Výsledky vyhledávání - "Ronan Le Guével"

Exponential inequalities for the supremum of some counting processes and their square martingales

Autor: Ronan Le Guével

We establish exponential inequalities for the supremum of martingales and square martingales obtained from counting processes, as well as for the oscillation modulus of these processes. Our inequalities, that play a decisive role in the control of er

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d4e9fec125cbd2a7f639ac54ec7783e
https://hal.archives-ouvertes.fr/hal-02275583

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Spatial birth-death-move processes : basic properties and estimation of their intensity functions

Autor: Frédéric Lavancier, Ronan Le Guével

Publikováno v: Journal of the Royal Statistical Society: Series B
Journal of the Royal Statistical Society: Series B, Royal Statistical Society, In press, ⟨10.1111/rssb.12452⟩
Journal of the Royal Statistical Society: Series B, 2021, 83 (4), pp.798-825. ⟨10.1111/rssb.12452⟩

Many spatiotemporal data record the time of birth and death of individuals, along with their spatial trajectories during their lifetime, whether through continuous-time observations or discrete-time observations. Natural applications include epidemio

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::abc97c0a9c2cc34b569fa9a38bd73dc6
https://hal.archives-ouvertes.fr/hal-02474271

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Incremental moments and Hölder exponents of multifractional multistable processes

Autor: Jacques Lévy Véhel, Ronan Le Guével

Publikováno v: ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, 2013, 17, pp.135-178. ⟨10.1051/ps/2011151⟩
ESAIM: Probability and Statistics, EDP Sciences, 2013, 17, pp.135-178. ⟨10.1051/ps/2011151⟩

Multistable processes, that is, processes which are, at each “time”, tangent to a stable process, but where the index of stability varies along the path, have been recently introduced as models for phenomena where the intensity of jumps is non co

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3df11eb6633d93c28ed2d930fbfa3e31
https://doi.org/10.1051/ps/2011151

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On two multistable extensions of stable Lévy motion and their semimartingale representation

Autor: Ronan Le Guével, Jacques Lévy-Véhel, Lining Liu

Publikováno v: Journal of Theoretical Probability
Journal of Theoretical Probability, 2015, 28 (3), pp.1125-1144. ⟨10.1007/s10959-013-0528-6⟩
Journal of Theoretical Probability, Springer, 2015, 28 (3), pp.1125-1144. ⟨10.1007/s10959-013-0528-6⟩
Journal of Theoretical Probability, Sprnger, 2015, 28 (3), pp.1125-1144. 〈10.1007/s10959-013-0528-6〉

We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct properties: in part

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::473b08aa030b549a43da3c8bb67881f8
https://hal.science/hal-00730680v2/document

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An estimation of the stability and the localisability functions of multistable processes

Autor: Ronan Le Guével

Publikováno v: Electronic Journal of Statistics
Electronic Journal of Statistics, 2013, 7, pp.1129-1166. ⟨10.1214/13-EJS797⟩
Electronic journal of statistics
Electronic journal of statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2013, 7, pp.1129-1166. 〈10.1214/13-EJS797〉
Electron. J. Statist. 7 (2013), 1129-1166
Electronic Journal of Statistics, Shaker Heights, OH : Institute of Mathematical Statistics, 2013, 7, pp.1129-1166. ⟨10.1214/13-EJS797⟩

International audience; Multistable processes are tangent at each point to a stable process, but where the index of stability and the index of localisability varies along the path. In this work, we give two estimators of the stability and the localis

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::23bee6d1e6206238540beaeacf54ae00
https://hal.science/hal-00480881v3/file/Estimation_Multistable.pdf

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Toxicologie predictive: les voies du futur

