Geodesic

Large deviations for quasi-arithmetically self-normalized random variables
p. 1-12
Local asymptotic normality for normal inverse gaussian Lévy processes with high-frequency sampling
p. 13-32
Nonparametric estimation of the derivatives of the stationary density for stationary processes
p. 33-69
Lower large deviations for the maximal flow through tilted cylinders in two-dimensional first passage percolation
p. 70-104
Asymptotic normality of randomly truncated stochastic algorithms
p. 105-119
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
p. 120-134
Incremental moments and Hölder exponents of multifractional multistable processes
p. 135-178
On the convergence of moments in the almost sure central limit theorem for stochastic approximation algorithms
p. 179-194
Polynomial deviation bounds for recurrent Harris processes having general state space
p. 195-218
Multifractional brownian fields indexed by metric spaces with distances of negative type
p. 219-223
Fixed-α and fixed-β efficiencies
p. 224-235
Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
p. 236-256
Meeting time of independent random walks in random environment
p. 257-292
Semimartingale decomposition of convex functions of continuous semimartingales by brownian perturbation
p. 293-306
Local estimation of the Hurst index of multifractional brownian motion by increment ratio statistic method
p. 307-327
Penalization versus Goldenshluger-Lepski strategies in warped bases regression
p. 328-358
Towards a universally consistent estimator of the Minkowski content
p. 359-369
How the result of graph clustering methods depends on the construction of the graph
p. 370-418
Smoothness of Metropolis-Hastings algorithm and application to entropy estimation
p. 419-431
Goodness-of-fit tests in long-range dependent processes under fixed alternatives
p. 432-443
On ℝ d -valued peacocks
p. 444-454
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model
p. 455-471
Why minimax is not that pessimistic
p. 472-484
Adaptive hard-thresholding for linear inverse problems
p. 485-499
A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process
p. 500-530
Asymptotics of counts of small components in random structures and models of coagulation-fragmentation
p. 531-549
Carthaginian enlargement of filtrations
p. 550-566
Moment measures of heavy-tailed renewal point processes: asymptotics and applications
p. 567-591
Wavelet analysis of the multivariate fractional brownian motion
p. 592-604
Convolution property and exponential bounds for symmetric monotone densities
p. 605-613
Discrete time markovian agents interacting through a potential
p. 614-634
Necessary and sufficient condition for the existence of a Fréchet mean on the circle
p. 635-649
An ℓ 1 -oracle inequality for the Lasso in finite mixture gaussian regression models
p. 650-671
Partition-based conditional density estimation
p. 672-697
Adaptive density estimation for clustering with gaussian mixtures
p. 698-724
Moderate deviations for a Curie-Weiss model with dynamical external field
p. 725-739
Risk bounds for new M-estimation problems
p. 740-766
Testing randomness of spatial point patterns with the Ripley statistic
p. 767-788
Sur l'œuvre de Paul Lévy
p. 789
Paul Lévy et l'arithmétique des lois de probabilités
p. 790-794
Paul Lévy et le mouvement brownien
p. 795-801