Olivier Durieu

Publications

Article dans une revue (20)

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-02954467v1
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-01622790v1
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-01586410v3
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-01828370v2
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-01771965v2
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-01144128v2
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-01184411v2
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-00659073v1
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-00716437v2
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-00802979v1
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-00630932v1
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-00852716v1
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-00331666v1
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-00474313v1
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-00331667v1
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-00291501v1
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-00291499v1
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-00291502v1
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-00322351v1
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-00291468v1

Communication dans un congrès (1)

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-05005587v1

Pré-publication, Document de travail (2)

Disjoint finite geodesics in first-passage percolation Olivier Durieu,Jean-Baptiste Gouéré,Antonin Jacquet 2024 Pré-publication, Document de travail hal-04661565v1
Generalized random fields and Lévy's continuity Theorem on the space of tempered distributions Hermine Biermé,Olivier Durieu,Yizao Wang 2017 Pré-publication, Document de travail hal-01568486v1

Thèse (1)

Comportements Asymptotiques des Processus Stationnaires et des Processus Empiriques dans des Systèmes Dynamiques Olivier Durieu Mathématiques [math]. Université de Rouen, 2008. Français. ⟨NNT : ⟩ Thèse tel-00346539v1