Estimation of the multifractional function and the stability index of linear multifractional stable processes
The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors
On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables
On the generalized Kesten–McKay distributions
An adaptive multiclass nearest neighbor classifier
Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities
Tightness and exponential tightness of Gaussian probabilities
Empirical processes for recurrent and transient random walks in random scenery
A note on perfect simulation for Exponential Random Graph Models
Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE
On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics
A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
Rescaled weighted determinantal random balls
Location and scale behaviour of the quantiles of a natural exponential family
On the excursion area of perturbed Gaussian fields
The logarithmic Zipf law in a general urn problem
Very fat geometric Galton-Watson trees
Non-central limit theorems for functionals of random fields on hypersurfaces
Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction
Large deviations for Brownian motion in a random potential
Exit-time of mean-field particles system
Empirical measures: regularity is a counter-curse to dimensionality
Raking-ratio empirical process with auxiliary information learning
The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
Invariant measures of interacting particle systems: Algebraic aspects
The probabilities of large deviations for a certain class of statistics associated with multinomial distribution
About the Stein equation for the generalized inverse Gaussian and Kummer distributions
Redundancy in Gaussian random fields
Quasi-stationarity for one-dimensional renormalized Brownian motion
Inference robust to outliers with ℓ1-norm penalization
Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability
Chain-referral sampling on stochastic block models
A framework of BSDEs with stochastic Lipschitz coefficients
Set estimation under biconvexity restrictions
A basic model of mutations
Random forests for time-dependent processes
One-step estimation for the fractional Gaussian noise at high-frequency
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
Approximation of the invariant distribution for a class of ergodic jump diffusions
Universal consistency of the k-NN rule in metric spaces and Nagata dimension
𝕃 p solutions of reflected backward stochastic differential equations with jumps
Estimating fast mean-reverting jumps in electricity market models