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

Estimation of the multifractional function and the stability index of linear multifractional stable processes p. 1

Thi-To-Nhu Dang

Published online: 20 January 2020

DOI: https://doi.org/10.1051/ps/2019012

The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors p. 21

Xufei Tang, Xuejun Wang, Yi Wu and Fei Zhang

Published online: 20 January 2020

DOI: https://doi.org/10.1051/ps/2019017

Open Access

On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables p. 39

Julyan Arbel, Olivier Marchal and Hien D. Nguyen

Published online: 20 January 2020

DOI: https://doi.org/10.1051/ps/2019018

On the generalized Kesten–McKay distributions p. 56

Paweł J. Szabłowski

Published online: 27 February 2020

DOI: https://doi.org/10.1051/ps/2019029

An adaptive multiclass nearest neighbor classifier p. 69

Nikita Puchkin and Vladimir Spokoiny

Published online: 27 February 2020

DOI: https://doi.org/10.1051/ps/2019021

Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities p. 100

Ramsés H. Mena and Freddy Palma

Published online: 03 March 2020

DOI: https://doi.org/10.1051/ps/2020004

Tightness and exponential tightness of Gaussian probabilities p. 113

Paolo Baldi

Published online: 03 March 2020

DOI: https://doi.org/10.1051/ps/2020003

Open Access

Empirical processes for recurrent and transient random walks in random scenery p. 127

Nadine Guillotin-Plantard, Françoise Pène and Martin Wendler

Published online: 03 March 2020

DOI: https://doi.org/10.1051/ps/2019030

A note on perfect simulation for Exponential Random Graph Models p. 138

Andressa Cerqueira, Aurélien Garivier and Florencia Leonardi

Published online: 03 March 2020

DOI: https://doi.org/10.1051/ps/2019024

Open Access

Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE p. 148

Etienne Pardoux and Brice Samegni-Kepgnou

Published online: 06 March 2020

DOI: https://doi.org/10.1051/ps/2019031

Open Access

On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics p. 186

Alfredas Račkauskas and Charles Suquet

Published online: 06 March 2020

DOI: https://doi.org/10.1051/ps/2019027

A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems p. 207

Lishun Xiao, Shengjun Fan and Dejian Tian

Published online: 18 March 2020

DOI: https://doi.org/10.1051/ps/2019023

Open Access

Rescaled weighted determinantal random balls p. 227

Adrien Clarenne

Published online: 24 March 2020

DOI: https://doi.org/10.1051/ps/2020005

Open Access

Location and scale behaviour of the quantiles of a natural exponential family p. 244

Mauro Piccioni, Bartosz Kołodziejek and Gérard Letac

Published online: 24 March 2020

DOI: https://doi.org/10.1051/ps/2019009

Open Access

On the excursion area of perturbed Gaussian fields p. 252

Elena Di Bernardino, Anne Estrade and Maurizia Rossi

Published online: 23 April 2020

DOI: https://doi.org/10.1051/ps/2020002

The logarithmic Zipf law in a general urn problem p. 275

Aristides V. Doumas and Vassilis G. Papanicolaou

Published online: 23 April 2020

DOI: https://doi.org/10.1051/ps/2020011

Very fat geometric Galton-Watson trees p. 294

Romain Abraham, Aymen Bouaziz and Jean-François Delmas

Published online: 27 July 2020

DOI: https://doi.org/10.1051/ps/2019026

Non-central limit theorems for functionals of random fields on hypersurfaces p. 315

Andriy Olenko and Volodymyr Vaskovych

Published online: 27 July 2020

DOI: https://doi.org/10.1051/ps/2020006

Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction p. 341

Younghak Kwon and Georg Menz

Published online: 22 September 2020

DOI: https://doi.org/10.1051/ps/2020001

Open Access

Large deviations for Brownian motion in a random potential p. 374

Daniel Boivin and Thi Thu Hien Lê

Published online: 25 September 2020

DOI: https://doi.org/10.1051/ps/2020007

Open Access

Exit-time of mean-field particles system p. 399

Julian Tugaut

Published online: 25 September 2020

DOI: https://doi.org/10.1051/ps/2019028

Open Access

Empirical measures: regularity is a counter-curse to dimensionality p. 408

Benoît R. Kloeckner

Published online: 25 September 2020

DOI: https://doi.org/10.1051/ps/2019025

Open Access

Raking-ratio empirical process with auxiliary information learning p. 435

Mickael Albertus

Published online: 06 October 2020

DOI: https://doi.org/10.1051/ps/2020017

Open Access

The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems p. 454

Florin Avram, Danijel Grahovac and Ceren Vardar-Acar

Published online: 06 October 2020

DOI: https://doi.org/10.1051/ps/2019022

Open Access

Invariant measures of interacting particle systems: Algebraic aspects p. 526

Luis Fredes and Jean-François Marckert

Published online: 09 October 2020

DOI: https://doi.org/10.1051/ps/2020008

The probabilities of large deviations for a certain class of statistics associated with multinomial distribution p. 581

Sherzod M. Mirakhmedov

Published online: 09 October 2020

DOI: https://doi.org/10.1051/ps/2020020

Open Access

About the Stein equation for the generalized inverse Gaussian and Kummer distributions p. 607

