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Dirichlet curve, convex order and Cauchy distribution 
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Domains of Attraction on Countable Alphabets 
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Wavelet estimation for operator fractional Brownian motion 
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Daniel Bonnéry, Frank Jay Breidt, François Coquet 
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H\"ormanderType Theorem for It\^o Processes and Related Backward SPDEs 
Jinniao Qiu 
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Random tessellations associated with maxstable random fields 
Clément Dombry, Zakhar Kablucko 
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An Upper Bound on the Convergence Rate of a Second Functional in Optimal Sequence Alignment 
Raphael Hauser, Heinrich Matzinger, Ionel Popescu 
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Mixing Time and Cutoff for a Random Walk on the Ring of Integers mod n 
Stephen Connor, Michael Bate 
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Exponential mixing properties for time inhomogeneous diffusion processes with killing 
Pierre Del Moral, Denis Villemonais 
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Functional central limit theorems in $L^2(0,1)$ for logarithmic combinatorial assemblies 
Koji Tsukuda 
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Tamara Broderick, Ashia C. Wilson, Michael I. Jordan 
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Proper Scoring Rules and Bregman Divergences 
Evgeni Ovcharov 
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Inference for a TwoComponent Mixture of Symmetric Distributions under LogConcavity 
Fadoua Balabdaoui, Charles R Doss 
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Sabyasachi Chatterjee, Adityanand Guntuboyina, Bodhisattva Sen 
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The logarithmic law of sample covariance matrices 
Guangming Pan, Xuejun Wang, Xiao Han 
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Maximum entropy distribution of order statistics with given marginals 
Cristina Butucea, JeanFrançois Delmas, Anne Dutfoy, Richard Fischer 
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Multiple Collisions in Systems of Competing Brownian Particles 
Cameron Bruggeman, Andrey Sarantsev 
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Rate of convergence for Hilbert space valued linear processes 
moritz jirak 
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MarieNoémie THAI 
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Sophie Donnet, Vincent Rivoirard, Judith Rousseau, Catia Luisa Scricciolo 
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Efficient Estimation for Generalized Partially Linear SingleIndex Models 
Li Wang, Guanqun Cao 
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Critical points of multidimensional random Fourier series: central limits 
Liviu Nicolaescu 
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Naomi Feldheim, Arnaud Marsiglietti, Piotr Nayar, Jing Wang 
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Sparse Oracle Inequalities for Variable Selection via Regularized Quantization 
Clément Levrard 
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The $\lambda$invariant measures of subcritical Bienaym\'eGaltonWatson processes 
Pascal Maillard 
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Hitting probabilities for the Greenwood model and relations to near constancy oscillation 
Martin Möhle 
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Functional inequalities for Gaussian convolutions of compactly supported measures: explicit bounds and dimension dependence 
JeanBaptiste Bardet, Nathaël Gozlan, Florent Malrieu, PierreAndré Zitt 
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Large deviations for stochastic heat equation with rough dependence in space 
Tusheng Zhang, Yaozhong Hu, David Nualart 
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Elizabeth Gross, Seth Sullivant 
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Uniform measure density condition and game regularity for tugofwar games 
Joonas Heino 
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Richard Arratia, Skip Garibaldi, Alfred Hales 
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Jackknife Empirical Likelihood GoodnessOfFit Tests For UStatistics Based General Estimating Equations 
Fei Tan, Hanxiang Peng 
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Power of the Spacing test for LeastAngle Regression 
JeanMarc Azaïs, Yohann De Castro, Stéphane Mourareau 
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Inference in Ising Models 
Bhaswar B. Bhattacharya, Sumit Mukherjee 
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A MOSUM procedure for the estimation of multiple random change points 
Claudia Kirch, Birte Muhsal 
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On conditional moments of highdimensional random vectors given lowerdimensional projections 
Lukas Steinberger, Hannes Leeb 
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Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes 
william garner, dimitris n. politis 
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Changepoint estimators with true identification property 
Chi Tim Ng, Woojoo Lee, Youngjo Lee 
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Designs from Good Hadamard Matrices 
Chenlu Shi, Boxin Tang 
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Curvature and transport inequalities for Markov chains in discrete spaces 
Max Fathi, Yan Shu 
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Optimal Adaptive Inference in Random Design Binary Regression 
Rajarshi Mukherjee, Subhabrata Sen 
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Testing for Instability in Covariance Structures 
Lorenzo Trapani, Giovanni Urga, Chihwa Kao 
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Second and third orders asymptotic expansions for the distribution of particles in a branching random walk with a random environment in time 
ZhiQiang GAO, Quansheng Liu 
