Add to ORKGAbstract. In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (1935) untill now, to explain why these methods have become a central tool in probability, statistics and ergodic theory. Next, we present some recent results for/or based on martingales: exponential bounds for super-martingales, concentration inequalities for Lipschitz functionals of dynamical systems, oracle inequalities for the Cox model in a high dimensional setting, and invariance principles for stationary sequences. Résumé. Dans ces notes, nous faisons d’abord un rapide survol des méthodes de martingales, depuis Paul Lévy (1935) jusqu’à nos nos jours, afin d’expliquer pourquoi ces méthodes sont devenues centrales en probabilité, statistique...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceThe paper is devoted to establishing some general exponential inequalities for...
In these notes, we first give a brief overwiew of martingales methods, from Paul Lévy (193...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceIn these notes, we first give a brief overwiew of martingales methods, from Pa...
International audienceThe paper is devoted to establishing some general exponential inequalities for...