Florence MERLEVÈDE
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MERLEVÈDE
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Florence
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- Deviation inequalities for dependent sequences with applications to strong approximations
- Limit theorems for iid products of positive matrices
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlation
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Séminaire de Probabilités LI
auteurR. L. Karandikar, B. V. Rao, Christophe Leuridan, Matija Vidmar, Laurent Miclo, Pierre Patie, Armand Bernou, Maria-Emilia Caballero, Alain Rouault, Jérôme Dedecker, Florence Merlevède, Emmanuel Rio, Fabien Brosset, Thierry Klein, Agnès Lagnoux, Pierre Petit, Carlo Marinelli, Luca Scarpa, Charles Castaing, Nicolas Marie, Paul Raynaud De Fitte, Stéphane Attal, Julien Deschamps, Clément Pellegrini, Nathalie Eisenbaum2301 (2022) 389 p.
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
- On the central limit theorem for stationary random fields under L 1 -projective condition
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods
- A deviation bound for α-dependent sequences with applications to intermittent maps
- Large and moderate deviations for the left random walk on GL d (R)
- Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications
- Strong approximation of the empirical distribution function for absolutely regular sequences in R^d.
- A quenched weak invariance principle
- Rates in the strong invariance principle for ergodic automorphisms of the torus
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes
- Law of the iterated logarithm for the periodogram
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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
- On martingale approximations and the quenched weak invariance principle
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Invariance principles for linear processes with application to isotonic regression
auteurJérôme Dedecker, Florence Merlevède, Magda PeligradBernoulli 17 (2011) 88-113
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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
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
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Weak invariance principle and exponential bounds for some special functions of intermittent maps
auteurJérôme Dedecker, Florence Merlevède(2009) 60-72
- Principe d'invariance faible et régression isotonique
- 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 non-adapted sequences under projective criteria
auteurF. Merlevède, J. Dedecker, D. VolnyJournal of Theoretical Probability 20 (2007) 971-1004
- Moderate deviations for stationary sequences of bounded random variables
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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