Publication

Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces

Related publications (31)

The probability of intransitivity in dice and close elections

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

2020

Inference on the Angular Distribution of Extremes

Claudio Andri Semadeni

The spectral distribution plays a key role in the statistical modelling of multivariate extremes, as it defines the dependence structure of multivariate extreme-value distributions and characterizes the limiting distribution of the relative sizes of the co ...

EPFL2020

Study of B -> ppi pi

Olivier Schneider, Mingkui Wang, Chao Wang, Tagir Aushev, Sun Hee Kim, Donghyun Kim, Xiao Wang, Lei Li

Using a data sample of 772 x 10(6) B (B) over bar pairs collected on the Upsilon(4S) resonance with the Belle detector at the KEKB asymmetric energy e(+)e(-) collider, we report the observation of B-0 -> p (p) over bar pi(+)pi(-) and the first observation ...

American Physical Society2020

Generating Sparse Stochastic Processes Using Matched Splines

Michaël Unser, Leello Tadesse Dadi, Shayan Aziznejad

We provide an algorithm to generate trajectories of sparse stochastic processes that are solutions of linear ordinary differential equations driven by Levy white noises. A recent paper showed that these processes are limits in law of generalized compound-P ...

2020

Multivariate extremes over a random number of observations

Simone Padoan, Stefano Rizzelli

The classical multivariate extreme-value theory concerns the modeling of extremes in a multivariate random sample, suggesting the use of max-stable distributions. In this work, the classical theory is extended to the case where aggregated data, such as max ...

WILEY2021

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

Michaël Unser, Julien René Pierre Fageot

Consider a random process s that is a solution of the stochastic differential equation Ls = w with L a homogeneous operator and w a multidimensional Levy white noise. In this paper, we study the asymptotic effect of zooming in or zooming out of the process ...

2019

Statistical Aspects of Wasserstein Distances

Victor Panaretos, Yoav Zemel

Wasserstein distances are metrics on probability distributions inspired by the problem of optimal mass transportation. Roughly speaking, they measure the minimal effort required to reconfigure the probability mass of one distribution in order to recover th ...

ANNUAL REVIEWS2019

Architecture in the Data-driven City

Frederick Peter Ortner

In the last ten years, new sources of urban big data have made it possible for algorithms to increasingly control how the city is perceived, understood and managed by its inhabitants; this is the data-driven city. New efforts in the social sciences, like ...

EPFL2019

Bacterial cell cycle dynamics: size regulation during exponential growth and role of polyphosphate during starvation response

Aster Louis K Vanhecke

Bacteria are the most diverse and abundant kingdom of life and have adapted to survive and thrive in habitats around the globe. When provided with ample nutrients they grow and divide at staggering rates, increasing their population exponentially. Upon nut ...

EPFL2019

The sources of sovereign risk: a calibration based on Levy stochastic processes

Sylvain Jean Pascal Carré, Daniel Cohen

Governments choose to issue risky or riskless debt depending on the nature of the stochastic process of output. We use Brownian motion and Poisson shocks a modeling method in the literature on corporate default known as Levy processes to approximate a deco ...

ELSEVIER SCIENCE BV2019