Théorèmes limites de la théorie des probabilités dans les systèmes dynamiques
Основные публикации:
"Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields", Modern Stochastics: Theory and Applications, 6 (2019), no. 2, 251–267.
"Invariance principle via orthomartingale approximation" Stochastics and Dynamics, 18 (2018), no. 6, 1850043.
"Hölderian weak invariance principle under Maxwell and Woodroofe condition", Brazilian J. Probab. Statist. 32 (2018), no. 1, 172–187.
"Holderian weak invariance principle for stationary mixing sequences" J. Theoret. Probab., 30 (2017), no. 1, 196--211.
"Integrability conditions on coboundary and transfer function for limit theorems ALEA, Lat. Am. J. Probab. Math. Stat., 13(1) (2016), 399–415.
"Holderian weak invariance principle under a Hannan type condition", Stochastic Process. Appl., 126 (2016), 290-311.
"Orthomartingale-coboundary decomposition for stationary random fields" (with Mohamed El Machkouri) Stochastics and Dynamics, 16 (2016), no. 5, 1650017.
"An improvement of the mixing rates in a counter-example to the weak invariance principle", Comptes Rendus de l'Académie des Sciences, 353 (2015), 953-958.
"A strictly stationary $\beta$-mixing process satisfying the central limit theorem but not the weak invariance principle" (with Dalibor Volny), Stochastic Process. Appl., 124 (2014), 3769-3781.
"A counter example to the central limit theorem in Hilbert spaces under a strong mixing condition" (with Dalibor Volny), Electronic Communications in Probability 19 (2014).
D. Giraudo, “An exponential inequality for $U$-statistics of i.i.d. data”, Теория вероятн. и ее примен., 66:3 (2021), 508–533; Theory Probab. Appl., 66:3 (2021), 408–429