Full professor, Université de Lorraine
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, 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., 2013, published online)
- Raghid Zeineddine (Univ. Lorraine). Start date: September 2011.
Raghid's papers written under my supervision:
``Fluctuations of the power variation of iterated fractional 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'' (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.
2013: Winner of the 2013 France Scopus Researcher Award in the field of Mathematics (1 500 €)
2011: Winner of the 2011 Prize of the Fondation des Sciences Mathématiques de Paris (10 000 €)
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