WorldCat Identities

Picard, Jean 1959-

Overview
Works: 21 works in 74 publications in 4 languages and 2,442 library holdings
Genres: Conference proceedings  History 
Roles: Editor
Classifications: QA3, 519.2
Publication Timeline
Key
Publications about  Jean Picard Publications about Jean Picard
Publications by  Jean Picard Publications by Jean Picard
Most widely held works by Jean Picard
The lace expansion and its applications Ecole d'Eté de Probabilités de Saint-Flour XXXIV-2004 by G Slade ( )
23 editions published between 2004 and 2006 in English and held by 602 WorldCat member libraries worldwide
Combinatorial stochastic processes Ecole d'été de probabilités de Saint-Flour XXXII, 2002 by Jim Pitman ( )
8 editions published in 2006 in English and held by 569 WorldCat member libraries worldwide
The Wulff crystal in Ising and percolation models Ecole d'été de probabilités de Saint-Flour XXXIV, 2004 by Raphaël Cerf ( )
6 editions published in 2006 in English and held by 559 WorldCat member libraries worldwide
Lectures on probability theory and statistics : Ecole d'été de probabilités de Saint-Flour XXXI, 2001 by Simon Tavaré ( Book )
7 editions published in 2004 in English and German and held by 298 WorldCat member libraries worldwide
Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de Saint-Flour XXXI--2001 by Olivier Catoni ( Book )
4 editions published in 2004 in English and held by 260 WorldCat member libraries worldwide
Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results
Lectures on probability theory and statistics Ecole d'Eté de Probabilités de Saint-Flour XXXIII-2003 by Amir Dembo ( )
6 editions published in 2005 in English and held by 37 WorldCat member libraries worldwide
Annotation
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de Saint-Flour XXXII-2002 by Boris Tsirelson ( Book )
3 editions published in 2004 in English and held by 35 WorldCat member libraries worldwide
This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees
Concentration inequalities and model selection Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 by Pascal Massart ( Book )
3 editions published in 2007 in English and held by 33 WorldCat member libraries worldwide
"An overview of a non-asymptotic theory for model selection is given here and some selected applications to variable selection, change points detection and statistical learning are discussed. This volume reflects the content of the course given by P. Massart in St. Flour in 2003. It is mostly self contained and accessive to graduate students."--Jacket
Differential equations driven by rough paths École d'été de probabilités de Saint-Flour XXXIV-2004 by T. J Lyons ( Book )
1 edition published in 2007 in English and held by 24 WorldCat member libraries worldwide
Annotation
Méthodes de perturbation pour les équations différentielles stochastiques et le filtrage non linéaire by Jean Picard ( Book )
2 editions published in 1987 in French and held by 7 WorldCat member libraries worldwide
Nouveau manuel de bionomie benthique de la Mer mediterranee by Jean-Marie Pérès ( Book )
1 edition published in 1964 in French and held by 4 WorldCat member libraries worldwide
PROBLEME D'APPROXIMATION EN FILTRAGE STOCHASTIQUE by Jean Picard ( Book )
1 edition published in 1982 in French and held by 3 WorldCat member libraries worldwide
PROBLEME DE FILTRAGE AVEC PETIT TERME NON LINEAIRE. FILTRAGE AVEC BRUIT BROWNIEN: STABILITE DE LA SOLUTION PAR RAPPORT A LA LOI DU SIGNAL
Fluctuation theory for Levy processes Ecole d'Eté de Probabilités de Saint-Flour XXXV-2005 by Ronald A Doney ( Book )
1 edition published in 2007 in English and held by 2 WorldCat member libraries worldwide
