Francesca Pistolato (Univ. Luxembourg)
Start date: Sept. 2022

Francesca's papers written under my supervision:

1. Limit theorems for p-domain functionals of stationary Gaussian fields, preprint arXiv

Leonardo Maini (Univ. Luxembourg)
Start date: Jan. 2021

Leonardo's papers written under my supervision:

1. Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields, Ann. Probab. 52, no. 2, pp.737-763 (2024)

2. Fluctuations of Polyspectra in Spherical and Euclidean Random Wave Models, Electron. Commun. Probab., to appear

3. Asymptotic covariances for functionals of weakly stationary random fields, Stoch. Proc. Appl., to appear

4. Limit theorems for p-domain functionals of stationary Gaussian fields, preprint arXiv

Valentin Garino (Univ. Luxembourg)
Jan. 2019 - Jul. 2022

Valentin's papers written under my supervision:

1. Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion, Electron. J. Probab. 27, pp. 1-43 (2022)

2. Limit theorems for integral functionals of Hermite-driven processes, Bernoulli 27, no. 3, pp. 1764-1788 (2021)

Lara Daw (Univ. Luxembourg and Univ. Paris Créteil)
Cosupervised with Stéphane Seuret
Jan. 2019 - May 2022

Lara's papers written under my supervision:

1. A uniform result for the dimension of fractional Brownian motion level sets, Statist. Probab. Letters 169, 108984 (2021)

2. Fractal dimensions of the Rosenblatt process, Stoch. Proc. Appl. 161, pp. 544-571 (2023)

3. Potential method and projection theorems for macroscopic Hausdorff dimension, Advances in Math. 417, 108920 (2023)

4. Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process, Electron. J. Probab. 27, pp. 1-45 (2022)

Guangqu Zheng (Univ. Luxembourg)
Sept. 2015 - Mar. 2018

Guangqu's papers written under my supervision:

1. Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals, Stoch. Proc. Appl. 127, pp. 1622-1636 (2017)

2. Corrector in random homogenization of elliptic equations in presence of long-range media, Probab. Math. Stat. 38 (2018), no. 2, pp. 271-286.

3. Exchangeable pairs on Wiener chaos, to appear in High Dimensional Probability VIII proceedings

4. Fourth moment theorems on the Poisson space in any dimension , Electron. J. Probab. 23 (2018), paper no. 36, 27 pp

5. A Peccati-Tudor type theorem for Rademacher chaoses, ESAIM: PS 23, pp. 874-892 (2019)

Diu Tran (Univ. Luxembourg)
Jan. 2015 - Jan. 2018

Diu's papers written under my supervision:

1. Non-Central Limit Theorem for Quadratic Functionals of Hermite-Driven Long Memory Moving Average Processes, Stoch. Dyn. 8, no. 4, 1850028

2. Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields, Probab. Math. Stat 39, no. 2, pp. 385-401 (2019) 

3. Statistical inference for Vasicek-type model driven by Hermite processes, Stoch. Proc. Appl. 129, no. 10, pp. 3774-3791 (2018)

Rola Zintout (Univ. Lorraine)
Sept. 2012 - Sept. 2015

Rola's papers written under my supervision:

1. Total variation distance between two double Wiener-Itô integrals, Stat. Probab. Lett. 83, no. 10, pp. 2160–2167 (2013)

2. Cross-variation of Young integral with respect to long-memory fractional Brownian motions, Probab. Math. Statist. 36, no. 35, pp. 35-46 (2016)

3. Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation, Statist. Infer. Stoch. Proc. 19, no. 2, pp. 219-234 (2016)

Raghid Zeineddine (Univ. Lorraine)
Sept. 2011 - Dec. 2014

Raghid was awarded the 2015 PhD prize for the best PhD thesis defended at University of Lorraine in the fields of Computer Sciences, Automatics, Electronics and Mathematics. Congrats to him!

Raghid's papers written under my supervision:

1. Fluctuations of the power variation of fractional Brownian motion in Brownian time, Bernoulli 21, no. 2, pp. 760-780 (2015)

2. An Itô's type formula for the fractional Brownian motion in Brownian motion, Electron. J. Probab. 19, no. 99, 1-15 (2014)

3. Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time, ALEA, Lat. Am. J. Probab. Math. Stat. 12, no. 2, 597-683 (2015)

Salim Noreddine (Univ. Paris 6)
Sept. 2009 - March 2013

Salim's papers written under my supervision:

1. On the Gaussian approximation of vector-valued multiple integrals, J. Multiv. Anal. 102, no. 6, pp. 1008-1017 (2011)

2. Fluctuations of the traces of complex-valued iid random matrices, Sém. Probab. XLV, pp. 401-431 (2013)

3. Fourth Moment Theorem and q-Brownian Chaos, Comm. Math. Phys. 321, no. 1, pp. 113-134 (2013)