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Determinantal point process models on the sphere 
Jesper Møller, Morten Nielsen, Emilio Porcu, Ege Rubak 
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Baxter's inequality for finite predictor coefficients of multivariate longmemory stationary processes 
Akihiko Inoue, Yukio Kasahara, Mohsen Pourahmadi 
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Smooth Backfitting for Additive Modeling with Small ErrorsinVariables, with an Application to Additive Functional Regression for Multiple Predictor Functions 
Kyunghee Han, HansGeorg Mueller, Byeong U Park 
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Bump detection in heterogeneous Gaussian regression 
Farida Enikeeva, Axel Munk, Frank Werner 
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Quenched Invariance Principles for the Discrete Fourier Transforms of a Stationary Process 
David Barrera 
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The eigenvalues of the sample covariance matrix of a multivariate heavytailed stochastic volatility model 
Anja Janssen, Thomas Mikosch, Mohsen Rezapour, Xiaolei Xie 
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American Options with Asymmetric Information and Reflected BSDE 
Neda Esmaeili, Peter Imkeller 
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Maximum likelihood estimation for the Fr\'echet distribution based on block maxima extracted from a time series 
Axel Bücher, Johan Segers 
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Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions 
Ciprian A TUDOR, Seiichiro Kusuoka 
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Exact and Fast Simulation of MaxStable Processes on a Compact Set Using the Normalized Spectral Representation 
Marco Oesting, Martin Schlather, Chen Zhou 
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Asymptotic analysis of covariance parameter estimation for Gaussian processes in the misspecified case 
François Bachoc 
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On branching process with rare neutral mutation 
Airam Aseret Blancas Benítez, Víctor Rivero 
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Optimal scaling of the independence sampler: Theory and Practice 
Tsun Man Clement Lee, Peter Neal 
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ON THE WEAK APPROXIMATION OF A SKEW DIFFUSION 
Noufel Frikha 
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Parametrized measure models 
Lorenz J Schwachhöfer, Nihat Ay, Jürgen Jost, Hong Van Le 
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Unbiased Monte Carlo: posterior estimation for intractable/infinitedimensional models 
Sergios Agapiou, Gareth Owen Roberts, Sebastian J. Vollmer 
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On Gaussian Comparison Inequality and Its Application to Spectral Analysis of Large Random Matrices 
Fang Han, Sheng Xu, WenXin Zhou 
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Extrema of rescaled locally stationary Gaussian fields on manifolds 
Wanli Qiao, Wolfgang Polonik 
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Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo 
Dootika Vats, James Flegal, Galin Jones 
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Finite sample properties of the mean occupancy counts and probabilities 
Geoffrey DECROUEZ, Michael GRABCHAK, Quentin PARIS 
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Tree formulas, mean first passage times and Kemeny's constant of a Markov chain 
Jim Pitman, Wenpin Tang 
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H. Paul Keeler, Nathan F Ross, Aihua Xia 
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Strong convergence of the symmetrized Milstein scheme for some CEVlike SDEs 
Mireille BOSSY, Hector Olivero Quinteros 
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Deviation of polynomials from their expectations and isoperimetry 
Lavrentin Arutyunyan, Egor Kosov 
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Rafail Khasminskii, Yury Kutoyants 
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The FunctionIndexed Sequential Empirical Process under LongRange Dependence 
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adrien saumard 
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Enrique Andjel, Thomas Mountford, Daniel Valesin 
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Giacomo Aletti, Andrea Ghiglietti, Anand N. Vidyashankar 
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Shoichi Eguchi, Hiroki Masuda 
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Beatriz Sinova, Gil GonzálezRodríguez, Stefan Van Aelst 
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Friedrich Goetze, Alexey A. Naumov, Alexander N. Tikhomirov, Dmitry A. Timushev 
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Jure Vogrinc, Aleksandar Mijatović 
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Adaptive confidence sets for matrix completion 
Alexandra Carpentier, Olga Klopp, Matthias Loeffler, Richard Nickl 
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Evolution of the Wasserstein distance between the marginals of two Markov processes 
Aurélien Alfonsi, Jacopo Corbetta, Benjamin Jourdain 
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The Sharp Constant for the BurkholderDavisGundy Inequality and NonSmooth Pasting 
Walter Schachermayer, Florian Stebegg 
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The $M/G/\infty$ estimation problem revisited 
Alexander Goldenshluger 
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Special weak Dirichlet processes and BSDEs driven by a random measure. 
Elena Bandini, Francesco Russo 
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Perturbation theory for Markov chains via Wasserstein distance 
Daniel Rudolf, Nikolaus Schweizer 
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GAUSSIAN APPROXIMATION FOR HIGH DIMENSIONAL VECTOR UNDER PHYSICAL DEPENDENCE 
Xianyang Zhang, Guang Cheng 
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Equivalence Classes of Staged Trees 
Christiane Goergen, Jim Smith 
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Maxlinear models on directed acyclic graphs 
Claudia Kluppelberg, Nadine Gissibl 
