Rossignol and
Marie Théret Lower large deviations for the maximal
flow through tilted cylinders in
two-dimensional first passage
percolation . . . . . . . . . . . . . . 70
Jérôme Lelong Asymptotic normality of randomly
truncated stochastic algorithms . . . . 105
Michael H. Neumann A central limit theorem for triangular
arrays of weakly dependent random
variables, with applications in
statistics . . . . . . . . . . . . . . . 120
Ronan Le Guével and
Jacques Lévy Véhel Incremental moments and Hölder exponents
of multifractional multistable processes 135
Peggy Cénac On the convergence of moments in the
almost sure central limit theorem for
stochastic approximation algorithms . . 179
Eva Löcherbach and
Dasha Loukianova Polynomial deviation bounds for
recurrent Harris processes having
general state space . . . . . . . . . . 195
Jacques Istas Multifractional Brownian fields indexed
by metric spaces with distances of
negative type . . . . . . . . . . . . . 219
Christopher S. Withers and
Saralees Nadarajah Fixed-$ \alpha $ and fixed-$ \beta $
efficiencies . . . . . . . . . . . . . . 224
Elena Di Bernardino and
Thomas Laloë and
Véronique Maume-Deschamps and
Clémentine Prieur Plug-in estimation of level sets in a
non-compact setting with applications in
multivariate risk theory . . . . . . . . 236
Christophe Gallesco Meeting time of independent random walks
in random environment . . . . . . . . . 257
Nastasiya F. Grinberg Semimartingale decomposition of convex
functions of continuous semimartingales
by Brownian perturbation . . . . . . . . 293
Pierre Raphaël Bertrand and
Mehdi Fhima and
Arnaud Guillin Local estimation of the Hurst index of
multifractional Brownian motion by
increment ratio statistic method . . . . 307
Gaëlle Chagny Penalization versus
Goldenshluger--Lepski strategies in
warped bases regression . . . . . . . . 328
Antonio Cuevas and
Ricardo Fraiman and
László Györfi Towards a universally consistent
estimator of the Minkowski content . . . 359
Markus Maier and
Ulrike von Luxburg and
Matthias Hein How the result of graph clustering
methods depends on the construction of
the graph . . . . . . . . . . . . . . . 370
Didier Chauveau and
Pierre Vandekerkhove Smoothness of Metropolis--Hastings
algorithm and application to entropy
estimation . . . . . . . . . . . . . . . 419
Holger Dette and
Kemal Sen Goodness-of-fit tests in long-range
dependent processes under fixed
alternatives . . . . . . . . . . . . . . 432
Francis Hirsch and
Bernard Roynette On $ \mathbb {R}^d $-valued peacocks . . 444
Florian Fuchs and
Robert Stelzer Mixing conditions for multivariate
infinitely divisible processes with an
application to mixed moving averages and
the supOU stochastic volatility model 455
Aurelia Fraysse Why minimax is not that pessimistic . . 472
Paul Rochet Adaptive hard-thresholding for linear
inverse problems . . . . . . . . . . . . 485
Bernard Bercu and
Frédéric Pro\"\ia A sharp analysis on the asymptotic
behavior of the Durbin--Watson statistic
for the first-order autoregressive
process . . . . . . . . . . . . . . . . 500
Boris L. Granovsky Asymptotics of counts of small
components in random structures and
models of coagulation-fragmentation . . 531
Giorgia Callegaro and
Monique Jeanblanc and
Behnaz Zargari Carthaginian enlargement of filtrations 550
Clément Dombry and
Ingemar Kaj Moment measures of heavy-tailed renewal
point processes: asymptotics and
applications . . . . . . . . . . . . . . 567
Jean-François Coeurjolly and
Pierre-Olivier Amblard and
Sophie Achard Wavelet analysis of the multivariate
fractional Brownian motion . . . . . . . 592
Claude Lefévre and
Sergey Utev Convolution property and exponential
bounds for symmetric monotone densities 605
Amarjit Budhiraja and
Pierre Del Moral and
Sylvain Rubenthaler Discrete time Markovian agents
interacting through a potential . . . . 614
Benjamin Charlier Necessary and sufficient condition for
the existence of a Fréchet mean on the
circle . . . . . . . . . . . . . . . . . 635
Caroline Meynet An $ \ell_1$-oracle inequality for the
Lasso in finite mixture Gaussian
regression models . . . . . . . . . . . 650
S. X. Cohen and
E. Le Pennec Partition-based conditional density
estimation . . . . . . . . . . . . . . . 672
C. Maugis-Rabusseau and
B. Michel Adaptive density estimation for
clustering with Gaussian mixtures . . . 698
Anselm Reichenbachs Moderate deviations for a Curie--Weiss
model with dynamical external field . . 725
Nabil Rachdi and
Jean-Claude Fort and
Thierry Klein Risk bounds for new $M$-estimation
problems . . . . . . . . . . . . . . . . 740
Gabriel Lang and
Eric Marcon Testing randomness of spatial point
patterns with the Ripley statistic . . . 767
Marc Yor Sur l'\oeuvre de Paul Lévy. (French) [On
the work of Paul Lévy] . . . . . . . . . 789
Jean Bertoin Paul Lévy et l'arithmétique des lois de
probabilités. (French) [Paul Lévy and the
arithmetic of the laws of probability] 790
Jean-François Le Gall Paul Lévy et le mouvement brownien.
