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

Open Access

Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging

Joseph Muré

ESAIM: PS, 23 (2019) 271-309

Published online: 17 June 2019
Optimal survey schemes for stochastic gradient descent with applications to M-estimation

Stephan Clémençon, Patrice Bertail, Emilie Chautru and Guillaume Papa

ESAIM: PS, 23 (2019) 310-337

Published online: 17 June 2019
The 1D Schrödinger equation with a spacetime white noise: the average wave function

Yu Gu

ESAIM: PS, 23 (2019) 338-349

Published online: 17 June 2019
Open Access

Efficient sequential experimental design for surrogate modeling of nested codes

Sophie Marque-Pucheu, Guillaume Perrin and Josselin Garnier

ESAIM: PS, 23 (2019) 245-270

Published online: 03 May 2019
LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process

Emmanuelle Clément, Arnaud Gloter and Huong Nguyen

ESAIM: PS, 23 (2019) 136-175

Published online: 01 May 2019
Open Access

On Monte-Carlo tree search for deterministic games with alternate moves and complete information

Sylvain Delattre and Nicolas Fournier

ESAIM: PS, 23 (2019) 176-216

Published online: 01 May 2019
On fixed gain recursive estimators with discontinuity in the parameters

Huy N. Chau, Chaman Kumar, Miklós Rásonyi and Sotirios Sabanis

ESAIM: PS, 23 (2019) 217-244

Published online: 01 May 2019
A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs

Xīlíng Zhāng

ESAIM: PS, 23 (2019) 112-135

Published online: 26 March 2019
On the rate of convergence in the central limit theorem for hierarchical Laplacians

Alexander Bendikov and Wojciech Cygan

ESAIM: PS, 23 (2019) 68-81

Published online: 14 March 2019

Most read articles

31	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
22	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
12	Free Access A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics Michael H. Neumann ESAIM: PS, 17 (2013) 120-134 Published online: 08 February 2013
9	Free Access Dependent Lindeberg central limit theorem and some applications Jean-Marc Bardet, Paul Doukhan, Gabriel Lang and Nicolas Ragache ESAIM: PS, 12 (2008) 154-172 Published online: 23 January 2008
7	Free Access Approximation of the Snell Envelope and American Options Prices in dimension one Vlad Bally and Bruno Saussereau ESAIM: PS, 6 (2002) 1-19 Published online: 15 November 2002

2017 Impact Factor*: 0.493

2017 5-Year Impact Factor*: 0.658

Editors-in-Chief: Nicolas CHAMPAGNAT and Béatrice LAURENT-BONNEAU

ISSN: 1292-8100 - eISSN: 1262-3318

Published under the scientific responsibility of the Société de Mathématiques Appliquées et Industrielles (SMAI)
and with the support of the Centre National de la Recherche Scientifique (CNRS)

This journal is part of the European Series in Applied and Industrial Mathematics (ESAIM) and as such is an electronic-only journal with only one print volume published at the year's end.

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

Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging

Optimal survey schemes for stochastic gradient descent with applications to M-estimation

The 1D Schrödinger equation with a spacetime white noise: the average wave function

Efficient sequential experimental design for surrogate modeling of nested codes

LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process

On Monte-Carlo tree search for deterministic games with alternate moves and complete information

On fixed gain recursive estimators with discontinuity in the parameters

A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs

On the rate of convergence in the central limit theorem for hierarchical Laplacians

Moderate Deviations for I.I.D. Random Variables

Theory of Classification: a Survey of Some Recent Advances

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

Dependent Lindeberg central limit theorem and some applications

Approximation of the Snell Envelope and American Options Prices in dimension one

Theory of Classification: a Survey of Some Recent Advances

Moderate Deviations for I.I.D. Random Variables

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

How many bins should be put in a regular histogram

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

A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics

Approximation of the Snell Envelope and American Options Prices in dimension one

How many bins should be put in a regular histogram

2017 Impact Factor*: 0.493

2017 5-Year Impact Factor*: 0.658

News