We present functional inequalities and limit theorems for point processes. We prove a modified logarithmic Sobolev inequalities, a Stein inequality and a exact fourth moment theorem for a large class of point processes including mixed binomial processes and Poisson point processes. The proofs of these inequalities are inspired by the Malliavin-Stein approach and the Γ-calculus of Bakry-Emery. The implementation of these techniques requires a development of a stochastic analysis for point processes. As point processes are essentially discrete, we design a theory to study non-diffusive random objects. For Poisson point processes, we extend the Stein inequality to study stable convergence with respect to limits that are conditionally Gaussian....
This dissertation is composed by two blocks. The first part is concerned with several types of di...
In the first part of this thesis we derive new concentration inequalities for maxima of empirical pr...
Abstract. For a stochastic process with state space some Polish space, this paper gives sufficient c...
We present functional inequalities and limit theorems for point processes. We prove a modified logar...
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on t...
Gusakova A, Sambale H, Thaele C. Concentration on Poisson spaces via modified Phi-Sobolev inequaliti...
Stein’s method constitutes one of the main techniques to solve some approximation problems in probab...
In this thesis, new methods for proving concentration inequalities for Poisson functionals are devel...
International audience<p>A Poisson or a binomial process on an abstract state space and a symmetric ...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
The object of this thesis is the study of some analytical and asymptotic properties of Markov proces...
La méthode de Stein constitue une des principales techniques pour la résolution de certains problème...
Let η t be a Poisson point process with intensity measure tμ , t>0 , over a Borel space X , where ...
52 pages. To appear in GAFAInternational audienceWe develop connections between Stein's approximatio...
For a stochastic process with state space some Polish space, this paper gives sufficient conditions ...
This dissertation is composed by two blocks. The first part is concerned with several types of di...
In the first part of this thesis we derive new concentration inequalities for maxima of empirical pr...
Abstract. For a stochastic process with state space some Polish space, this paper gives sufficient c...
We present functional inequalities and limit theorems for point processes. We prove a modified logar...
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on t...
Gusakova A, Sambale H, Thaele C. Concentration on Poisson spaces via modified Phi-Sobolev inequaliti...
Stein’s method constitutes one of the main techniques to solve some approximation problems in probab...
In this thesis, new methods for proving concentration inequalities for Poisson functionals are devel...
International audience<p>A Poisson or a binomial process on an abstract state space and a symmetric ...
We extend the ideas of Barbour's paper from 1990 and adapt Stein's method for distributional approxi...
The object of this thesis is the study of some analytical and asymptotic properties of Markov proces...
La méthode de Stein constitue une des principales techniques pour la résolution de certains problème...
Let η t be a Poisson point process with intensity measure tμ , t>0 , over a Borel space X , where ...
52 pages. To appear in GAFAInternational audienceWe develop connections between Stein's approximatio...
For a stochastic process with state space some Polish space, this paper gives sufficient conditions ...
This dissertation is composed by two blocks. The first part is concerned with several types of di...
In the first part of this thesis we derive new concentration inequalities for maxima of empirical pr...
Abstract. For a stochastic process with state space some Polish space, this paper gives sufficient c...