Mémoire d'Habilitation (résumé)

Mémoire d'Habilitation (version complète)

Liste des travaux par thèmes

• 1 : Théorèmes limites pour les processus de Markov; méthode de scission de Nummelin .


• Deviation inequalities for centered additive functionals of recurrent Harris processes having general state space. arxiv.org/abs/0903.2408.
• Manuscrit The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes. Stoch. Proc. Appl. 2009.
• Manuscrit Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions. Stoch. Proc. Appl. 118, 1301-1321, 2008.
• Manuscrit Limit theorems for null recurrent Markov processes.  Memoirs of the AMS,  2003.



• 2 : Systèmes de particules en interaction, coalescent stochastique, simulation parfaite.


• Stochastic chains with memory of variable length. "Festschrift in honour of the 75th birthday of Jorma Rissanen", 2008. arxiv.org/abs/0804.2050.
• Perfect simulation and finitary coding for multicolor systems with interactions of infinite range, 2009. arxiv.org/abs/0809.3494.
• Manuscrit Stochastic coalescence with homogeneous-like interaction rates. Stoch. Proc. Appl. 119, 45-73, 2009.
• Coupled perfect simulation of infinite range Gibbs measures and their finite range approximations, 2009. To appear in Journal of Stasticial Physics. arxiv.org/abs/0904.1845.



• 3 : Statistiques des processus, diffusions avec branchement.


• Polynomial bounds in the Ergodic Theorem for positive recurrent one-dimensional diffusions and integrability of hitting times. arxiv.org/abs/0903.2405
• Penalized nonparametric drift estimation in a continuous time one-dimensional diffusion process. To appear in Esaim P&S. HAL
• Manuscrit Smoothness of the intensity measure density for interacting branching diffusions with immigrations. J. Funct. Analysis 215 (2004), 130-177.
• Manuscrit Remarks on ergodicity and invariant occupation measure in branching diffusions with immigration. Ann. I.H.P. 41 (PR), 1025-1047 (2005).
• Manuscrit LAN and LAMN for systems of interacting diffusions with branching and immigration.  Ann. I.H.P. 38, 59-90 (2002).
• Manuscrit Nonparametric estimation of the death rate in branching diffusions.  Scand.Journal Statist. 29,  665-692 (2002).
• Manuscrit Likelihood ratio processes for Markovian particle systems with killing and jumps. Statistical Inference for StochasticProcesses 5, 153-177 (2002).
• Manuscrit Birth and death on a flow: local time and estimation of a position-dependent death rate. Statistical Inference for Stochastic Processes 1, 225-243 (1998)
• Manuscrit On local asymptotic normality for birth and death on a flow. Stoch. Proc. Appl., 83, 61-77(1999)