(French) [Paul Lévy and Brownian motion] 795
Anestis Antoniadis and
Marianna Pensky and
Theofanis Sapatinas Nonparametric regression estimation
based on spatially inhomogeneous data:
minimax global convergence rates and
adaptivity . . . . . . . . . . . . . . . 1
M. Clausel and
F. Roueff and
M. S. Taqqu and
C. Tudor Wavelet estimation of the long memory
parameter for Hermite polynomial of
Gaussian processes . . . . . . . . . . . 42
Xavier Gendre Model selection and estimation of a
component in additive regression . . . . 77
Marie Theret Upper large deviations for maximal flows
through a tilted cylinder . . . . . . . 117
Karol Dziedziul and
Bogdan \'Cmiel Density smoothness estimation problem
using a wavelet approach . . . . . . . . 130
Christoph Baumgarten Survival probabilities of autoregressive
processes . . . . . . . . . . . . . . . 145
Julie Scholler On the time constant in a dependent
first passage percolation model . . . . 171
Marc Arnaudon and
Laurent Miclo Means in complete manifolds: uniqueness
and approximation . . . . . . . . . . . 185
Mikhail Kovtun and
Igor Akushevich and
Anatoliy Yashin On identifiability of mixtures of
independent distribution laws . . . . . 207
Romuald Elie and
Idris Kharroubi Adding constraints to BSDEs with jumps:
an alternative to multidimensional
reflections . . . . . . . . . . . . . . 233
Héléne Lescornel and
Jean-Michel Loubes and
Claudie Chabriac Unbiased risk estimation method for
covariance estimation . . . . . . . . . 251
Camille Sabbah Uniform Confidence Bands for Local
Polynomial Quantile Estimators . . . . . 265
Jérôme Dedecker and
Adeline Samson and
Marie-Luce Taupin Estimation in autoregressive model with
measurement error . . . . . . . . . . . 277
S. Valére Bitseki Penda and
Hacéne Djellout and
Frédéric Pro\"\ia Moderate deviations for the
Durbin--Watson statistic related to the
first-order autoregressive process . . . 308
Shota Gugushvili and
Peter Spreij Consistent non-parametric Bayesian
estimation for a time-inhomogeneous
Brownian motion . . . . . . . . . . . . 332
Alexandre Janon and
Thierry Klein and
Agnés Lagnoux and
Maëlle Nodet and
Clémentine Prieur Asymptotic normality and efficiency of
two Sobol index estimators . . . . . . . 342
Beno\^\ite de Saporta and
Anne Gégout-Petit and
Laurence Marsalle Random coefficients bifurcating
autoregressive processes . . . . . . . . 365
Karine Bertin and
Nicolas Klutchnikoff Adaptive estimation of a density
function using beta kernels . . . . . . 400
Erick Herbin and
Benjamin Arras and
Geoffroy Barruel From almost sure local regularity to
almost sure Hausdorff dimension for
Gaussian fields . . . . . . . . . . . . 418
Denis Villemonais General approximation method for the
distribution of Markov processes
conditioned not to be killed . . . . . . 441
Patrick Cattiaux and
Mawaki Manou-Abi Limit theorems for some functionals with
heavy tails of a discrete time Markov
chain . . . . . . . . . . . . . . . . . 468
Pierre-André Cornillon and
N. W. Hengartner and
E. Matzner-Lòber Recursive bias estimation for
multivariate regression smoothers . . . 483
Jian Wang A simple approach to functional
inequalities for non-local Dirichlet
forms . . . . . . . . . . . . . . . . . 503
Antoine Marie Bogso An application of multivariate total
positivity to peacocks . . . . . . . . . 514
A. Genadot and
M. Thieullen Multiscale Piecewise Deterministic
Markov Process in infinite dimension:
central limit theorem and Langevin
approximation . . . . . . . . . . . . . 541
Martial Longla On dependence structure of copula-based
Markov chains . . . . . . . . . . . . . 570
Van Hanh Nguyen and
Catherine Matias Nonparametric estimation of the density
of the alternative hypothesis in a
multiple testing setup. Application to
local false discovery rate estimation 584
Jean-François Chassagneux and
Stéphane Crépey Doubly reflected BSDEs with call
protection and their approximation . . . 613
Stéphane Girard and
Armelle Guillou and
Gilles Stupfler Uniform strong consistency of a frontier
estimator using kernel regression on
high order moments . . . . . . . . . . . 642
Kosto V. Mitov and
Saralees Nadarajah Extremal and additive processes
generated by Pareto distributed random
vectors . . . . . . . . . . . . . . . . 667
Pierre Étoré and
Miguel Martinez Exact simulation for solutions of
one-dimensional Stochastic Differential
Equations with discontinuous drift . . . 686
Erwan Hillion and
Oliver Johnson and
Yaming Yu A natural derivative on $ [0, n] $ and a
binomial Poincaré inequality . . . . . . 703
Kengo Kamatani Local degeneracy of Markov chain Monte
Carlo methods . . . . . . . . . . . . . 713
Romain Aza\"\is A recursive nonparametric estimator for
the transition kernel of a
piecewise-deterministic Markov process 726
Alice Cleynen and
Emilie Lebarbier Segmentation of the Poisson and negative
binomial rate models: a penalized
estimator . . . . . . . . . . . . . . . 750
Marie Sauve and
Christine Tuleau-Malot Variable selection through CART . . . . 770
Nicolas Marie A generalized mean-reverting equation
and applications . . . . . . . . . . . . 799
Shiqi Song Optional splitting formula in a
progressively enlarged filtration . . . 829
Jean-François Marckert and
David Renault Compact convex sets of the plane and
probability theory . . . . . . . . . . . 854
Karim Benhenni and
David Degras Local polynomial estimation of the mean
function and its derivatives based on
functional data and regular designs . . 881
Arnaud Guyader and
Nick Hengartner and
Nicolas Jégou and
Eric Matzner-Lòber Iterative isotonic regression . . . . . 1
Iosif Pinelis Exact bounds on the closeness between
the Student and standard normal
distributions . . . . . . . . . . . . . 24
