Nicolas Privault

Statistics and Probability · 2002–2016

A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 17 citations into it; #9,283 of 12,932 by trust here, #10,275 by citations
• Applied Mathematics — 14 citations into it
• Mathematical Physics — 12 citations into it
• Finance — 9 citations into it; #4,073 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 8 citations into it; #3,614 of 11,946 by trust here, #9,383 by citations

Whom Nicolas Privault trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. C. Houdr'e
2. Liming Wu
3. L. Shepp
4. Fuqing Gao
5. Cécile Ané
6. Jeremy Quastel
7. Sergey G. Bobkov
8. John Hough
9. René L. Schilling
10. M. Sanz-Solé

Who trusts Nicolas Privault overall

1. Ivan Nourdin
2. Giovanni Peccati
3. Günter Last
4. Ilya S. Molchanov
5. Matthias Schulte
6. Ignacio Cascos
7. Gesine Reinert
8. R. Tyrrell Rockafellar
9. Patricia Reynaud-Bouret
10. Kathrin Klamroth

Papers from Nicolas Privault's perspective

Ordered by how strongly the researchers Nicolas Privault trusts endorse each paper. Same corpus, a different order for every researcher.

1. A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
2. Determinantal random point fields
3. Random point fields associated with certain Fredholm determinants I: fermion, Poisson and boson point processes
4. Statistical Ensembles of Complex, Quaternion, and Real Matrices
5. Trace ideals and their applications
6. The coincidence approach to stochastic point processes
7. The Malliavin Calculus and Related Topics
8. Exponential decay of entropy in the random transposition and Bernoulli-Laplace models
9. Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes (Advances in Applied Probability)
10. Determinantal Processes and Independence

Their papers

• Stein estimation for the drift of Gaussian processes using the Malliavin calculus (2008) — 34 citations
• Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (2009) — 160 citations
• Determinantal Point Processes (2016) — 262 citations
• Stochastic Finance (2013) — 819 citations
• Stochastic analysis of Bernoulli processes (2008) — 77 citations
• Concentration and deviation inequalities in infinite dimensions via covariance representations (2002) — 63 citations