Florence Merlevède
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French probability theorist
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Florence Merlevèdemathematics Degrees
Mathematics
#3973
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#5734
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Probability Theory
#154
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#183
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Measure Theory
#3759
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#4431
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Mathematics
Why Is Florence Merlevède Influential?
(Suggest an Edit or Addition)According to Wikipedia, Florence Merlevède is a French probability theorist whose research interests focus on dependent and weakly dependent random variables, including Bernstein inequalities and central limit theorems for these variables. She is a professor in the laboratory for analysis and applied mathematics at Gustave Eiffel University, associated with the research group on probability and statistics there.
Florence Merlevède's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- A Bernstein type inequality and moderate deviations for weakly dependent sequences (2009) (162)
- Recent advances in invariance principles for stationary sequences (2006) (145)
- Bernstein inequality and moderate deviations under strong mixing conditions (2012) (130)
- Necessary and sufficient conditions for the conditional central limit theorem (2002) (91)
- On the Weak Invariance Principle for Non-Adapted Sequences under Projective Criteria (2007) (53)
- The conditional central limit theorem in Hilbert spaces (2003) (51)
- Sharp Conditions for the CLT of Linear Processes in a Hilbert Space (1997) (45)
- On the limiting spectral distribution for a large class of symmetric random matrices with correlated entries (2015) (44)
- Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains (2009) (44)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (2011) (44)
- Adaptive estimation of the stationary density of discrete and continuous time mixing processes (2002) (42)
- Asymptotic Normality for Density Kernel Estimators in Discrete and Continuous Time (1999) (40)
- On martingale approximations and the quenched weak invariance principle (2012) (38)
- Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables (2008) (36)
- Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications (2015) (35)
- On the empirical spectral distribution for matrices with long memory and independent rows (2014) (33)
- Strong approximation of partial sums under dependence conditions with application to dynamical systems (2011) (32)
- On the Weak Invariance Principle for Stationary Sequences under Projective Criteria (2006) (31)
- Functional Gaussian Approximation for Dependent Structures (2019) (31)
- Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes (2015) (30)
- Invariance principles for linear processes with application to isotonic regression (2009) (28)
- Strong invariance principles with rate for "reverse" martingales and applications (2012) (27)
- Rates of convergence for minimal distances in the central limit theorem under projective criteria (2007) (24)
- On the Coupling of Dependent Random Variables and Applications (2002) (20)
- Strong approximation for additive functionals of geometrically ergodic Markov chains (2015) (17)
- On the Central Limit Theorem and Its Weak Invariance Principle for Strongly Mixing Sequences with Values in a Hilbert Space via Martingale Approximation (2003) (17)
- Moderate deviations for stationary sequences of bounded random variables (2007) (17)
- Bernstein type inequality for a class of dependent random matrices (2015) (17)
- Moment bounds for dependent sequences in smooth Banach spaces (2014) (16)
- A quenched weak invariance principle (2012) (16)
- Rates in almost sure invariance principle for slowly mixing dynamical systems (2018) (16)
- Almost sure invariance principles via martingale approximation (2011) (16)
- Rates of convergence in the strong invariance principle under projective criteria (2011) (16)
- Rates in almost sure invariance principle for quickly mixing dynamical systems (2018) (14)
- The empirical distribution function for dependent variables: asymptotic and nonasymptotic results in ${\mathbb L}^p$ (2007) (13)
- Central limit theorem for linear processes with values in a Hilbert space (1996) (13)
- Strong approximation of the empirical distribution function for absolutely regular sequences in ${\mathbb R}^d$ (2014) (13)
- Large and moderate deviations for the left random walk on GL d (R) (2016) (13)
- Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary $\alpha$-dependent sequences (2015) (12)
- On the limiting spectral distribution for a large class of random matrices with correlated entries (2013) (12)
- On the Komlós, Major and Tusnády strong approximation for some classes of random iterates (2017) (12)
- Inequalities for partial sums of Hilbert valued dependent sequences and applications (2007) (11)
- Strong approximation results for the empirical process of stationary sequences (2013) (10)
- Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GLd(R) (2021) (10)
- Unbounded largest eigenvalue of large sample covariance matrices: Asymptotics, fluctuations and applications (2018) (10)
- The almost sure invariance principle for unbounded functions of expanding maps (2011) (9)
- Estimation of the Asymptotic Variance of Kernel Density Estimators for Continuous Time Processes (2001) (9)
- Functional CLT for martingale-like nonstationary dependent structures (2018) (9)
- On a maximal inequality for strongly mixing random variables in Hilbert spaces. Application to the compact law of the iterated logarithm (2008) (9)
- Rates of convergence in invariance principles for random walks on linear groups via martingale methods (2019) (8)
