Merlevède, Florence
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
2009/02/03 by Florence Merlevède, Merlevède, Florence, Magda Peligrad +3 · 5 citations
Decision Sciences · Economics, Econometrics and Finance · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
- On the local limit theorems for lower psi-mixing Markov chains
2021/10/19 by Merlevède, Florence, Peligrad, Magda, Peligrad, Costel · 5 citations
#FOS: Mathematics #Probability (math.PR)
- On the local limit theorems for psi-mixing Markov chains
2020/06/23 by Merlevède, Florence, Peligrad, Magda, Peligrad, Costel · 4 citations
#60F05 #60J05 #FOS: Mathematics #Probability (math.PR)
- Functional CLT for martingale-like nonstationary dependent structures
2018/03/29 by Merlevède, Florence, Peligrad, Magda, Utev, Sergey · 2 citations
#60F17 #60G48 #FOS: Mathematics #Probability (math.PR)
- Rates in almost sure invariance principle for quickly mixing dynamical systems
2018/11/22 by Cuny, C, Dedecker, J, Korepanov, A +1 · 2 citations
#Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
- Rates of convergence in the central limit theorem for the elephant random walk with random step sizes
2023/02/13 by Jérôme Dedecker, Xiequan Fan, Dedecker, Jérôme +5 · 2 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · #Diffusion and Search Dynamics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- A quenched weak invariance principle
2012/04/20 by Dedecker, Jérôme, Merlevède, Florence, Peligrad, Magda · 1 citation
#60F05 #60F17 #60J05 #FOS: Mathematics #Probability (math.PR)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting
2021/01/18 by Dedecker, Jérôme, Merlevède, Florence, Rio, Emmanuel · 1 citation
#FOS: Mathematics #Probability (math.PR)