Full professor, Université de Lorraine
On January 30-31, 2014, with Céline Lacaux we are organizing the fourth edition of the PL2US workshop. More information here!
Probability and statistics seminar
How to reach me?
- Postal address: Institut Élie Cartan, Université de Lorraine, Campus Aiguillettes, BP 70239, 54506 Vandoeuvre-lès-Nancy, France
- Office room: 214 (access map)
- Phone: +33 3 83 68 45 44 (office)
+33 6 63 00 71 50 (cell phone)
- Email: firstname.lastname@example.org
- 2012 - present: Associate Editor for Statistics and Probability Letters
Research and related topics
- My comprehensive list of publications is available here
- My list of coauthors, together with some pictures of them, is here
- My past and forthcoming talks may be found here
- Here is a list of some conferences I have organized
- I am currently supported by the ANR grant "Malliavin, Stein and Stochastic Equations with Irregular Coefficients" (2010-2013)
- I was a former member of the ANR project "Exploration des Chemins Rugueux" (2009-2012)
To keep a sense of proportion, do not forget that any PhD student hitting keys at random on a keyboard for an infinite amount of time will almost surely finish his/her thesis ;-)
- Salim Noreddine (Univ. Paris 6), Sept. 2009 - March 2013.
Salim's papers written under my supervision:
``On the Gaussian approximation of vector-valued multiple integrals'' (J. Multiv. Anal. 102, no. 6, pp. 1008-1017, 2011)
``Fluctuations of the traces of complex-valued iid random matrices'' (Séminaire de Probabilités XLV, 2013)
``Fourth Moment Theorem and q-Brownian Chaos'' (Comm. Math. Phys. 321, no. 1, pp 113-134, 2013)
- Raghid Zeineddine (Univ. Lorraine). Start date: September 2011.
Raghid's papers written under my supervision:
``Fluctuations of the power variation of fractional Brownian motion in Brownian time'' (Bernoulli, in revision)
``An Itô's type formula for the fractional Brownian motion in Brownian motion'' (preprint)
- Rola Zintout (Univ. Lorraine). Start date: September 2012.
Rola's papers written under my supervision:
``Total variation distance between two double Wiener-Itô integrals'' (Stat. Probab. Lett. 83, no. 10, pp. 2160–2167, 2013)
``Asymptotic behaviour of the cross-variation of some integral long memory processes'', preprint
Stein's method and Malliavin calculus
- I maintain a special webpage on Stein's method and Malliavin calculus (comments are most welcome!)
- With Giovanni Peccati, we wrote in 2012 a book entitled "Normal Approximations with Malliavin Calculus: from Stein's Method to Universality" that provides an introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space. It is published by Cambridge University Press in the series ``Cambridge Tracts in Mathematics''. If you want to buy the book and have a 20% discount
on it, go to this website.
- Between January and March 2012, I delivered a series of lectures of three hours each (except for the first lecture, which was `only' two hours and was followed by a cocktail party) in the prestigious Collège de France.
I mainly spoke about my recent research on Stein's method, Malliavin calculus and free probability. Here was the dedicated poster. Also, by following this link, you can download the associated lecture notes (to be published in the Séminaire de Probabilités).
Here is another link, where you can watch the videos of the lectures.
Photo by Camille Male (taken at Saarland University)
Fractional Brownian motion
Fractional Brownian motion is a stochastic process which deviates significantly from Brownian motion and semimartingales, and others classically used in probability theory.
In 2012, I wrote a book on selected aspects of it. You can download the table of contents from here.
Note that, with very few exceptions, every stated result is proved.
2013: Winner of the 2013 France Scopus Researcher Award in the field of Mathematics
2011: Winner of the 2011 Prize of the Fondation des Sciences Mathématiques de Paris
2010-present: Full professor (Professeur des Universités), Université de Lorraine
2005-10: Associate professor (Maître de conférences), Université Paris 6
2004-05: Instructor (A.T.E.R.), École des Mines de Nancy
2000: Agrégation de Mathématiques (ranked 18th)
1999-2001: Student at the École Normale Supérieure de Cachan
1978: born in Épinal