Florence MERLEVÈDE
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MERLEVÈDE
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Florence
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Site: | UGE | |
Bureau: | 4B 025 | |
Téléphone: | +33 1 60 95 75 24 | |
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florence.merlevede@univ-eiffel.fr
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- Berry-Esseen type bounds for the Left Random Walk on GL d (R) under polynomial moment conditions
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation
- Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
- Limit theorems for iid products of positive matrices
- On the central limit theorem for stationary random fields under L 1 -projective condition
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GLd(R)
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
- Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- Rates in almost sure invariance principle for quickly mixing dynamical systems
- Rates in almost sure invariance principle for slowly mixing dynamical systems
- Behavior of the empirical Wasserstein distance in R^d under moment conditions
- Unbounded Largest Eigenvalue of Large Sample Covariance Matrices: Asymptotics, Fluctuations and Applications
- A deviation bound for α-dependent sequences with applications to intermittent maps
- Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications
- Strong approximation for additive functionals of geometrically ergodic Markov chains
- A quenched weak invariance principle
- Empirical central limit theorems for ergodic automorphisms of the torus
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
- On martingale approximations and the quenched weak invariance principle
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Almost sure invariance principles via martingale approximation
auteurFlorence Merlevede, Costel Peligrad, Magda PeligradStochastic Processes and their Applications 122 (2012) 170--190
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Strong approximation of partial sums under dependence conditions with application to dynamical systems
auteurFlorence Merlevède, Emmanuel Rio(2011)
- Rates of convergence in the strong invariance principle for non adapted sequences. Application to ergodic automorphisms of the torus
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
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Weak invariance principle and exponential bounds for some special functions of intermittent maps
auteurJérôme Dedecker, Florence Merlevède(2009) 60-72
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- On a maximal inequality for strongly mixing random variables in Hilbert spaces. Application to the compact law of the iterated logarithm.
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On the weak invariance principle for stationary sequences under projective criteria
auteurF. Merlevède, M. PeligradJournal of Theoretical Probability 19 n.3 (2006) 647-689
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Super optimal rates for nonparametric density estimation via projection estimators
auteurFabienne Comte, Florence MerlevèdeStochastic Processes and their Applications 115 (2005) 797-826
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Adaptive estimation of the stationary density of discrete and continuous time mixing processes
auteurFabienne Comte, F. MerlevèdeESAIM: Probability and Statistics 6 (2002) 211-238