Patrice Bertail and
Emilie Chautru and
Stéphan Clémençon Tail index estimation based on survey
data . . . . . . . . . . . . . . . . . . 28
Gersende Fort Central limit theorems for stochastic
approximation with controlled Markov
chain dynamics . . . . . . . . . . . . . 60
David Márquez-Carreras Small stochastic perturbations in a
general fractional kinetic equation . . 81
Mátyás Barczy and
Peter Kern and
Vincent Krause Operator scaled Wiener bridges . . . . . 100
Cristina Butucea and
Yuri I. Ingster and
Irina A. Suslina Sharp variable selection of a sparse
submatrix in a high-dimensional noisy
matrix . . . . . . . . . . . . . . . . . 115
Megdouda Ourbih-Tari and
Sofia Guebli A comparison of methods for selecting
values of simulation input variables . . 135
Christophe Profeta Some limiting laws associated with the
integrated Brownian motion . . . . . . . 148
Le Vi and
Etienne Pardoux Height and the total mass of the forest
of genealogical trees of a large
population with general competition . . 172
Monia Karouf Reflected BSDE's with discontinuous
barrier and time delayed generators . . 194
Mathieu Sart Model selection for Poisson processes
with covariates . . . . . . . . . . . . 204
Christian Hirsch and
Gerd Gaiselmann and
Volker Schmidt Asymptotic Properties of
Collective-Rearrangement Algorithms . . 236
Beno\^\it Cadre and
Lionel Truquet Nonparametric regression estimation onto
a Poisson point process covariate . . . 251
Pierre Ailliot and
Françoise P\`ene Consistency of the maximum likelihood
estimate for non-homogeneous Markov
switching models . . . . . . . . . . . . 268
Yevgeniy Kovchegov and
Ne\cse Yíldíz Orthogonal polynomials for
seminonparametric instrumental variables
model . . . . . . . . . . . . . . . . . 293
Vincent Bansaye and
Chunmao Huang Weak law of large numbers for some
Markov chains along non homogeneous
genealogies . . . . . . . . . . . . . . 307
Romain Allez and
Rémi Rhodes and
Vincent Vargas Convergence of the spectrum of empirical
covariance matrices for independent MRW
processes . . . . . . . . . . . . . . . 327
Charles-Edouard Bréhier and
Tony Leli\`evre and
Mathias Rousset Analysis of adaptive multilevel
splitting algorithms in an idealized
case . . . . . . . . . . . . . . . . . . 361
Rita Giuliano and
Claudio Macci Asymptotic results for weighted means of
random variables which converge to a
Dickman distribution, and some number
theoretical applications . . . . . . . . 395
Francesco Russo and
Frederi Viens Gaussian and non-Gaussian processes of
zero power variation . . . . . . . . . . 414
Rados\law Adamczak and
Witold Bednorz Exponential concentration inequalities
for additive functionals of Markov
chains . . . . . . . . . . . . . . . . . 440
Florian Bouguet Quantitative speeds of convergence for
exposure to food contaminants . . . . . 482
Jürgen Angst Poisson boundary of a relativistic
diffusion in curved space-times: an
example . . . . . . . . . . . . . . . . 502
Nicolas Marie Sensitivities via rough paths . . . . . 515
Max Fathi Modified logarithmic Sobolev
inequalities for canonical ensembles . . 544
Ester Mariucci Asymptotic equivalence for inhomogeneous
jump diffusion processes and white noise 560
Mathieu Rosenbaum and
Marc Yor Some explicit formulas for the Brownian
bridge, Brownian meander and Bessel
process under uniform sampling . . . . . 578
Michael V. Boutsikas Penultimate gamma approximation in the
CLT for skewed distributions . . . . . . 590
Pierre Andreoletti and
Dasha Loukianova and
Catherine Matias Hidden Markov model for parameter
estimation of a random walk in a Markov
environment . . . . . . . . . . . . . . 605
Erik Ekström and
Juozas Vaicenavicius Bayesian sequential testing of the drift
of a Brownian motion . . . . . . . . . . 626
Emilie Devijver An $ \ell_1$-oracle inequality for the
Lasso in multivariate finite mixture of
multivariate Gaussian regression models 649
Maud Delattre and
Valentine Genon-Catalot and
Adeline Samson Estimation of population parameters in
stochastic differential equations with
random effects in the diffusion
coefficient . . . . . . . . . . . . . . 671
S. Val\`ere Bitseki Penda Deviation inequalities for bifurcating
Markov chains on Galton--Watson tree . . 689
Yohann de Castro and
Alexandre Janon Randomized pick-freeze for sparse Sobol
indices estimation in high dimension . . 725
Gildas Mazo and
Stéphane Girard and
Florence Forbes Weighted least-squares inference for
multivariate copulas based on dependence
coefficients . . . . . . . . . . . . . . 746
Mikhail Lifshits and
Ksenia Volkova Bifractional Brownian motion: existence
and border cases . . . . . . . . . . . . 766
Jean-Christophe Breton and
Renan Gobard Infinite dimensional functional
convergences in random balls model . . . 782
Clément Walter Rare event simulation and splitting for
discontinuous random variables . . . . . 794
Takuma Yoshida Partially linear estimation using
sufficient dimension reduction . . . . . 1
Michel Bonnefont and
Aldéric Joulin and
Yutao Ma A note on spectral gap and weighted
Poincaré inequalities for some
one-dimensional diffusions . . . . . . . 18
Markus Fischer and
Giulia Livieri Continuous time mean-variance portfolio
optimization through the mean field
approach . . . . . . . . . . . . . . . . 30
Fraser Daly Negative dependence and stochastic
orderings . . . . . . . . . . . . . . . 45
Jean-Yves Dauxois and
Alexis Flesch and
Davit Varron Empirical likelihood confidence bands
for mean functions of recurrent events
with competing risks and a terminal
event . . . . . . . . . . . . . . . . . 66
Stanislav Nagy and
Ir\`ene Gijbels and
Marek Omelka and
Daniel Hlubinka Integrated depth for functional data:
statistical properties and consistency 95