Autor: Ph Detilleux, Vallier, L., Legallais, C., Leclerc, E., M Prot J, Choucha, L., Baudoin, R., Dufresne, M., Gautier, A., Carpentier, B., Mansuy, D., Pery, Alexandre R. R., Brochot, C., Ph Manivet, Thierry Rabilloud, Spire, C., Xavier Coumoul, Ch Junot, Laprevote, O., Le Pape, A., Ronan Le Guével, Tourneur, E., Ben Mkaddem, S., Chassin, C., Aloulou, M., M Goujon J, Hertif, A., Ouali, N., Vimont, S., Monteiro, R., Rondeau, E., Elbim, C., Werts, C., Vandewalle, A., Pedruzzi, E., Coant, N., Bens, M., Cluzeaud, F., Ogier-Denis, E., Pongnimitprasert, N., Babin-Chevaye, C., Fay, M., Bernard Fromenty, Dupuy, C., Ei Benna, J., A Gougerot-Pocidale M, Braut-Boucher, F., Ph Pinton, Lucioli, J., Tsybulskyy, D., Baptiste Joly, Laffitte, J., Bourges-Abella, N., P Oswald I, Kolf-Clauw, M., St Pierre, S Bats A, Aline Chevalier, Ch Bui L, Ambolet-Camoit, A., Garlatti, M., Aggerbeck, M., Barouki, R., Al Khansa, I., Blanck, O., Guillouzo, A., Bars, R., Rouas, C., Bensoussan, H., Suhard, D., Tessier, C., Grandcolas, L., Pallardy, M., Gueguen, Y., Sparfel, L., L Pinel-Marie M, Boize, M., Koscielny, S., Desmots, S., Fardel, O., Alvergnas, M., Rouleau, A., Lucchi, G., Mantion, G., Heyd, B., Richert, L., Ducoroy, P., Martin, H., St Val, Martinon, L., Cachier, H., Yahyaoui, A., Marfaing, H., Baeza-Squiban, A., Corinne Martin-Chouly, Bonvallet, M., Morzadec, C., Vernhet, L., Baverel, G., El Hage, M., Nazaret, R., Conjard-Duplany, A., Ferrier, B., Martin, G., Legendre, A., Lecomte, A., Froment, P., Habert, R., Lemazurier, E., Robinel, F., Dupont, O., Sanfins, E., Dairou, J., F Chaffotte A, Busi, F., Rodrigues Lima, F., M Dupret J, Mayati, A., Eric Le Ferrec, Levoin, N., Paris, H., Ph Uriac, Diaye, M. N., Lagadic-Gossmann, D., Assemat, E., Boublil, L., C Borot M, Marano, F., Y Martiny V, Moroy, G., Badel, A., A Miteva M, Hussain, S., Ferecatu, I., Borot, C., Andreau, K., Boland, S., Leroux, M., Zucchini-Pascal, N., Peyre, L., Rahmani, R., Buron, N., Porcedou, M., Fromenty, B., Borgne-Sanchez, A., Rogue, A., Claude, N.

Publikováno v: HAL

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::008129e78153eda832c4fdadd2d1001a
https://hal.science/hal-01122677

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Localisable moving average symmetric stable and multistable processes

Autor: Ronan Le Guével, Jacques Lévy Véhel, Kenneth J. Falconer

Publikováno v: Stochastic Models
Stochastic Models, INFORMS (Institute for Operations Research and Management Sciences), 2009, 25 (4), pp.648-672. ⟨10.1080/15326340903291321⟩
Stochastic Models, 2009, 25 (4), pp.648-672. ⟨10.1080/15326340903291321⟩

International audience; We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a “tangent process”, in a suitable sense. We give general conditions o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::686c77d6b181a27a8718cbba79fe5f26
https://hal.inria.fr/inria-00538980

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Tests minimax et adaptatifs pour la détection et la localisation d’une rupture dans un processus de Poisson

Autor: Grela, Fabrice

Publikováno v: Statistiques [math.ST]. Université Rennes 2, 2021. Français. ⟨NNT : 2021REN20052⟩

Motivated by applications in cybersecurity and epidemiology, this thesis addresses the problem of detecting and localising an abrupt change in a Poisson process. Firstly, we are interested in the detection of a change in the intensity of a Poisson pr

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::603ba6b18a16ca79ab6d24b3c08bc60b
https://theses.hal.science/tel-03682007/document

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