Olivier Durieu

24
Documents

Publications

Publications

Phase transition for extremes of a stochastic model with long-range dependence and multiplicative noise

Olivier Durieu , Yizao Wang
Stochastic Processes and their Applications, 2022, 143, pp.55-88. ⟨10.1016/j.spa.2021.10.007⟩
Article dans une revue hal-02954467 v1
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From infinite urn schemes to self-similar stable processes

Olivier Durieu , Gennady Samorodnitsky , Yizao Wang
Stochastic Processes and their Applications, 2020
Article dans une revue hal-01622790 v1
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From random partitions to fractional Brownian sheets

Olivier Durieu , Yizao Wang
Bernoulli, 2019, 25 (2), pp.1412-1450. ⟨10.3150/18-BEJ1025⟩
Article dans une revue hal-01586410 v3
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Generalized operator-scaling random ball model

Hermine Biermé , Olivier Durieu , Yizao Wang
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2018, ⟨10.30757/ALEA.v15-52⟩
Article dans une revue hal-01828370 v2
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A family of random sup-measures with long-range dependence

Olivier Durieu , Yizao Wang
Electronic Journal of Probability, 2018, 23 (107), 24 pp. ⟨10.1214/18-EJP235⟩
Article dans une revue hal-01771965 v2
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Invariance principles for operator-scaling Gaussian random fields

Hermine Biermé , Olivier Durieu , Yizao Wang
The Annals of Applied Probability, 2017, 27 (2), pp.1190 - 1234. ⟨10.1214/16-AAP1229⟩
Article dans une revue hal-01144128 v2
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From infinite urn schemes to decompositions of self-similar Gaussian processes

Olivier Durieu , Yizao Wang
Electronic Journal of Probability, 2016, 21, pp.43. ⟨10.1214/16-EJP4492⟩
Article dans une revue hal-01184411 v2
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Invariance principles for self-similar set-indexed random fields

Hermine Biermé , Olivier Durieu
Transactions of the American Mathematical Society, 2014, 366 (11), http://www.ams.org/journals/tran/2014-366-11/S0002-9947-2014-06135-7/
Article dans une revue hal-00716437 v2

Approximating Class Approach for Empirical Processes of Dependent Sequences Indexed by Functions

Herold Dehling , Olivier Durieu , Marco Tusche
Bernoulli, 2014, 20 (3), pp.1372-1403. ⟨10.3150/13-BEJ525⟩
Article dans une revue hal-00659073 v1

A Sequential Empirical Central Limit Theorem for Multiple Mixing Processes with Application to B-Geometrically Ergodic Markov Chains

Herold Dehling , Olivier Durieu , Marco Tusche
Electronic Journal of Probability, 2014, 19 (87), pp.1-26. ⟨10.1214/EJP.v19-3216⟩
Article dans une revue hal-00802979 v1

An Empirical Process Central Limit Theorem for Multidimensional Dependent Data

Olivier Durieu , Marco Tusche
Journal of Theoretical Probability, 2014, 27 (1), pp.249-277. ⟨10.1007/s10959-012-0450-3⟩
Article dans une revue hal-00630932 v1

Empirical processes of iterated maps that contract on average

Olivier Durieu
Statistics and Probability Letters, 2013, 83 (11), pp.2454-2458. ⟨10.1016/j.spl.2013.07.003⟩
Article dans une revue hal-00852716 v1

An Indicator Function Limit Theorem in Dynamical Systems

Olivier Durieu , Dalibor Volny
Stochastics and Dynamics, 2011, 11 (4), pp.681--690. ⟨10.1142/S0219493711003504⟩
Article dans une revue hal-00331666 v1

Empirical Processes of Multidimensional Systems with Multiple Mixing Properties

Herold Dehling , Olivier Durieu
Stochastic Processes and their Applications, 2011, 121 (5), pp.1076-1096. ⟨10.1016/j.spa.2011.01.010⟩
Article dans une revue hal-00474313 v1

On Sums of Indicator Functions in Dynamical Systems

Olivier Durieu , Dalibor Volny
Ergodic Theory and Dynamical Systems, 2010, 30 (5), pp.1419-1430. ⟨10.1017/S0143385709000637⟩
Article dans une revue hal-00331667 v1

New Techniques for Empirical Process of Dependent Data

Herold Dehling , Olivier Durieu , Dalibor Volný
Stochastic Processes and their Applications, 2009, 119, pp.3699-3718. ⟨10.1016/j.spa.2009.07.003⟩
Article dans une revue hal-00291501 v1

Independence of Four Projective Criteria for the Weak Invariance Principle

Olivier Durieu
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2009, 5, pp.21-27
Article dans une revue hal-00291499 v1

Empirical invariance principle for ergodic torus automorphisms; genericity.

Olivier Durieu , Philippe Jouan
Stochastics and Dynamics, 2008, 8 (2), pp.173-195. ⟨10.1142/S0219493708002287⟩
Article dans une revue hal-00322351 v1

A fourth moment inequality for functionals of stationary processes

Olivier Durieu
Journal of Applied Probability, 2008, 45 (4), pp.1086-1096. ⟨10.1239/jap/1231340235⟩
Article dans une revue hal-00291502 v1

Comparison between criteria leading to the weak invariance principle

Olivier Durieu , Dalibor Volný
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2008, 44 (2), pp.324-340. ⟨10.1214/07-AIHP123⟩
Article dans une revue hal-00291468 v1
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Limit theorems: some recent results

Laetitia Colombani , Olivier Durieu , Davide Giraudo , Vytauté Pilipauskaité , Lucas Reding
Journées MAS 2022, Pierre Calka; Clément Marteau, Aug 2022, Rouen, France. pp.26-50, ⟨10.1051/proc/202580026⟩
Communication dans un congrès hal-05005587 v1