Bally, Vlad
- Regularization lemmas and convergence in total variation
2019/07/29 by Lucia Caramellino, Bally, Vlad, Caramellino, Lucia +2 · 3 citations
Mathematics · Economics, Econometrics and Finance · #Random Matrices and Applications #Point processes and geometric inequalities #Stochastic processes and financial applications
- Regularity of probability laws by using an interpolation method
2012/10/31 by Vlad Bally, Bally, Vlad, Lucia Caramellino +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #46B70 #60H07 #60H30 #FOS: Mathematics #Mathematical and Theoretical Analysis #Probability (math.PR) #Stochastic processes and financial applications
- Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
2023/06/01 by Vlad Bally, Yifeng Qin, Bally, Vlad +1 · 2 citations
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics
- Non universality for the variance of the number of real roots of random\n trigonometric polynomials
2017/11/09 by Vlad Bally, Lucia Caramellino, Bally, Vlad +3 · 1 citation
Mathematics · #Advanced Algebra and Geometry #FOS: Mathematics #Geometry and complex manifolds #Mathematical functions and polynomials #Probability (math.PR)