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Multivariate normal approximation using Stein’s method and Malliavin calculus

JOURNAL ARTICLE published 1 February 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Ivan Nourdin | Giovanni Peccati | Anthony Réveillac

https://doi.org/10.1214/08-aihp308 Actions

Multivariate normal approximation for traces of orthogonal and symplectic matrices

JOURNAL ARTICLE published 1 February 2024 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Klara Courteaut | Kurt Johansson

https://doi.org/10.1214/22-aihp1332 Actions

Markov chains approximation of jump–diffusion stochastic master equations

JOURNAL ARTICLE published 1 November 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Clément Pellegrini

https://doi.org/10.1214/09-aihp330 Actions

Lévy area without approximation

JOURNAL ARTICLE published 1 November 2022 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Isao Sauzedde

https://doi.org/10.1214/21-aihp1230 Actions

Stein’s method for functions of multivariate normal random variables

JOURNAL ARTICLE published 1 May 2020 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Robert E. Gaunt

https://doi.org/10.1214/19-aihp1011 Actions

Constructive quantization: Approximation by empirical measures

JOURNAL ARTICLE published 1 November 2013 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Steffen Dereich | Michael Scheutzow | Reik Schottstedt

https://doi.org/10.1214/12-aihp489 Actions

A Bhatnagar–Gross–Krook approximation to stochastic scalar conservation laws

JOURNAL ARTICLE published 1 November 2015 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Martina Hofmanová

https://doi.org/10.1214/14-aihp610 Actions

Exponential weights in multivariate regression and a low-rankness favoring prior

JOURNAL ARTICLE published 1 May 2020 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Arnak S. Dalalyan

https://doi.org/10.1214/19-aihp1010 Actions

Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes

JOURNAL ARTICLE published 1 May 2017 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Giovanni Luca Torrisi

https://doi.org/10.1214/15-aihp730 Actions

Berry–Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences

JOURNAL ARTICLE published 1 May 2016 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Kai Krokowski | Anselm Reichenbachs | Christoph Thäle

https://doi.org/10.1214/14-aihp652 Actions

Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain

JOURNAL ARTICLE published 1 May 2021 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Michel Benaïm | Nicolas Champagnat | Denis Villemonais

https://doi.org/10.1214/20-aihp1093 Actions

Duality of chordal SLE, II

JOURNAL ARTICLE published 1 August 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Dapeng Zhan

https://doi.org/10.1214/09-aihp340 Actions

A stochastic approach to relativistic diffusions

JOURNAL ARTICLE published 1 August 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Ismaël Bailleul

https://doi.org/10.1214/09-aihp341 Actions

Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

JOURNAL ARTICLE published 1 February 2019 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Pierre Henry-Labordère | Nadia Oudjane | Xiaolu Tan | Nizar Touzi | Xavier Warin

https://doi.org/10.1214/17-aihp880 Actions

Total variation distance for discretely observed Lévy processes: A Gaussian approximation of the small jumps

JOURNAL ARTICLE published 1 May 2021 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Alexandra Carpentier | Céline Duval | Ester Mariucci

https://doi.org/10.1214/20-aihp1102 Actions

Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion

JOURNAL ARTICLE published 1 August 2020 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: I. Honoré | S. Menozzi | G. Pagès

https://doi.org/10.1214/19-aihp985 Actions

Between Paouris concentration inequality and variance conjecture

JOURNAL ARTICLE published 1 May 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: B. Fleury

https://doi.org/10.1214/09-aihp315 Actions

Refracted Lévy processes

JOURNAL ARTICLE published 1 February 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: A. E. Kyprianou | R. L. Loeffen

https://doi.org/10.1214/08-aihp307 Actions

Differential equations driven by Gaussian signals

JOURNAL ARTICLE published 1 May 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Peter Friz | Nicolas Victoir

https://doi.org/10.1214/09-aihp202 Actions

Excursions of the integral of the Brownian motion

JOURNAL ARTICLE published 1 August 2010 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Emmanuel Jacob

https://doi.org/10.1214/09-aihp322 Actions
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