Probability and statistics seminar

Since September 2012, I have run the weekly ``probability and statistics weekly seminar'' of Nancy. You may get useful information (especially if you are an invited speaker) here.

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: inourdin@gmail.com

Editorial activities

- 2012 - present: Associate Editor for Statistics and Probability Letters

- 2011: Guest Associate Editor for a COSA special issue on Gaussian processes (table of contents, preface)

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)

PhD students

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.

Short vita

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 €)

2010-present: Full professor (Professeur des Universités), Université de Lorraine (formerly known as Université Nancy 1)

2005-10: Associate professor (Maître de conférences), Université Paris 6

2004-05: Instructor (A.T.E.R.), École des Mines de Nancy

2001-04: PhD student (supervised by Pierre Vallois), Université Nancy 1

2000: Agrégation de Mathématiques (ranked 18th)

1999-2001: Student at the École Normale Supérieure de Cachan

1978: born in Épinal