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Coalescence of Euclidean geodesics on the PoissonDelaunay triangulation 
David Coupier, Christian Hirsch 
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Sticky processes, local and true martingales 
Miklos Rasonyi, Hasanjan Sayit 
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A new approach to the estimator's selection 
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Julian Grote, Christoph Thäle 
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Large deviations for locally monotone stochastic partial differential equations driven by Levy noise 
Jie Xiong, Jianliang Zhai 
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Large deviations and applications for Markovian Hawkes processes with a large initial intensity 
Xuefeng Gao, Lingjiong Zhu 
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Concentration inequalities for separately convex functions 
Antoine Marchina 
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Nonparametric volatility estimation in scalar diffusions: Optimality across observation frequencies. 
Jakub Stanisław Chorowski 
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Simultaneous Quantile Inference For NonStationary Long Memory Time Series 
Weichi Wu, Zhou Zhou 
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Hongyuan Cao, Weidong Liu, Zhou Zhou 
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Nested particle filters for online parameter estimation in discretetime statespace Markov models 
Dan Crisan, Joaquin Miguez 
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Pedro César ÁlvarezEsteban, Eustasio del Barrio, Juan Antonio CuestaAlbertos, Carlos Matrán 
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Entropy production in nonlinear recombination models 
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Teppei Ogihara 
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Christian Döbler, Giovanni Peccati 
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Expected Number and Height Distribution of Critical Points of Smooth Isotropic Gaussian Random Fields 
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Xiao Han, Guangming Pan, Qing Yang 
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Statistical inference for the doubly stochastic selfexciting process in highfrequency financial data 
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Nikolai N. Leonenko, Ivan Papic, Alla Sikorskii, Nenad Suvak 
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Ery AriasCastro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen 
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Donggyu Kim, Yi Liu, Yazhen Wang 
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Nicolas Verzelen, Elisabeth Gassiat 
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Christian Genest, Johanna G. Neslehova, LouisPaul Rivest 
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Sparse HansonWright inequalities for subgaussian quadratic forms 
Shuheng Zhou 
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Chenlei Leng, guangming pan 
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Olivier Ledoit, Michael Wolf 
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Ilaria Giulini 
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Lihu Xu, Xiaobin Sun, Yimin Xiao, Lihu Xu, Jianliang Zhai 
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Mathias Beiglböck, Tongseok Lim, Jan Obloj 
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Ivan S. Yaroslavtsev 
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Arnaud Poinas, Bernard Delyon, Frédéric Lavancier 
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Uniform Behaviors of Random Polytopes under the Hausdorff Metric 
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Adrien Saumard, Jon August Wellner 
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Jérémie Kellner, Alain Celisse 
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Zhidong Bai, Huiqin Li, Guangming Pan 
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Longmin Wang, Kainan Xiang, Lang Zou 
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Tao Lei 
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Tomoyuki Ichiba, Andrey Sarantsev 
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The eternal multiplicative coalescent encoding via excursions of Levytype processes 
Vlada Limic 
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Sven Buhl, Richard A. Davis, Claudia Klüppelberg, Christina Steinkohl 
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Friedrich Goetze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov 
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Xiao Fang, Shige Peng, QiMan Shao, Yongsheng Song 
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Jonathan Weed, Francis Bach 
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Luke Kweku William Abraham 
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Dan Cheng, Valentina Cammarota, Yabebal Fantaye, Domenico Marinucci, Armin Schwartzman 
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Larry Goldstein, Chinmoy Bhattacharjee 
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Xiequan Fan, Ion Grama, Quansheng Liu, QiMan Shao 
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Alain Durmus, Eric Moulines 
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Andriy Olenko, Vo Anh, Nikolai Leonenko, Volodymyr Vaskovych 
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Julien Bect, François Bachoc, David Ginsbourger 
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Zhipeng Liu, Jose Blanchet, Antonius Dieker, Thomas Mikosch 
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Pierre C. Bellec 
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Marc Ditzhaus 
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Raluca M. Balan, Jian Song 
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Harald Bernhard, Bikramjit Das 
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$\Phi$entropy inequalities and asymmetric covariance estimates for convex measures 
Van Hoang Nguyen 
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Samuel Livingstone, Michael Betancourt, Simon Byrne, Mark Girolami 
