Recent articles published in 'ESAIM: Probability and Statistics'
https://www.esaim-ps.org
Recent articles published in 'ESAIM: Probability and Statistics'daily12026-04-20T22:50:53ZEDP SciencesCopyright (c) EDP Sciences 2026Copyright (c) EDP Sciences 20261262-3318ESAIM: Probability and StatisticsA discrete-time Matsumoto–Yor theoremhttps://www.esaim-ps.org/10.1051/ps/2025015Authors: Charlie Hérent.<br />ESAIM: Probability and Statistics Vol. 30 , page 1<br />Published online: 22/01/2026<br />
Keywords:
Brownian motion ; Dufresne identity ; generalized Inverse Gaussian distributions ; intertwining relation ; Matsumoto–Yor theorem ; modified Bessel–Macdonald functions.60J10 ; 60J65 ; 60B15.A discrete-time Matsumoto–Yor theoremCharlie HérentBrownian motionDufresne identitygeneralized Inverse Gaussian distributionsintertwining relationMatsumoto–Yor theoremmodified Bessel–Macdonald functions60J1060J6560B152026-01-22text/html10.1051/ps/2025015ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-01-22ESAIM: Probability and Statistics130An asymptotic shape theorem for additive random linear growth modelshttps://www.esaim-ps.org/10.1051/ps/2025016Authors: Aurelia Deshayes and Pierrick Siest.<br />ESAIM: Probability and Statistics Vol. 30 , page 27<br />Published online: 22/01/2026<br />
Keywords:
Interacting particles system ; asymptotic shape theorem ; essential hitting time ; subadditivity ; contact processes.60K35 ; 82B43.An asymptotic shape theorem for additive random linear growth modelsAurelia DeshayesPierrick SiestInteracting particles systemasymptotic shape theoremessential hitting timesubadditivitycontact processes60K3582B432026-01-22text/html10.1051/ps/2025016ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-01-22ESAIM: Probability and Statistics2730Karhunen–Loève expansion of random measureshttps://www.esaim-ps.org/10.1051/ps/2025017Authors: Ricardo Carrizo Vergara.<br />ESAIM: Probability and Statistics Vol. 30 , page 49<br />Published online: 11/02/2026<br />
Keywords:
Random measure ; Karhunen–Loève expansion ; covariance measure.60G57 ; 60G12 ; 60H05.Karhunen–Loève expansion of random measuresRicardo Carrizo VergaraRandom measureKarhunen–Loève expansioncovariance measure60G5760G1260H052026-02-11text/html10.1051/ps/2025017ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-02-11ESAIM: Probability and Statistics4930Consistency of spectral seriationhttps://www.esaim-ps.org/10.1051/ps/2025018Authors: Amine Natik and Aaron Smith.<br />ESAIM: Probability and Statistics Vol. 30 , page 120<br />Published online: 27/02/2026<br />
Keywords:
Statistical seriation ; permutation learning ; spectral embedding ; graphon.62M30 ; 62G20.Consistency of spectral seriationAmine NatikAaron SmithStatistical seriationpermutation learningspectral embeddinggraphon62M3062G202026-02-27text/html10.1051/ps/2025018ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-02-27ESAIM: Probability and Statistics12030Asymptotics for absolute ruin probabilities of a dependent bidimensional risk model with subexponential claimshttps://www.esaim-ps.org/10.1051/ps/2026001Authors: Ruoyu Qin and Kaiyong Wang.<br />ESAIM: Probability and Statistics Vol. 30 , page 162<br />Published online: 10/03/2026<br />
Keywords:
Bidimensional risk model ; absolute ruin probability ; asymptotics ; subexponential distribution.62P05 ; 62E10 ; 91B30.Asymptotics for absolute ruin probabilities of a dependent bidimensional risk model with subexponential claimsRuoyu QinKaiyong WangBidimensional risk modelabsolute ruin probabilityasymptoticssubexponential distribution62P0562E1091B302026-03-10text/html10.1051/ps/2026001ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-03-10ESAIM: Probability and Statistics16230On finite interweaving relationshttps://www.esaim-ps.org/10.1051/ps/2025009Authors: Laurent Miclo.<br />ESAIM: Probability and Statistics Vol. 30 , page 77<br />Published online: 24/02/2026<br />
Keywords:
Intertwining relations ; interweaving relations ; finite state space transition kernels ; generalised spectral decompositions ; Jordan blocks ; warming-up times ; strong stationary times.60J10 ; 60J22 ; 15B51 ; 15A20 ; 15A18.On finite interweaving relationsLaurent MicloIntertwining relationsinterweaving relationsfinite state space transition kernelsgeneralised spectral decompositionsJordan blockswarming-up timesstrong stationary times60J1060J2215B5115A2015A182026-02-24text/html10.1051/ps/2025009ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-02-24ESAIM: Probability and Statistics7730Jump-preserving estimation and structural break detection in nonparametric regression models with missing covariateshttps://www.esaim-ps.org/10.1051/ps/2026002Authors: Abbes Rabhi, Anis Allal and Nadia Kadiri.<br />ESAIM: Probability and Statistics Vol. 30 , page 242<br />Published online: 23/03/2026<br />
Keywords:
Nonparametric model ; local linear kernel smoothing ; jump-preserving estimation ; inverse probability weighted ; missing data.62G08 ; 60J75 ; 62F12.Jump-preserving estimation and structural break detection in nonparametric regression models with missing covariatesAbbes RabhiAnis AllalNadia KadiriNonparametric modellocal linear kernel smoothingjump-preserving estimationinverse probability weightedmissing data62G0860J7562F122026-03-23text/html10.1051/ps/2026002ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-03-23ESAIM: Probability and Statistics24230Persistence-based modes inferencehttps://www.esaim-ps.org/10.1051/ps/2026003Authors: Hugo Henneuse.<br />ESAIM: Probability and Statistics Vol. 30 , page 192<br />Published online: 10/03/2026<br />
Keywords:
Modes inference ; non-parametric statistics ; topological data analysis ; persistent homology.62R40 ; 62G05 ; 62C20.Persistence-based modes inferenceHugo HenneuseModes inferencenon-parametric statisticstopological data analysispersistent homology62R4062G0562C202026-03-10text/html10.1051/ps/2026003ESAIM: Probability and Statistics Vol. 30abstractps/2026/012026-03-10ESAIM: Probability and Statistics19230