L??vy processes, i.e. processes in continuous time with stationary and independent increments, are named after Paul L??vy, who made the connection with infinitely divisible distributions and described their structure. They form a flexible class of models, which have been applied to the study of storage processes, insurance risk, queues, turbulence, laser cooling, ... and of course finance, where the feature that they include examples having "heavy tails" is particularly important. Their sample path behaviour poses a variety of difficult and fascinating problems. Such problems, and also some r
The lace expansion and its applications : Ecole d'Etâe de Probabilitâes de Saint-Flour XXXIV, 2004 by G Slade ( Book )
1 edition published in 2006 in English and held by 2 WorldCat member libraries worldwide
The Wulff crystal in Ising and percolation models : Ecole d'Etâe de Probabilitâes de Saint-Flour XXXIV, 2004 by Raphaèel Cerf ( Book )
1 edition published in 2006 in English and held by 1 WorldCat member library worldwide
Technique des successions et libéralités by Jean Picard ( Book )
1 edition published in 1976 in French and held by 1 WorldCat member library worldwide
Calcul stochastique anticipant pour des processus avec sauts by Florent Nicaise ( Book )
1 edition published in 2000 in Multiple languages and held by 1 WorldCat member library worldwide
ETUDE D'UNE EDPS CONDUITE PAR UN BRUIT POISSONNIEN by ERWAN SAINT LOUBERT BIE ( Book )
1 edition published in 1998 in French and held by 1 WorldCat member library worldwide
NOUS ETUDIONS UNE EQUATION AUX DERIVEES PARTIELLES STOCHASTIQUES (EDPS), DE TYPE PARABOLIQUE, POSEE EN DIMENSION D, ET CONDUITE PAR UN BRUIT POISSONNIEN, COMPENSE OU NON. LE PREMIER CHAPITRE ETUDIE L'EXISTENCE, L'UNICITE ET LA REGULARITE D'UNE SOLUTION PROGRESSIVEMENT MESURABLE. POUR MONTRER L'EXISTENCE ET L'UNICITE, ON UTILISE DES TECHNIQUES PROCHES DE CELLES EMPLOYEES DANS LE CAS GAUSSIEN. DES CRITERES PERMETTANT D'ASSURER DES REGULARITES, EN TEMPS OU EN ESPACE, POUR LE PROCESSUS SOLUTION, SONT ENSUITE MONTRES. ON EMPLOIE POUR CELA DES ESTIMATIONS PORTANT SUR LA FONCTION DE GREEN. LES DIMENSIONS DE HAUSDORFF DES ENSEMBLES DE POINTS EXCEPTIONNELS, OU LA SOLUTION PRESENTE CERTAINES IRREGULARITES, SONT AUSSI EVALUEES. LE SECOND CHAPITRE PRESENTE LA CONSTRUCTION ET L'APPLICATION D'UN CALCUL VARIATIONNEL STOCHASTIQUE A LA SOLUTION D'UNE TELLE EDPS. NOUS Y RAPPELONS D'ABORD LE THEOREME DE GIRSANOV POUR DES MESURES ALEATOIRES, AVANT D'ELABORER UNE DERIVATION SUR L'ESPACE DES MESURES ALEATOIRES A VALEURS ENTIERES. NOUS MONTRONS UNE FORMULE D'INTEGRATIONS PAR PARTIES, ET UNE PROPRIETE DE FERMABILITE POUR CETTE DERIVATION, CE QUI PERMET D'ETUDIER L'ABSOLUE CONTINUITE DE LA LOI DU PROCESSUS SOLUTION DE NOTRE EDPS
Histoire de la France ( Book )
1 edition published in 1963 in French and held by 1 WorldCat member library worldwide
Equations différentielles stochastiques rétrogrades à valeurs sur les variétés by Fabrice Blache ( Book )
1 edition published in 2004 in French and held by 1 WorldCat member library worldwide
Cette thèse est consacrée à l'étude d'un certain type d'équations differentielles stochastiques rétrogrades (EDSR) avec une dérive f, dont les solutions prennent leur valeur sur une variété riemannienne munie d'une connexion. Dans la première partie, on étudie deux cas particulers : le cas d'une dérive f simple et le cas d'une dérive plus générale, mais seulement sur des variétés de Cartan-Hadamard. Dans la deuxième partie, on complète les résultats précédents dans un cadre plus général. Nous obtenons des résultats d'existence et d'unicité d'une solution, pour des processus à valeurs dans des domaines ayant des propriétés de convexité. Nous faisons aussi le lien avec la théorie des EDP, en particulier le problème de Dirichlet et l'equation de la chaleur sur les variétés. Enfin dans la troisième partie, on donne un résultat d'approximation des trajectoires solutions par des processus à temps discret
 
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Audience level: 0.80 (from 0.00 for PROBLEME D ... to 1.00 for The Wulff ...)
Alternative Names
Picard, J.
Picard, J. 1959-
Picard, J. (Jean), 1959-
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