- Functional CLT for nonstationary strongly mixing processes (2020) (7)
- Rates in the strong invariance principle for ergodic automorphisms of the torus (2012) (7)
- Rates of convergence in the central limit theorem for martingales in the non stationary setting (2021) (7)
- Empirical central limit theorems for ergodic automorphisms of the torus (2012) (7)
- Functional moderate deviations for triangular ar- rays and applications (2008) (7)
- On the local limit theorems for psi-mixing Markov chains (2020) (6)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (2011) (6)
- Super optimal rates for nonparametric density estimation via projection estimators (2005) (6)
- Large and moderate deviations for bounded functions of slowly mixing markov chains (2016) (6)
- A deviation bound for α-dependent sequences with applications to intermittent maps (2017) (5)
- Convergence rates in the law of large numbers for Banach-valued dependent variables@@@Convergence rates in the law of large numbers for Banach-valued dependent variables (2007) (5)
- On the universality of spectral limit for random matrices with martingale differences entries (2013) (5)
- Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus (2012) (4)
- Moderate Deviations for Linear Processes Generated by Martingale-Like Random Variables (2010) (4)
- Reflexive Operator Algebras on Banach Spaces (2012) (4)
- Behavior of the empirical Wasserstein distance in ${\mathbb R}^d$ under moment conditions (2018) (4)
- Law of the iterated logarithm for the periodogram (2012) (4)
- On strong approximation for the empirical process of stationary sequences. (2012) (3)
- Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences (2020) (3)
- Weak invariance principle and exponential bounds for some special functions of intermittent maps (2009) (3)
- Central limit theorem and almost sure results for bivariate empirical W 1 distances (2020) (2)
- Moderate deviations of functional of Markov Processes (2014) (1)
- Criteria for Borel-Cantelli lemmas with applications to Markov chains and dynamical systems (2019) (1)
- Berry–Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>G</mml:mi><mml:msub><mml:mi>L</mml:mi> <mml:mi>d</mml:mi> </mml:msub><mml:mrow><mml:mo>(</mml:mo><mml:mi>ℝ</mml:mi><mml:m (2022) (1)
- Quadratic transportation cost in the conditional central limit theorem for dependent sequences (2022) (1)
- Central limit theorem and almost sure results for the empirical estimator of superquantiles/CVaR in the stationary case (2022) (1)
- Limiting Spectral Distribution of Large Sample Covariance Matrices Associated with a Class of Stationary Processes (2013) (1)
- On the universality of the limiting spectral distribution for a large class of random matrices with correlated entries (2013) (0)
- Moment Inequalities via Martingale Methods (2019) (0)
- Moment Inequalities and Gaussian Approximation for Martingales (2019) (0)
- FA ] 2 A pr 2 01 2 Reflexive Operator Algebras on Banach Spaces by (2013) (0)
- Linear Processes (2019) (0)
- Limit theorems for iid products of positive matrices (2023) (0)
- Principe d'invariance faible et régression isotonique (2009) (0)
- Reversible Markov Chains (2019) (0)
- An alternative to the coupling of Berkes-Liu-Wu for strong approximations (2017) (0)
- PR ] 2 1 O ct 2 02 1 Berry-Esseen type bounds for the matrix coefficients and the spectral radius of the left random walk on GL d ( R ) (2021) (0)
- A deviation bound for $\alpha$-dependent sequences with applications to intermittent maps (2016) (0)
- 2 Empirical central limit theorems 2 . 1 Empirical central limit theorem in L (2021) (0)
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields (2022) (0)
- Rates of convergence in the strong invariance principle under weak dependence conditions (2010) (0)
- Rates of convergence in the central limit theorem for the elephant random walk with random step sizes (2023) (0)
- Random Walk in Random Scenery (2019) (0)
- Density estimation for $\tilde{\beta}$-dependent sequences (2017) (0)
- Density estimation for $\beta$-dependent sequences (2016) (0)
- Deviation and concentration inequalities for dynamical systems with subexponential decay of correlations (2022) (0)
- Strong Invariance Principles with Rate for “Reverse” Martingale Differences and Applications (2013) (0)
- Functional Central Limit Theorem for Empirical Processes (2019) (0)
- FA ] 7 J un 2 01 3 Reflexive Operator Algebras on Banach Spaces by (2014) (0)
- Moment Inequalities and Gaussian Approximation for Mixing Sequences (2019) (0)
- Berry–Esseen type bounds for the left random walk on GLd(R) under polynomial moment conditions (2022) (0)
- Examples of Stationary Sequences with Approximate Negative Dependence (2019) (0)
- Gaussian Approximation under Asymptotic Negative Dependence (2019) (0)
- Application to the Uniform Laws of Large Numbers for Dependent Processes (2019) (0)
- On the central limit theorem for stationary random fields under L 1 -projective condition (2022) (0)
- Universality of Limiting Spectral Distribution Under Projective Criteria (2019) (0)
- Stationary Sequences in a Random Time Scenery (2019) (0)
- Dependence Coefficients for Sequences (2019) (0)
- Gaussian Approximation via Martingale Methods (2019) (0)
- On the central limit theorem for stationary random fields under L1-projective condition (2022) (0)
- Weakly Associated Random Variables (2019) (0)
- On the local limit theorems for lower psi-mixing Markov chains (2021) (0)
- Examples and Counterexamples (2019) (0)
- Maximal Moment Inequalities for Weakly Negatively Dependent Variables (2019) (0)
- Density estimation for β-dependent sequences (2016) (0)
- Introduction to Stochastic Processes (2019) (0)
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What Schools Are Affiliated With Florence Merlevède?
Florence Merlevède is affiliated with the following schools:
