Olivier Durieu

Documents

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, ⟨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
	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
	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
	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
	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
	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
	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
	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
	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
	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
	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
	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
	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
	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

	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

	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

Olivier Durieu

Publications

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

From infinite urn schemes to self-similar stable processes

From random partitions to fractional Brownian sheets

A family of random sup-measures with long-range dependence

Generalized operator-scaling random ball model

Invariance principles for operator-scaling Gaussian random fields

From infinite urn schemes to decompositions of self-similar Gaussian processes

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

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

An Empirical Process Central Limit Theorem for Multidimensional Dependent Data

Invariance principles for self-similar set-indexed random fields

Empirical processes of iterated maps that contract on average

An Indicator Function Limit Theorem in Dynamical Systems

Empirical Processes of Multidimensional Systems with Multiple Mixing Properties

On Sums of Indicator Functions in Dynamical Systems

Independence of Four Projective Criteria for the Weak Invariance Principle

New Techniques for Empirical Process of Dependent Data

Empirical invariance principle for ergodic torus automorphisms; genericity.

A fourth moment inequality for functionals of stationary processes

Comparison between criteria leading to the weak invariance principle

Generalized random fields and Lévy's continuity Theorem on the space of tempered distributions

Comportements Asymptotiques des Processus Stationnaires et des Processus Empiriques dans des Systèmes Dynamiques