Matthew Coulson and
Robert E. Gaunt and
Gesine Reinert Poisson approximation of subgraph counts
in stochastic block models and a graphon
model . . . . . . . . . . . . . . . . . 131
Shota Gugushvili and
Peter Spreij Posterior contraction rate for
non-parametric Bayesian estimation of
the dispersion coefficient of a
stochastic differential equation . . . . 143
Nikola Sandri\'c Ergodicity of Lévy-Type Processes . . . . 154
Gregor Heyne and
Michael Kupper and
Christoph Mainberger and
Ludovic Tangpi Minimal supersolutions of convex BSDEs
under constraints . . . . . . . . . . . 178
Nathalie Krell Statistical estimation of jump rates for
a piecewise deterministic Markov
processes with deterministic increasing
motion and jump mechanism . . . . . . . 196
Florent Benaych-Georges and
Romain Couillet Spectral analysis of the Gram matrix of
mixture models . . . . . . . . . . . . . 217
Tivadar Danka and
Gyula Pap Asymptotic behavior of critical
indecomposable multi-type branching
processes with immigration . . . . . . . 238
Christian Hirsch and
David Neuhäuser and
Volker Schmidt Moderate deviations for shortest-path
lengths on random segment processes . . 261
Ivan Nourdin and
Giovanni Peccati and
Guillaume Poly and
Rosaria Simone Multidimensional limit theorems for
homogeneous sums: A survey and a general
transfer principle . . . . . . . . . . . 293
Marius Kwemou Non-asymptotic oracle inequalities for
the Lasso and Group Lasso in high
dimensional logistic model . . . . . . . 309
A. Rodríguez-Casal and
P. Saavedra-Nieves A fully data-driven method for
estimating the shape of a point cloud 332
Patrik Albin and
Enkelejd Hashorva and
Lanpeng Ji and
Chengxiu Ling Extremes and limit theorems for
difference of chi-type processes . . . . 349
Aristides V. Doumas and
Vassilis G. Papanicolaou The coupon collector's problem
revisited: generalizing the double Dixie
cup problem of Newman and Shepp . . . . 367
Eric Cator and
Henk Don Conditioned multi-type Galton--Watson
trees . . . . . . . . . . . . . . . . . 400
Nicolas Privault Poisson sphere counting processes with
random radii . . . . . . . . . . . . . . 417
Jakob Söhl and
Mathias Trabs Adaptive confidence bands for Markov
chains and diffusions: Estimating the
invariant measure and the drift . . . . 432
Ricardo Fraiman and
Yanina Gimenez and
Marcela Svarc Seeking relevant information from a
statistical model . . . . . . . . . . . 463
A. Popier Limit behaviour of BSDE with jumps and
with singular terminal condition . . . . 480
Mohamed Boutahar and
Denys Pommeret A test for the equality of monotone
transformations of two random variables 510
Reinhard Höpfner and
Eva Löcherbach and
Mich\`ele Thieullen Ergodicity and limit theorems for
degenerate diffusions with time periodic
drift. Application to a stochastic
Hodgkin--Huxley model . . . . . . . . . 527
Vlad Stefan Barbu and
Guglielmo D'Amico and
Raimondo Manca and
Filippo Petroni Step semi-Markov models and application
to manpower management . . . . . . . . . 555
Romain Duboscq and
Renaud Marty Analysis of a splitting scheme for a
class of random nonlinear partial
differential equations . . . . . . . . . 572
Ibrahima Drame and
Etienne Pardoux and
A. B. Sow Non-binary branching process and
non-Markovian exploration process . . . 1
Mathieu Sart Estimating the conditional density by
histogram type estimators and model
selection . . . . . . . . . . . . . . . 34
Mahamadou Doumbia and
Nadia Oudjane and
Xavier Warin Unbiased Monte Carlo estimate of
stochastic differential equations
expectations . . . . . . . . . . . . . . 56
Valentin Konakov and
Anna Kozhina and
Stéphane Menozzi Stability of Densities for Perturbed
Diffusions and Markov Chains . . . . . . 88
Beno\^\it Henry Central limit theorem for supercritical
binary homogeneous Crump--Mode--Jagers
processes . . . . . . . . . . . . . . . 113
Beno\^\it Cadre and
Nicolas Klutchnikoff and
Gaspar Massiot Minimax regression estimation for
Poisson coprocess . . . . . . . . . . . 138
Jinwen Chen and
Siqi Jian Quasi-ergodicity for absorbing Markov
processes via deviation inequality . . . 159
Jean-Marc Owo $ L_p $-Solutions of backward doubly
stochastic differential equations with
stochastic Lipschitz condition and $ p
\in (1, 2) $ . . . . . . . . . . . . . . 168
Elena Di Bernardino and
Didier Rulli\`ere A note on upper-patched generators for
Archimedean copulas . . . . . . . . . . 183
Hailin Sang and
Lin Ge Further refinement of self-normalized
Cramér-type moderate deviations . . . . . 201
S. Franceschi and
Kilian Raschel Tutte's invariant approach for Brownian
motion reflected in the quadrant . . . . 220
Jefferson Elbert Simões and
Daniel R. Figueiredo and
Valmir C. Barbosa Power-law decay of the degree-sequence
probabilities of multiple random graphs
with application to graph isomorphism 235
Houman Owhadi and
Clint Scovel Qualitative Robustness in Bayesian
Inference . . . . . . . . . . . . . . . 251
Van Ha Hoang Estimating the division kernel of a
size-structured population . . . . . . . 275
Robert E. Gaunt A Stein characterisation of the
generalized hyperbolic distribution . . 303
Andrey Sarantsev Two-Sided Infinite Systems of Competing
Brownian Particles . . . . . . . . . . . 317
Jean-Baptiste Boyer On the reflected random walk on $ R^+ $ 350
Nelson Antunes and
Vladas Pipiras and
Patrice Abry and
Darryl Veitch Small and large scale behavior of
moments of Poisson cluster processes . . 369
Gabriela Cio\lek and
Pawe\l Potorski Bootstrapping periodically
autoregressive models . . . . . . . . . 394
Fabien Navarro and
Adrien Saumard Slope heuristics and V-Fold model
selection in heteroscedastic regression
using strongly localized bases . . . . . 412
Ahmad Younso On nonparametric classification for
