4. Mathematics
  5. Statistics Theory

Frederi G. Viens

Mathematics – Statistics Theory

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Purdue University

Density estimates and concentration inequalities with Malliavin calculus

Mathematics – Probability
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Gaussian and non-Gaussian processes of zero power variation

Mathematics – Probability
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Statistical aspects of the fractional stochastic calculus

Mathematics – Statistics Theory
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Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent

Mathematics – Probability
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