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ESAIM: Probability and Statistics

Volume 26 (2022)

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Fractional Dynamics in Natural Phenomena

Open Access

Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift p. 304

Junchao Chen, Noufel Frikha and Houzhi Li

Published online: 12 August 2022

DOI: https://doi.org/10.1051/ps/2022008

Open Access

Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case p. 1

Lucas Journel and Pierre Monmarché

Published online: 13 January 2022

DOI: https://doi.org/10.1051/ps/2021017

Open Access

Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs p. 26

Hongshuai Dai, Donald A. Dawson and Yiqiang Q. Zhao

Published online: 13 January 2022

DOI: https://doi.org/10.1051/ps/2021018

Open Access

Approximating quasi-stationary distributions with interacting reinforced random walks p. 69

Amarjit Budhiraja, Nicolas Fraiman and Adam Waterbury

Published online: 31 January 2022

DOI: https://doi.org/10.1051/ps/2021019

Open Access

Optimal convergence rates for the invariant density estimation of jump-diffusion processes p. 126

Chiara Amorino and Eulalia Nualart

Published online: 01 February 2022

DOI: https://doi.org/10.1051/ps/2022001

Open Access

Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition p. 152

A. Logachov, A. Mogulskii and A. Yambartsev

Published online: 21 February 2022

DOI: https://doi.org/10.1051/ps/2022002

Open Access

Rate of convergence for geometric inference based on the empirical Christoffel function p. 171

Mai Trang Vu, François Bachoc and Edouard Pauwels

Published online: 01 March 2022

DOI: https://doi.org/10.1051/ps/2022003

Open Access

Asymptotic Analysis of a Matrix Latent Decomposition Model p. 208

Clément Mantoux, Stanley Durrleman and Stéphanie Allassonnière

Published online: 20 May 2022

DOI: https://doi.org/10.1051/ps/2022004

Open Access

Martingale Solutions of the Stochastic 2D Primitive Equations with Anisotropic Viscosity p. 243

Chengfeng Sun, Hongjun Gao, Hui Liu and Jie Zhang

Published online: 20 May 2022

DOI: https://doi.org/10.1051/ps/2022006

Open Access

Bayesian Sequential Composite Hypothesis Testing in Discrete Time p. 265

Erik Ekström and Yuqiong Wang

Published online: 20 May 2022

DOI: https://doi.org/10.1051/ps/2022005

Open Access

A tractable non-adaptative group testing method for non-binary measurements p. 283

Émilien Joly and Bastien Mallein

Published online: 16 June 2022

DOI: https://doi.org/10.1051/ps/2022007

Open Access

Limit behaviour of random walks on ℤ^m with two-sided membrane p. 352

Victor Bogdanskii, Ilya Pavlyukevich and Andrey Pilipenko

Published online: 14 September 2022

DOI: https://doi.org/10.1051/ps/2022009

Open Access

On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes p. 378

Witold M. Bednorz, Rafał M. Łochowski and Rafał Martynek

Published online: 24 November 2022

DOI: https://doi.org/10.1051/ps/2022011

Open Access

Ergodic Behaviour of a Multi-Type Growth-Fragmentation Process Modelling the Mycelial Network of a Filamentous Fungus p. 397

Milica Tomašević, Vincent Bansaye and Amandine Véber

Published online: 02 December 2022

DOI: https://doi.org/10.1051/ps/2022013

Open Access

Bayesian learning with Wasserstein barycenters p. 436

Julio Backhoff-Veraguas, Joaquin Fontbona, Gonzalo Rios and Felipe Tobar

Published online: 08 December 2022

DOI: https://doi.org/10.1051/ps/2022015

Open Access

On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions p. 473

Sherzod M. Mirakhmedov

Published online: 08 December 2022

DOI: https://doi.org/10.1051/ps/2022010

Open Access

One Dimensional Martingale Rearrangement Couplings p. 495

B. Jourdain and W. Margheriti

Published online: 26 December 2022

DOI: https://doi.org/10.1051/ps/2022012

ESAIM: Probability and Statistics

Volume 26 (2022)

Fractional Dynamics in Natural Phenomena

Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift p. 304

Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case p. 1

Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs p. 26

Approximating quasi-stationary distributions with interacting reinforced random walks p. 69

Optimal convergence rates for the invariant density estimation of jump-diffusion processes p. 126

Limit theorems for chains with unbounded variable length memory which satisfy Cramer condition p. 152

Rate of convergence for geometric inference based on the empirical Christoffel function p. 171

Asymptotic Analysis of a Matrix Latent Decomposition Model p. 208

Martingale Solutions of the Stochastic 2D Primitive Equations with Anisotropic Viscosity p. 243

Bayesian Sequential Composite Hypothesis Testing in Discrete Time p. 265

A tractable non-adaptative group testing method for non-binary measurements p. 283

Limit behaviour of random walks on ℤm with two-sided membrane p. 352

On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes p. 378

Ergodic Behaviour of a Multi-Type Growth-Fragmentation Process Modelling the Mycelial Network of a Filamentous Fungus p. 397

Bayesian learning with Wasserstein barycenters p. 436

On the intermediate asymptotic efficiency of goodness-of-fit tests in multinomial distributions p. 473

One Dimensional Martingale Rearrangement Couplings p. 495

Limit behaviour of random walks on ℤ^m with two-sided membrane p. 352