weakly dependent functional processes 452
Rados\law Adamczak and
Witold Bednorz and
Pawe\l Wolff Moment estimates implied by modified
log-Sobolev inequalities . . . . . . . . 467
Krzysztof D\cebicki and
Enkelejd Hashorva and
Peng Liu Extremes of $ \gamma $-reflected
Gaussian processes with stationary
increments . . . . . . . . . . . . . . . 495
Bogdan \'Cmiel and
Teresa Ledwina Validation of positive expectation
dependence . . . . . . . . . . . . . . . 536
Patrik Albin On extreme value theory for group
stationary Gaussian processes . . . . . 1
Nigel J. Newton Manifolds of differentiable densities 19
Jérémie Bigot and
Thierry Klein Characterization of barycenters in the
Wasserstein space by averaging optimal
transport maps . . . . . . . . . . . . . 35
Emmanuelle Clément and
Arnaud Gloter and
Huong Nguyen Asymptotics in small time for the
density of a stochastic differential
equation driven by a stable Lévy process 58
Roxane Duroux and
Erwan Scornet Impact of subsampling and tree depth on
random forests . . . . . . . . . . . . . 96
Nicolas Champagnat and
Denis Villemonais Uniform convergence of penalized
time-inhomogeneous Markov processes . . 129
Nicholas Beck and
Mélina Mailhot A consistent estimator to the
orthant-based tail value-at-risk . . . . 163
Arturo Kohatsu-Higa and
Gô Yûki Stochastic formulations of the
parametrix method . . . . . . . . . . . 178
Victor-Emmanuel Brunel A change-point problem and inference for
segment signals . . . . . . . . . . . . 210
Benedikt Funke and
Émeline Schmisser Adaptive nonparametric drift estimation
of an integrated jump diffusion process 236
José Rafael León and
Luis-Ángel Rodríguez and
Roberto Ruggiero Consistency of a likelihood estimator
for stochastic damping Hamiltonian
systems. Totally observed data . . . . . 1
Xiequan Fan and
Jacques Lévy Véhel Tempered fractional multistable motion
and tempered multifractional stable
motion . . . . . . . . . . . . . . . . . 37
Alexander Bendikov and
Wojciech Cygan On the rate of convergence in the
central limit theorem for hierarchical
Laplacians . . . . . . . . . . . . . . . 68
Julien Letemplier and
Thomas Simon On the law of homogeneous stable
functionals . . . . . . . . . . . . . . 82
X\=ilíng Zh\=ang A multi-dimensional central limit bound
and its application to the Euler
approximation for Lévy--SDEs . . . . . . 112
Emmanuelle Clément and
Arnaud Gloter and
Huong Nguyen LAMN property for the drift and
volatility parameters of a sde driven by
a stable Lévy process . . . . . . . . . . 136
Sylvain Delattre and
Nicolas Fournier On Monte-Carlo tree search for
deterministic games with alternate moves
and complete information . . . . . . . . 176
Huy N. Chau and
Chaman Kumar and
Miklós Rásonyi and
Sotirios Sabanis On fixed gain recursive estimators with
discontinuity in the parameters . . . . 217
Sophie Marque-Pucheu and
Guillaume Perrin and
Josselin Garnier Efficient sequential experimental design
for surrogate modeling of nested codes 245
Joseph Muré Optimal compromise between incompatible
conditional probability distributions,
with application to Objective Bayesian
Kriging . . . . . . . . . . . . . . . . 271
Stephan Clémençon and
Patrice Bertail and
Emilie Chautru and
Guillaume Papa Optimal survey schemes for stochastic
gradient descent with applications to
$M$-estimation . . . . . . . . . . . . . 310
Yu Gu The $1$D Schrödinger equation with a
spacetime white noise: the average wave
function . . . . . . . . . . . . . . . . 338
Alexander Bulinski and
Alexey Kozhevin Statistical estimation of conditional
Shannon entropy . . . . . . . . . . . . 350
A. Cousin and
A. Janon and
V. Maume-Deschamps and
I. Niang On the consistency of Sobol indices with
respect to stochastic ordering of model
parameters . . . . . . . . . . . . . . . 387
Laurent Miclo Complex intertwinings and quantification
of discrete free motions . . . . . . . . 409
Sandrine Dallaporta and
Yohann De Castro Sparse recovery from extreme eigenvalues
deviation inequalities . . . . . . . . . 430
Agn\`es Lagnoux and
Thi Mong Ngoc Nguyen and
Frédéric Pro\"\ia On the Bickel--Rosenblatt test of
goodness-of-fit for the residuals of
autoregressive processes . . . . . . . . 464
Manuel Diehn and
Axel Munk and
Daniel Rudolf Maximum likelihood estimation in hidden
Markov models with inhomogeneous noise 492
Martin Kroll Rate optimal estimation of quadratic
functionals in inverse problems with
partially unknown operator and
application to testing problems . . . . 524
Nian Yao and
Zhengliang Zhang Beckner inequalities for Moebius
measures on spheres . . . . . . . . . . 552
Antoine Lejay and
Ernesto Mordecki and
Soledad Torres Two consistent estimators for the skew
Brownian motion . . . . . . . . . . . . 567
Lo\"\ic Hervé and
Sana Louhichi and
Françoise P\`ene Exponential growth of branching
processes in a general context of
lifetimes and birthtimes dependence . . 584
Lo\"\ic Hervé and
Sana Louhichi and
Françoise P\`ene Multiplicative ergodicity of Laplace
transforms for additive functional of
Markov chains . . . . . . . . . . . . . 607
Aline Marguet A law of large numbers for branching
Markov processes by the ergodicity of
ancestral lineages . . . . . . . . . . . 638
Matthias Löffler Wald Statistics in high-dimensional PCA 662
Junshan Xie and
Gaoming Sun A test for block circular symmetric
covariance structure with divergent
dimension . . . . . . . . . . . . . . . 672
Tadeusz Inglot and
Teresa Ledwina and
Bogdan \'Cmiel Intermediate efficiency in nonparametric
testing problems with an application to
some weighted statistics . . . . . . . . 697
Pawe\l Lorek Antiduality and Möbius monotonicity:
generalized coupon collector problem . . 739
Aline Duarte and
Eva Löcherbach and