Essomanda Konzou and Angelo Efoevi Koudou

Published online: 04 November 2020

DOI: https://doi.org/10.1051/ps/2020009

Open Access

Redundancy in Gaussian random fields p. 627

Valentin De Bortoli, Agnès Desolneux, Bruno Galerne and Arthur Leclaire

Published online: 04 November 2020

DOI: https://doi.org/10.1051/ps/2020010

Open Access

Quasi-stationarity for one-dimensional renormalized Brownian motion p. 661

William Ocafrain

Published online: 04 November 2020

DOI: https://doi.org/10.1051/ps/2020012

Inference robust to outliers with ℓ₁-norm penalization p. 688

Jad Beyhum

Published online: 04 November 2020

DOI: https://doi.org/10.1051/ps/2020014

Open Access

Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability p. 703

Aurélien Alfonsi and Benjamin Jourdain

Published online: 16 November 2020

DOI: https://doi.org/10.1051/ps/2020013

Open Access

Chain-referral sampling on stochastic block models p. 718

Thi Phuong Thuy Vo

Published online: 16 November 2020

DOI: https://doi.org/10.1051/ps/2020025

A framework of BSDEs with stochastic Lipschitz coefficients p. 739

Hun O, Mun-Chol Kim and Chol-Kyu Pak

Published online: 19 November 2020

DOI: https://doi.org/10.1051/ps/2020016

Set estimation under biconvexity restrictions p. 770

Alejandro Cholaquidis and Antonio Cuevas

Published online: 20 November 2020

DOI: https://doi.org/10.1051/ps/2020019

Open Access

A basic model of mutations p. 789

Maxime Berger and Raphaël Cerf

Published online: 20 November 2020

DOI: https://doi.org/10.1051/ps/2020024

Open Access

Random forests for time-dependent processes p. 801

Benjamin Goehry

Published online: 24 November 2020

DOI: https://doi.org/10.1051/ps/2020015

Open Access

One-step estimation for the fractional Gaussian noise at high-frequency p. 827

Alexandre Brouste, Marius Soltane and Irene Votsi

Published online: 24 November 2020

DOI: https://doi.org/10.1051/ps/2020022

Open Access

Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments p. 842

Jean-Marc Azaïs, François Bachoc, Agnès Lagnoux and Thi Mong Ngoc Nguyen

Published online: 24 November 2020

DOI: https://doi.org/10.1051/ps/2020021

Open Access

Approximation of the invariant distribution for a class of ergodic jump diffusions p. 883

A. Gloter, I. Honoré and D. Loukianova

Published online: 24 November 2020

DOI: https://doi.org/10.1051/ps/2020023

Universal consistency of the k-NN rule in metric spaces and Nagata dimension p. 914

Benoît Collins, Sushma Kumari and Vladimir G. Pestov

Published online: 27 November 2020

DOI: https://doi.org/10.1051/ps/2020018

𝕃^p solutions of reflected backward stochastic differential equations with jumps p. 935

Song Yao

Published online: 27 November 2020

DOI: https://doi.org/10.1051/ps/2020026

Open Access

Estimating fast mean-reverting jumps in electricity market models p. 963

Thomas Deschatre, Olivier Féron and Marc Hoffmann

Published online: 15 December 2020

DOI: https://doi.org/10.1051/ps/2020027

ESAIM: Probability and Statistics

Volume 24 (2020)

Estimation of the multifractional function and the stability index of linear multifractional stable processes p. 1

The Berry-Esseen bound of a wavelet estimator in non-randomly designed nonparametric regression model based on ANA errors p. 21

On strict sub-Gaussianity, optimal proxy variance and symmetry for bounded random variables p. 39

On the generalized Kesten–McKay distributions p. 56

An adaptive multiclass nearest neighbor classifier p. 69

Continuous-time Markov processes, orthogonal polynomials and Lancaster probabilities p. 100

Tightness and exponential tightness of Gaussian probabilities p. 113

Empirical processes for recurrent and transient random walks in random scenery p. 127

A note on perfect simulation for Exponential Random Graph Models p. 138

Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE p. 148

On Bernstein–Kantorovich invariance principle in Hölder spaces and weighted scan statistics p. 186

A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems p. 207

Rescaled weighted determinantal random balls p. 227

Location and scale behaviour of the quantiles of a natural exponential family p. 244

On the excursion area of perturbed Gaussian fields p. 252

The logarithmic Zipf law in a general urn problem p. 275

Very fat geometric Galton-Watson trees p. 294

Non-central limit theorems for functionals of random fields on hypersurfaces p. 315

Uniform LSI for the canonical ensemble on the 1D-lattice with strong, finite-range interaction p. 341

Large deviations for Brownian motion in a random potential p. 374

Exit-time of mean-field particles system p. 399

Empirical measures: regularity is a counter-curse to dimensionality p. 408

Raking-ratio empirical process with auxiliary information learning p. 435

The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems p. 454

Invariant measures of interacting particle systems: Algebraic aspects p. 526

The probabilities of large deviations for a certain class of statistics associated with multinomial distribution p. 581

About the Stein equation for the generalized inverse Gaussian and Kummer distributions p. 607

Redundancy in Gaussian random fields p. 627

Quasi-stationarity for one-dimensional renormalized Brownian motion p. 661

Inference robust to outliers with ℓ1-norm penalization p. 688

Squared quadratic Wasserstein distance: optimal couplings and Lions differentiability p. 703

Chain-referral sampling on stochastic block models p. 718

A framework of BSDEs with stochastic Lipschitz coefficients p. 739

Set estimation under biconvexity restrictions p. 770

A basic model of mutations p. 789

Random forests for time-dependent processes p. 801

One-step estimation for the fractional Gaussian noise at high-frequency p. 827

Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments p. 842

Approximation of the invariant distribution for a class of ergodic jump diffusions p. 883

Universal consistency of the k-NN rule in metric spaces and Nagata dimension p. 914

𝕃p solutions of reflected backward stochastic differential equations with jumps p. 935

Estimating fast mean-reverting jumps in electricity market models p. 963

Inference robust to outliers with ℓ₁-norm penalization p. 688

𝕃^p solutions of reflected backward stochastic differential equations with jumps p. 935