ESAIM: Probability and Statistics (ESAIM: P&S)

ESAIM: P&S publishes original research and survey papers in the area of Probability and Statistics. It covers theoretical and practical aspects, in any field of these domains. Read more

Stability of Densities for Perturbed Diffusions and Markov Chains

Valentin Konakov, Anna Kozhina and Stéphane Menozzi

ESAIM: PS, 21 (2017) 88-112

Published online: 20 March 2017

DOI: https://doi.org/10.1051/ps/2016028
- PDF (403.3 KB)
- References
Estimating the conditional density by histogram type estimators and model selection

Mathieu Sart

ESAIM: PS, 21 (2017) 34-55

Published online: 09 March 2017

DOI: https://doi.org/10.1051/ps/2016026
- PDF (326.5 KB)
- References
Unbiased Monte Carlo estimate of stochastic differential equations expectations

Mahamadou Doumbia, Nadia Oudjane and Xavier Warin

ESAIM: PS, 21 (2017) 56-87

Published online: 09 March 2017

DOI: https://doi.org/10.1051/ps/2017001
- PDF (2.148 MB)
- References
Non-binary branching process and non-Markovian exploration process

Ibrahima Drame, Etienne Pardoux and A.B. Sow

ESAIM: PS, 21 (2017) 1-33

Published online: 27 February 2017

DOI: https://doi.org/10.1051/ps/2016027
- PDF (592.3 KB)
- References
Analysis of a splitting scheme for a class of random nonlinear partial differential equations

Romain Duboscq and Renaud Marty

ESAIM: PS, 20 (2016) 572-589

Published online: 21 December 2016

DOI: https://doi.org/10.1051/ps/2016023
- PDF (296.0 KB)
- References
A test for the equality of monotone transformations of two random variables

Mohamed Boutahar and Denys Pommeret

ESAIM: PS, 20 (2016) 510-526

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016003
- PDF (297.6 KB)
- References
Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model

Reinhard Höpfner, Eva Löcherbach and Michèle Thieullen

ESAIM: PS, 20 (2016) 527-554

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016020
- PDF (483.6 KB)
- References
Step semi-Markov models and application to manpower management

Vlad Stefan Barbu, Guglielmo D’Amico, Raimondo Manca and Filippo Petroni

ESAIM: PS, 20 (2016) 555-571

Published online: 07 December 2016

DOI: https://doi.org/10.1051/ps/2016025
- PDF (668.6 KB)
- References
Limit behaviour of BSDE with jumps and with singular terminal condition

A. Popier

ESAIM: PS, 20 (2016) 480-509

Published online: 01 December 2016

DOI: https://doi.org/10.1051/ps/2016024
- PDF (407.2 KB)
- References

Most read articles

11	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003 DOI: https://doi.org/10.1051/ps:2003005 PDF (262.7 KB) References
7	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005 DOI: https://doi.org/10.1051/ps:2005018 PDF (556.0 KB) References
5	Free Access The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in Jérôme Dedecker and Florence Merlevède ESAIM: PS, 11 (2007) 102-114 Published online: 31 March 2007 DOI: https://doi.org/10.1051/ps:2007009 PDF (220.1 KB) References
5	Free Access Minimum variance importance sampling via Population Monte Carlo R. Douc, A. Guillin, J.-M. Marin and C. P. Robert ESAIM: PS, 11 (2007) 427-447 Published online: 17 August 2007 DOI: https://doi.org/10.1051/ps:2007028 PDF (301.8 KB) References
5	Supplement: In honor of Marc Yor Free Access A new kind of augmentation of filtrations Joseph Najnudel and Ashkan Nikeghbali ESAIM: PS, 15 (2011) S39-S57 Published online: 19 May 2011 DOI: https://doi.org/10.1051/ps/2010026 PDF (276.1 KB) References

268	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005 DOI: https://doi.org/10.1051/ps:2005018 PDF (556.0 KB) References
135	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003 DOI: https://doi.org/10.1051/ps:2003005 PDF (262.7 KB) References
79	Free Access Sur quelques algorithmes récursifs pour les probabilités numériques Gilles Pagès ESAIM: PS, 5 (2001) 141-170 Published online: 15 August 2002 DOI: https://doi.org/10.1051/ps:2001106 PDF (483.4 KB) References
68	Free Access The likelihood ratio test for general mixture models with or without structural parameter Jean-Marc Azaïs, Élisabeth Gassiat and Cécile Mercadier ESAIM: PS, 13 (2009) 301-327 Published online: 21 July 2009 DOI: https://doi.org/10.1051/ps:2008010 PDF (397.8 KB) References
65	Free Access How many bins should be put in a regular histogram Lucien Birgé and Yves Rozenholc ESAIM: PS, 10 (2006) 24-45 Published online: 31 January 2006 DOI: https://doi.org/10.1051/ps:2006001 PDF (2.785 MB) References

Stability of Densities for Perturbed Diffusions and Markov Chains

Estimating the conditional density by histogram type estimators and model selection

Unbiased Monte Carlo estimate of stochastic differential equations expectations

Non-binary branching process and non-Markovian exploration process

Analysis of a splitting scheme for a class of random nonlinear partial differential equations

A test for the equality of monotone transformations of two random variables

Ergodicity and limit theorems for degenerate diffusions with time periodic drift. Application to a stochastic Hodgkin−Huxley model

Step semi-Markov models and application to manpower management

Limit behaviour of BSDE with jumps and with singular terminal condition

Moderate Deviations for I.I.D. Random Variables

Theory of Classification: a Survey of Some Recent Advances

The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in

Minimum variance importance sampling via Population Monte Carlo

A new kind of augmentation of filtrations

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

Coupling a stochastic approximation version of EM with an MCMC procedure

On Talagrand's deviation inequalities for product measures

The likelihood ratio test for general mixture models with or without structural parameter

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

Sur quelques algorithmes récursifs pour les probabilités numériques

The likelihood ratio test for general mixture models with or without structural parameter

How many bins should be put in a regular histogram

News

58	Free Access Theory of Classification: a Survey of Some Recent Advances Stéphane Boucheron, Olivier Bousquet and Gábor Lugosi ESAIM: PS, 9 (2005) 323-375 Published online: 15 November 2005 DOI: https://doi.org/10.1051/ps:2005018 PDF (556.0 KB) References
37	Free Access Moderate Deviations for I.I.D. Random Variables Peter Eichelsbacher and Matthias Löwe ESAIM: PS, 7 (2003) 209-218 Published online: 15 May 2003 DOI: https://doi.org/10.1051/ps:2003005 PDF (262.7 KB) References
20	Free Access Coupling a stochastic approximation version of EM with an MCMC procedure Estelle Kuhn and Marc Lavielle ESAIM: PS, 8 (2004) 115-131 Published online: 15 September 2004 DOI: https://doi.org/10.1051/ps:2004007 PDF (231.9 KB) References
18	Free Access On Talagrand's deviation inequalities for product measures Michel Ledoux ESAIM: PS, 1 (1997) 63-87 Published online: 15 August 2002 DOI: https://doi.org/10.1051/ps:1997103 PDF (304.2 KB)
17	Free Access The likelihood ratio test for general mixture models with or without structural parameter Jean-Marc Azaïs, Élisabeth Gassiat and Cécile Mercadier ESAIM: PS, 13 (2009) 301-327 Published online: 21 July 2009 DOI: https://doi.org/10.1051/ps:2008010 PDF (397.8 KB) References