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Evgenii Chzhen, Mohamed Hebiri, Joseph Salmon 
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Joscha Prochno, David AlonsoGutierrez, Christoph Thaele 
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Nhat Ho, XuanLong Nguyen, Ya'acov Ritov 
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Richard A. Davis, Mikkel Slot Nielsen, Victor Rohde 
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Eitan Greenshtein, Ariel Mansura, Ya'acov Ritov 
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Cecile Durot, Fadoua Balabdaoui, Hanna Jankowski 
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Maylis Varvenne 
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Toshio Honda, ChingKang Ing, WeiYing Wu 
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Functional CLT for martingalelike nonstationary dependent structures 
Florence Merlevède, Magda Peligrad, Sergey Utev 
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Ronald Butler, Andrew Wood 
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Giacomo Aletti, Irene Crimaldi, Andrea Ghiglietti 
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Twosided infinitebin models and analyticity for BarakErd\H{o}s graphs 
Bastien Mallein, Sanjay Ramassamy 
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Recurrence of Multidimensional Persistent Random Walks. Fourier and Series Criteria 
Peggy Cénac, Basile de Loynes, Yoann Offret, Arnaud Rousselle 
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Moving Block and Tapered Block Bootstrap for Functional Time Series With an Application to the KSample Mean Problem 
Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas 
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Bernsteintype exponential inequalities in survey sampling: conditional Poisson sampling schemes 
Stephan Clémençon, Patrice Bertail 
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Sojourn Time Dimensions of Fractional Brownian Motion 
Ivan Nourdin, Giovanni Peccati, Stéphane Seuret 
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Harmonic measure for biased random walk in a supercritical GaltonWatson tree 
Shen Lin 
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Gaps and interleaving of point processes in sampling from a residual allocation model 
Jim Pitman, Yuri Yakubovich 
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The eigenstructure of the sample covariance matrices of highdimensional stochastic volatility models with heavy tails 
Johannes Heiny, Thomas Mikosch 
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Asymptotic Equivalence of Fixedsize and Varyingsize Determinantal Point Processes 
Simon Barthelme, PierreOlivier Amblard, Nicolas Tremblay 
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Convergence of the age structure of general schemes of population processes 
Kais Hamza 
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Equivalence of some subcritical properties in continuum percolation 
JeanBaptiste GOUÉRÉ, Marie THÉRET 
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Estimating the input of a Lévydriven queue by Poisson sampling of the workload process 
Liron Ravner, Onno Boxma, Michel Mandjes 
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Estimation of fully nonparametric transformation models 
Benjamin Colling, Ingrid Van Keilegom 
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Integral expression for the stationary distribution of reﬂected Brownian motion in a wedge 
Sandro Franceschi, Kilian Raschel 
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Consistent estimation of the spectrum of trace class data augmentation algorithms 
Saptarshi Chakraborty, Kshitij Khare 
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Upper Rate Functions of Brownian Motion Type for Symmetric Jump Processes 
Yuichi Shiozawa, Jian Wang 
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Principal components analysis of regularly varying functions 
Piotr Stefan Kokoszka, Stilian Stoev, Qian Xiong 
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Rademacher complexity for Markov chains : Applications to kernel smoothing and MetropolisHasting 
François Portier, Patrice Bertail 
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Spike and slab empirical Bayes sparse credible sets 
Ismael Castillo, Botond Szabo 
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Inverse exponential decay: stochastic fixed point equation and ARMA models 
Krzysztof Burdzy, Tvrtko Tadic 
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Second Order Concentration via Logarithmic Sobolev Inequalities 
Friedrich Götze, Holger Sambale 
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Structured Matrix Estimation and Completion 
Olga Klopp, Yu Lu, Alexandre B. Tsybakov, Harrison H. Zhou 
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Weighted Poincaré inequalities, concentration inequalities and tail bounds related to the Stein kernel in dimension one 
Adrien Saumard 
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The maximal degree in a PoissonDelaunay graph

Gilles Bonnet, Nicolas Chenavier 
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Cliques in rank1 random graphs: the role of inhomogeneity

Kay Bogerd, Rui M. Castro, Remco van der Hofstad 
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Estimation of the linear fractional stable motion

Stepan Mazur, Dmitry Otryakhin, Mark Podolskij

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Needles and straw in a haystack: robust confidence for possibly sparse sequences

Nurzhan Nurushev, Eduard Belitser

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Distances and large deviations in the spatial preferential attachment model

Christian Hirsch, Christian Mönch

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Random walk approximation of BSDEs with Hölder continuous terminal condition

Christel Geiss, Céline Labart, Antti Luoto

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Prediction and estimation consistency of sparse multiclass penalized optimal scoring

Irina Gaynanova

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