Philippe Barbe

Chargé de recherches au CNRS (UMR 8088, laboratoire AGM)

Statistique et domaines connexes, équations q-algébriques

couriel: mon_prénom.mon_nom(at)math.cnrs.fr


Travaux: la plupart de mes travaux écrits après 2003 sont sur arXiv

Livres:

The Weighted Bootstrap, avec Patrice Bertail (INRA), Lecture Notes in Statistics, 1995, Springer.

Cours de Probabilité pour la Licence, avec Michel Ledoux, 1999, Belin et Editions 31; 2nd é;dition EDP (2007).

Integral over Asymptotic Sets, with Applications in Statistics and Probability



Mémoire:

Asymptotic expansions for infinite weighted convolutions of heavy tail distributions and applications, avec W.P. McCormick, Memoirs of the American Mathematical Society, 2009.


Articles:

Un coût du chômage?, Travail et Emploi, 40, 63-71, 1998

Sur la probabilité qu'un cylindre coupe un réseau de plans dans R3, Publication de l'ISUP, XXIV, Fasc. 3, 3--8, 1989

Limiting distribution of the maximal spacing when the density function admits a positive minimum, Statistics and Probability Letters, 14, 53--60, 1992.

Weighted approximation of the renewal spacing processes, Journal of Multivariate Analysis, 45, 171--182, 1993.

Limiting distribution of the minimal spacing, Mathematical Method of Statistics, 3, 306--325, 1993.

Joint approximation of processes based on spacings and order statistics, Stochastic Processes and their Applications, 53, 339--349 (1994).

A review on some large deviation results, Publication de l'ISUP, XXXVIII, 3--24, 1994.

On the limiting distribution function for the spacings, Statistics, 25, 367--373, 1994.

Statistiques de rangs linéaires, normalité asymptotique et thérorème de projection de Hàjek (avec M. Hallin), in Inférence Non Paramétrique -- Les Statistiques de rangs, pp.167--202, J.-J. Droesbeke and J. Fine Eds., édition de l'Université de Bruxelles and Ellipse.

On Kendall's process (avec Ch. Genest, K. Ghoudi, B. Rémillard), Journal of Multivariate Analysis, 58, 197--229, 1996.

Functional Erdös-Rényi laws for processes indexed by sets (avec M. Broniatowski), Journal of Mathematical Sciences, 83, 356--369, 1996.

Bootstrapping of the renewal spacing processes, Journal of Statistical Planning and Inference, 60, 199--214, 1997.

Deviation principle for set indexed processes with independent increments (avec M. Broniatowski), Studia Scientiarum Mathematicarum Hungarica, 33, 393--418, 1997.

Statistical Analysis of mixtures and the empirical probability measure, Acta Applicandae Mathematicae, 50, 253--340, 1998.

Large deviation principle for sequential rank processes (avec M. Broniatowski), Mathematical Methods of Statistics,7, 98--110, 1998

Last passage time for the empirical mean of some mixing processes, avec M. Doisy and B. Garel, Statistics and Probability Letters, 40, 237--245, 1998

Note on functional large deviation principle for fractional ARIMA processes, avec M. Broniatowski, Statistical Inference for Stochastic Processes, 1, 17--27, 1998.

Simulation in exponential families, avec M. Broniatowski, ACM Transactions on Modeling and Computer Simulation (TOMACS), 9, 203--223, 1999.

Relationship between preparation convergence, retention and vertical displacement of extracoronal retainers (with D. Chan (DMD, MS, DDS) and A.H. Wilson (DDS)), Proceedings of the American Association of Dental Research 2001 conference, Chicago, IL.

A central limit theorem for rejective sampling, Sankhyà, A, 65, 1--22, 2003.

Effect of preparation convergence on retention and seating discrepancy of complete veneer crowns (with D.C.N. Chan, A.H. Wilson, R.J. Cronin, C. Chung, K. Chung, Journal of Oral Rehabilitation, 31, 1007--1013, 2004.

Blowing number of a distribution for a statistics and loyal estimators (avec M. Broniatowski), Statistics and Probability Letters, 69, 465--475, 2004.

Second order expansion for the maximum of some stationnary Gaussian sequences (avec W.P. McCormick) Stochastic Processes and their Applications, 110, 315--342, 2004.

Tail calculus with remainder, applications to tail expansions for infinite order moving averages, randomly stopped sums, and related topics (avec W.P. McCormick), Extremes, 7, 337--365, 2004.

Asymptotic expansions of convolutions of regularly varying distributions (avec W.P. McCormick), Journal of Australian Mathematical Society, 78, 339--371, 2005.

On sharp large deviations for sums of random vectors and multidimensional Laplace approximation (avec M. Broniatowski), Theory of Probability and its Applications, 49, 561--588, 2005.

On the tail behavior of sums of dependent risks (avec A.L. Fougères and Ch. Genest), Astin Bulletin, 36, 361--373, 2006.

Asymptotic expansions for distributions of compound sums of random variables with rapidly varying subexponential distribution (avec W.P. McCormick and C. Zhang), Journal of Applied Probability, 670--684, 2007.

Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments (avec W.P. McCormick and C. Zhang), Stochastic Processes and their Applications, 117, 1835--1847, 2007.

Asymptotic expansions for weighted convolutions of light subexponential distribution (avec W.P. McCormick), Theory of Probability and Related Fields, 141, 155--180, 2008.

An extension of a logarithmic form of Cramér's ruin theorem to some FARIMA and related processes (avec W.P. McCormick), Stochastic Processes and their Applications, 120, 801--828, 2010.

Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations (avec W.P. McCormick), Extremes, 14, 63--125, 2012.

A critical reanalysis of Maryland State Police searches, The American Statistician, 66, 1--7, 2012 avec W.C. Horrace

Heavy-traffic approximations for fractionally integrated random walks in the domain of attraction of a non-Gaussian stable distribution, Stochastic Processes and their Applications, 122, 1276--1303, 2012, avec W.P. McCormick

The point process approach for fractionally differentiated random walks under heavy traffic, Stochastic Processes and their Applications, 122, 4028--4053, 2012, avec W.P. McCormick

Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution, Probability Theory and Related Fields, 154, 429--476, 2012, avec W.P. McCormick

q-Catalan bases and their dual coefficients, avec W.P. McCormick

A conditional limit theorem for a bivariate representation of a univariate random variable and conditional extreme values, avec M.I. Seifert

Some Tauberian theory for the q-Lagrange inversion, avec W.P. McCormick

On q-algebraic equations and their power series solutions avec W.P. McCormick



Mise à jour: Juillet 2014