Guilherme Ost Stability, convergence to equilibrium
and simulation of non-linear Hawkes
processes with memory kernels given by
the sum of Erlang kernels . . . . . . . 770
Raphaël Cerf and
Joseba Dalmau Galton--Watson and branching process
representations of the normalized
Perron--Frobenius eigenvector . . . . . 797
Mikkel Slot Nielsen and
Jan Pedersen Limit theorems for quadratic forms and
related quantities of discretely sampled
continuous-time moving averages . . . . 803
Dariusz Buraczewski and
Mariusz Ma\'slanka Large deviation estimates for branching
random walks . . . . . . . . . . . . . . 823
Antoine Godichon-Baggioni $ L^p $ and almost sure rates of
convergence of averaged stochastic
gradient algorithms: locally strongly
convex objective . . . . . . . . . . . . 841
Guangqu Zheng A Peccati--Tudor type theorem for
Rademacher chaoses . . . . . . . . . . . 874
H. Chraibi and
A. Dutfoy and
T. Galtier and
J. Garnier On the optimal importance process for
piecewise deterministic Markov process 893
Davide Giraudo Deviation inequalities for Banach space
valued martingales differences sequences
and random fields . . . . . . . . . . . 922
Shota Gugushvili and
Frank van der Meulen and
Moritz Schauer and
Peter Spreij Bayesian wavelet de-noising with the
caravan prior . . . . . . . . . . . . . 947
Kevin Tanguy Improved one-sided deviation
inequalities under regularity
assumptions for product measures . . . . 979
Thi-To-Nhu Dang Estimation of the multifractional
function and the stability index of
linear multifractional stable processes 1
Xufei Tang and
Xuejun Wang and
Yi Wu and
Fei Zhang The Berry--Esseen bound of a wavelet
estimator in non-randomly designed
nonparametric regression model based on
ANA errors . . . . . . . . . . . . . . . 21
Julyan Arbel and
Olivier Marchal and
Hien D. Nguyen On strict sub-Gaussianity, optimal proxy
variance and symmetry for bounded random
variables . . . . . . . . . . . . . . . 39
Pawe\l J. Szab\lowski On the generalized Kesten--McKay
distributions . . . . . . . . . . . . . 56
Nikita Puchkin and
Vladimir Spokoiny An adaptive multiclass nearest neighbor
classifier . . . . . . . . . . . . . . . 69
Ramsés H. Mena and
Freddy Palma Continuous-time Markov processes,
orthogonal polynomials and Lancaster
probabilities . . . . . . . . . . . . . 100
Paolo Baldi Tightness and exponential tightness of
Gaussian probabilities . . . . . . . . . 113
Nadine Guillotin-Plantard and
Françoise P\`ene and
Martin Wendler Empirical processes for recurrent and
transient random walks in random scenery 127
Andressa Cerqueira and
Aurélien Garivier and
Florencia Leonardi A note on perfect simulation for
Exponential Random Graph Models . . . . 138
Etienne Pardoux and
Brice Samegni-Kepgnou Large deviations of the exit measure
through a characteristic boundary for a
Poisson driven SDE . . . . . . . . . . . 148
Alfredas Ra\vckauskas and
Charles Suquet On Bernstein--Kantorovich invariance
principle in Hölder spaces and weighted
scan statistics . . . . . . . . . . . . 186
Lishun Xiao and
Shengjun Fan and
Dejian Tian A probabilistic approach to quasilinear
parabolic PDEs with obstacle and Neumann
problems . . . . . . . . . . . . . . . . 207
Adrien Clarenne Rescaled weighted determinantal random
balls . . . . . . . . . . . . . . . . . 227
Mauro Piccioni and
Bartosz Ko\lodziejek and
Gérard Letac Location and scale behaviour of the
quantiles of a natural exponential
family . . . . . . . . . . . . . . . . . 244
Elena Di Bernardino and
Anne Estrade and
Maurizia Rossi On the excursion area of perturbed
Gaussian fields . . . . . . . . . . . . 252
Aristides V. Doumas and
Vassilis G. Papanicolaou The logarithmic Zipf law in a general
urn problem . . . . . . . . . . . . . . 275
Romain Abraham and
Aymen Bouaziz and
Jean-François Delmas Very fat geometric Galton--Watson trees 294
Andriy Olenko and
Volodymyr Vaskovych Non-central limit theorems for
functionals of random fields on
hypersurfaces . . . . . . . . . . . . . 315
Younghak Kwon and
Georg Menz Uniform LSI for the canonical ensemble
on the $1$D-lattice with strong,
finite-range interaction . . . . . . . . 341
Daniel Boivin and
Thi Thu Hien Lê Large deviations for Brownian motion in
a random potential . . . . . . . . . . . 374
Julian Tugaut Exit-time of mean-field particles system 399
Beno\^\it R. Kloeckner Empirical measures: regularity is a
counter-curse to dimensionality . . . . 408
Mickael Albertus Raking-ratio empirical process with
auxiliary information learning . . . . . 435
Florin Avram and
Danijel Grahovac and
Ceren Vardar-Acar The $W$, $Z$ scale functions kit for
first passage problems of spectrally
negative Lévy processes, and applications
to control problems . . . . . . . . . . 454
Luis Fredes and
Jean-François Marckert Invariant measures of interacting
particle systems: Algebraic aspects . . 526
Sherzod M. Mirakhmedov The probabilities of large deviations
for a certain class of statistics
associated with multinomial distribution 581
Essomanda Konzou and
Angelo Efoevi Koudou About the Stein equation for the
generalized inverse Gaussian and Kummer
distributions . . . . . . . . . . . . . 607
Valentin De Bortoli and
Agn\`es Desolneux and
Bruno Galerne and
Arthur Leclaire Redundancy in Gaussian random fields . . 627
William Ocafrain Quasi-stationarity for one-dimensional
renormalized Brownian motion . . . . . . 661
Jad Beyhum Inference robust to outliers with $
\ell_1$-norm penalization . . . . . . . 688
Aurélien Alfonsi and
Benjamin Jourdain Squared quadratic Wasserstein distance:
optimal couplings and Lions
differentiability . . . . . . . . . . . 703
Thi Phuong Thuy Vo Chain-referral sampling on stochastic
block models . . . . . . . . . . . . . . 718
Hun O and
Mun-Chol Kim and
Chol-Kyu Pak A framework of BSDEs with stochastic
Lipschitz coefficients . . . . . . . . . 739
Alejandro Cholaquidis and
Antonio Cuevas Set estimation under biconvexity
restrictions . . . . . . . . . . . . . . 770
Maxime Berger and
Raphaël Cerf A basic model of mutations . . . . . . . 789
Benjamin Goehry Random forests for time-dependent
processes . . . . . . . . . . . . . . . 801
Alexandre Brouste and
Marius Soltane and
Irene Votsi One-step estimation for the fractional
Gaussian noise at high-frequency . . . . 827
Jean-Marc Aza\"\is and
François Bachoc and
Agn\`es Lagnoux and
Thi Mong Ngoc Nguyen Semi-parametric estimation of the
variogram scale parameter of a Gaussian
process with stationary increments . . . 842
A. Gloter and
I. Honoré and
D. Loukianova Approximation of the invariant
distribution for a class of ergodic jump
diffusions . . . . . . . . . . . . . . . 883
Beno\^\it Collins and
Sushma Kumari and
Vladimir G. Pestov Universal consistency of the $k$-NN rule
in metric spaces and Nagata dimension 914
Song Yao $ \mathbb {L}^p $ solutions of reflected
backward stochastic differential
equations with jumps . . . . . . . . . . 935
Thomas Deschatre and
Olivier Féron and
Marc Hoffmann Estimating fast mean-reverting jumps in
electricity market models . . . . . . . 963
Cédric Rommel and
J. Frédéric Bonnans and
Baptiste Gregorutti and
Pierre Martinon Quantifying the closeness to a set of
random curves via the mean marginal
likelihood . . . . . . . . . . . . . . . 1
Shaul K. Bar-Lev and
Ad Ridder New exponential dispersion models for
count data: the ABM and LM classes . . . 31
Sherzod M. Mirakhmedov Correction: The probabilities of large
deviations for a certain class of
statistics associated with multinomial
distributions . . . . . . . . . . . . . 53
Janet Nakarmi and
Hailin Sang and
Lin Ge Variable bandwidth kernel regression
estimation . . . . . . . . . . . . . . . 55
Nicolas Privault Cardinality estimation for random
stopping sets based on Poisson point
processes . . . . . . . . . . . . . . . 87
Barbara Dembin Regularity of the time constant for a
supercritical Bernoulli percolation . . 109
Alexandre Popier Backward stochastic Volterra integral
equations with jumps in a general
filtration . . . . . . . . . . . . . . . 133
Cristian F. Coletti and
Lucas R. de Lima The asymptotic shape theorem for the
frog model on finitely generated abelian
groups . . . . . . . . . . . . . . . . . 204
Obayda Assaad and
Ciprian A. Tudor Wavelet analysis for the solution to the
wave equation with fractional noise in
time and white noise in space . . . . . 220
Benedetta Cavalli A probabilistic view on the long-time
behaviour of growth-fragmentation
semigroups with bounded fragmentation
rates . . . . . . . . . . . . . . . . . 258
Andreas Basse-O'Connor and
Thorbjòrn Grònbæk and
Mark Podolskij Local asymptotic self-similarity for
heavy tailed harmonizable fractional Lévy
motions . . . . . . . . . . . . . . . . 286
Eunice Okome Obiang and
Pascal Jézéquel and
Frédéric Pro\"\ia A partial graphical model with a
structural prior on the direct links
between predictors and responses . . . . 298
Robert E. Gaunt New error bounds for Laplace
approximation via Stein's method . . . . 325
Vincent Bansaye and
Juan Carlos Pardo and
Charline Smadi Extinction rate of continuous state
branching processes in critical Lévy
environments . . . . . . . . . . . . . . 346
Elvan Ceyhan and
John C. Wierman and
Pengfei Xiang Law of large numbers for a
two-dimensional class cover problem . . 376
Vianney Debavelaere and
Stéphanie Allassonni\`ere On the curved exponential family in the
Stochastic Approximation Expectation
Maximization Algorithm . . . . . . . . . 408
Baptiste Cerclé Unit boundary length quantum disk: a
study of two different perspectives and
their equivalence . . . . . . . . . . . 433
Lucas Journel and
Pierre Monmarché Convergence of a particle approximation
for the quasi-stationary distribution of
a diffusion process: Uniform estimates
in a compact soft case . . . . . . . . . 1
Hongshuai Dai and
Donald A. Dawson and
Yiqiang Q. Zhao Exact tail asymptotics for a
three-dimensional Brownian-driven tandem
queue with intermediate inputs . . . . . 26
Amarjit Budhiraja and
Nicolas Fraiman and
Adam Waterbury Approximating quasi-stationary
distributions with interacting
reinforced random walks . . . . . . . . 69
Chiara Amorino and
Eulalia Nualart Optimal convergence rates for the
invariant density estimation of
jump-diffusion processes . . . . . . . . 126
A. Logachov and
A. Mogulskii and
A. Yambartsev Limit theorems for chains with unbounded
variable length memory which satisfy
Cramer condition . . . . . . . . . . . . 152
Mai Trang Vu and
François Bachoc and
Edouard Pauwels Rate of convergence for geometric
inference based on the empirical
Christoffel function . . . . . . . . . . 171
Clément Mantoux and
Stanley Durrleman and
Stéphanie Allassonni\`ere Asymptotic Analysis of a Matrix Latent
Decomposition Model . . . . . . . . . . 208
Chengfeng Sun and
Hongjun Gao and
Hui Liu and
Jie Zhang Martingale Solutions of the Stochastic
2D Primitive Equations with Anisotropic
Viscosity . . . . . . . . . . . . . . . 243
Erik Ekström and
Yuqiong Wang Bayesian Sequential Composite Hypothesis
Testing in Discrete Time . . . . . . . . 265
Émilien Joly and
Bastien Mallein A tractable non-adaptative group testing
method for non-binary measurements . . . 283
Junchao Chen and
Noufel Frikha and
Houzhi Li Probabilistic representation of
integration by parts formulae for some
stochastic volatility models with
unbounded drift . . . . . . . . . . . . 304
Victor Bogdanskii and
Ilya Pavlyukevich and
Andrey Pilipenko Limit behaviour of random walks on $
\mathbb {Z} $ m with two-sided membrane 352
Witold M. Bednorz and
Rafa\l M. \Lochowski and
Rafa\l Martynek On optimal uniform approximation of Lévy
processes on Banach spaces with finite
variation processes . . . . . . . . . . 378
Milica Toma\vsevi\'c and
Vincent Bansaye and
Amandine Véber Ergodic Behaviour of a Multi-Type
Growth-Fragmentation Process Modelling
the Mycelial Network of a Filamentous
Fungus . . . . . . . . . . . . . . . . . 397
Julio Backhoff-Veraguas and
Joaquin Fontbona and
Gonzalo Rios and
Felipe Tobar Bayesian learning with Wasserstein
barycenters . . . . . . . . . . . . . . 436
Sherzod M. Mirakhmedov On the intermediate asymptotic
efficiency of goodness-of-fit tests in
multinomial distributions . . . . . . . 473
B. Jourdain and
W. Margheriti One Dimensional Martingale Rearrangement
Couplings . . . . . . . . . . . . . . . 495
Mihai Gradinaru and
Emeline Luirard Asymptotic behavior for a
time-inhomogeneous Kolmogorov type
diffusion . . . . . . . . . . . . . . . 1
Yushi Hamaguchi and
Dai Taguchi Approximations for adapted M-solutions
of type-II backward stochastic Volterra
integral equations . . . . . . . . . . . 19
Quentin Duchemin Reliable prediction in the Markov
stochastic block model . . . . . . . . . 80
Chong Liu and
David J. Prömel and
Josef Teichmann A Sobolev rough path extension theorem
via regularity structures . . . . . . . 136
Samir Ben Hariz and
Alexandre Brouste and
Youssef Esstafa and
Marius Soltane Fast calibration of weak Farima models 156
Jochen Blath and
András Tóbiás Microbial virus epidemics in the
presence of contact-mediated host
dormancy . . . . . . . . . . . . . . . . 174
Apolline Louvet Stochastic measure-valued models for
populations expanding in a continuum . . 221
Pierre Monmarché Elementary coupling approach for
non-linear perturbation of Markov
processes with mean-field jump
mechanisms and related problems . . . . 278
Antoine Bourquin Persistence in Randomly Switched
Lotka--Volterra Food Chains . . . . . . 324
Guodong Pang and
Étienne Pardoux Multi-Patch Epidemic Models with General
Exposed and Infectious Periods . . . . . 345
Alexandre Lecestre Robust Estimation in Finite Mixture
Models . . . . . . . . . . . . . . . . . 402
Lutz Dümbgen and
Alexandre Mösching On stochastic orders and total
positivity . . . . . . . . . . . . . . . 461
Antoine Godichon-Baggioni and
Nicklas Werge and
Olivier Wintenberger Non-asymptotic analysis of Stochastic
approximation algorithms for streaming
data . . . . . . . . . . . . . . . . . . 482
Laurent Miclo Strong stationary times for finite
Heisenberg walks . . . . . . . . . . . . 515
Jie Xu and
Jiayin Gong and
Jie Ren A moderate deviation principle for
stochastic Hamiltonian systems . . . . . 558
Tâm Le Minh $U$-Statistics on bipartite exchangeable
networks . . . . . . . . . . . . . . . . 576
Suzanne Varet and
Claire Lacour and
Pascal Massart and
Vincent Rivoirard Numerical performance of penalized
comparison to overfitting for
multivariate kernel density estimation 621
P. Etoré and
J. R. León and
C. Prieur A probabilistic point of view for the
Kolmogorov hypoelliptic equations . . . 668
Till Massing Approximation and error analysis of
forward--backward SDEs driven by general
Lévy processes using shot noise series
representations . . . . . . . . . . . . 694
Paul-Eric Chaudru de Raynal and
Manh Hong Duong and
Pierre Monmarché and
Milica Toma\vsevi\'c and
Julian Tugaut Reducing exit-times of diffusions with
repulsive interactions . . . . . . . . . 723
Nicolas Fournier Convergence of the empirical measure in
expected Wasserstein distance:
non-asymptotic explicit bounds in $
\mathbb {R}^d $ . . . . . . . . . . . . 749
Amaury Durand and
François Roueff Weakly stationary stochastic processes
valued in a separable Hilbert space:
Gramian--Cramér representations and
applications . . . . . . . . . . . . . . 776
J. M. P. Albin and
Mattias Sundén On the Asymptotic Behaviour of
Superexponential Lévy Processes . . . . . 810
Charles-Edouard Brehier Approximation of the invariant
distribution for a class of ergodic SDEs
with one-sided Lipschitz continuous
drift coefficient using an explicit
tamed Euler scheme . . . . . . . . . . . 841
Aurélien Velleret Exponential quasi-ergodicity for
processes with discontinuous
trajectories . . . . . . . . . . . . . . 867
Cheng Peng A New Formulation of Generalized Gamma:
Some Results and Applications . . . . . 913
Hun O and
Mun-Chol Kim and
Kon-Gun Kim Wellposedness of second order reflected
BSDEs: A new formulation . . . . . . . . 1
Adrien Séguret and
Thomas Le Corre and
Nadia Oudjane A decentralized algorithm for a mean
field control problem of piecewise
deterministic Markov processes . . . . . 22
A. Aleksian and
P. Del Moral and
A. Kurtzmann and
J. Tugaut Self-interacting diffusions: Long-time
behaviour and exit-problem in the
uniformly convex case . . . . . . . . . 46
Pavel V. Gapeev and
Monique Jeanblanc On the Construction of Conditional
Probability Densities in the Brownian
and Compound Poisson Filtrations . . . . 62
M. B. Vovchanskyi Splitting for some classes of
homeomorphic and coalescing stochastic
flows . . . . . . . . . . . . . . . . . 75
Philip Protter and
Alejandra Quintos Stopping times occurring simultaneously 110
Sushma Kumari and
Vladimir G. Pestov Universal consistency of the $k$-NN rule
in metric spaces and Nagata dimension.
II . . . . . . . . . . . . . . . . . . . 132
Thomas Cavallazzi Itô--Krylov's Formula for a Flow of
Measures . . . . . . . . . . . . . . . . 161
Tore Langholm and
Harald Totland Deformed Normal Distributions . . . . . 195
Clément Dombry and
Youssef Esstafa The vanishing learning rate asymptotic
for linear $ L^2 $-boosting . . . . . . 227