Picard, Jean 1959
Overview
Works:  21 works in 227 publications in 4 languages and 3,453 library holdings 

Genres:  Conference papers and proceedings 
Roles:  Editor, Author 
Classifications:  QA3, 519.2 
Publication Timeline
.
Most widely held works by
Jean Picard
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de SaintFlour XXXII2002 by
Boris Tsirelson(
Book
)
63 editions published between 2004 and 2010 in 3 languages and held by 555 WorldCat member libraries worldwide
This is yet another indispensable volume for all probabilists and collectors of the SaintFlour 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 SaintFlour (July 724, 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 twodimensional random curves. It provides a definition and properties of the SchrammLoewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar selfavoiding walks, critical percolation, looperased random walks and uniform spanning trees
63 editions published between 2004 and 2010 in 3 languages and held by 555 WorldCat member libraries worldwide
This is yet another indispensable volume for all probabilists and collectors of the SaintFlour 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 SaintFlour (July 724, 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 twodimensional random curves. It provides a definition and properties of the SchrammLoewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar selfavoiding walks, critical percolation, looperased random walks and uniform spanning trees
Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de SaintFlour XXXI2001 by
Olivier Catoni(
Book
)
21 editions published in 2004 in English and held by 282 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. oversimplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PACBayesian 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 nonasymptotic 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
21 editions published in 2004 in English and held by 282 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. oversimplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PACBayesian 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 nonasymptotic 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
Combinatorial stochastic processes : Ecole d'été de probabilités de SaintFlour XXXII2002 by
Jim Pitman(
Book
)
27 editions published in 2006 in English and held by 267 WorldCat member libraries worldwide
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes, in particular the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes. The course is a summary and review of the author's research over the last ten years, much of it joint work with coauthors David Aldous, Jean Bertoin, Steven Evans, and Marc Yor
27 editions published in 2006 in English and held by 267 WorldCat member libraries worldwide
The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes, in particular the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes. The course is a summary and review of the author's research over the last ten years, much of it joint work with coauthors David Aldous, Jean Bertoin, Steven Evans, and Marc Yor
The lace expansion and its applications : Ecole d'Eté de Probabilités de SaintFlour XXXIV2004 by
G Slade(
Book
)
28 editions published between 2004 and 2006 in English and held by 246 WorldCat member libraries worldwide
The lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest in probability, statistical mechanics, and combinatorics, above their upper critical dimensions. These models include the selfavoiding walk, lattice trees and lattice animals, percolation, oriented percolation, and the contact process. This volume provides a unified and extensive overview of the lace expansion and its applications to these models. Results include proofs of existence of critical exponents and construction of scaling limits. Often, the scaling limit is described in terms of superBrownian motion
28 editions published between 2004 and 2006 in English and held by 246 WorldCat member libraries worldwide
The lace expansion is a powerful and flexible method for understanding the critical scaling of several models of interest in probability, statistical mechanics, and combinatorics, above their upper critical dimensions. These models include the selfavoiding walk, lattice trees and lattice animals, percolation, oriented percolation, and the contact process. This volume provides a unified and extensive overview of the lace expansion and its applications to these models. Results include proofs of existence of critical exponents and construction of scaling limits. Often, the scaling limit is described in terms of superBrownian motion
The Wulff crystal in Ising and percolation models : Ecole d'été de probabilités de SaintFlour XXXIV2004 by
Raphaël Cerf(
Book
)
24 editions published in 2006 in English and held by 238 WorldCat member libraries worldwide
This volume is a synopsis of recent works aiming at a mathematically rigorous justification of the phase coexistence phenomenon, starting from a microscopic model. It is intended to be selfcontained. Those proofs that can be found only in research papers have been included, whereas results for which the proofs can be found in classical textbooks are only quoted
24 editions published in 2006 in English and held by 238 WorldCat member libraries worldwide
This volume is a synopsis of recent works aiming at a mathematically rigorous justification of the phase coexistence phenomenon, starting from a microscopic model. It is intended to be selfcontained. Those proofs that can be found only in research papers have been included, whereas results for which the proofs can be found in classical textbooks are only quoted
Concentration inequalities and model selection : Ecole d'Eté de Probabilités de SaintFlour XXXIII2003 by
Pascal Massart(
Book
)
16 editions published in 2007 in English and held by 60 WorldCat member libraries worldwide
Since the impressive works of Talagrand, concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn out to be essential tools to develop a nonasymptotic theory in statistics, exactly as the central limit theorem and large deviations are known to play a central part in the asymptotic theory. An overview of a nonasymptotic 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 selfcontained and accessible to graduate students
16 editions published in 2007 in English and held by 60 WorldCat member libraries worldwide
Since the impressive works of Talagrand, concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn out to be essential tools to develop a nonasymptotic theory in statistics, exactly as the central limit theorem and large deviations are known to play a central part in the asymptotic theory. An overview of a nonasymptotic 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 selfcontained and accessible to graduate students
Fluctuation theory for Levy processes : Ecole d'Eté de Probabilités de SaintFlour XXXV2005 by
Ronald A Doney(
Book
)
12 editions published in 2007 in English and held by 52 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
12 editions published in 2007 in English and held by 52 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
Differential equations driven by rough paths : École d'été de probabilités de SaintFlour XXXIV2004 by
T. J Lyons(
Book
)
5 editions published in 2007 in English and held by 32 WorldCat member libraries worldwide
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths. The proofs are similar to those in the existing literature, but have been refined with the benefit of hindsight. The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable
5 editions published in 2007 in English and held by 32 WorldCat member libraries worldwide
Each year young mathematicians congregate in Saint Flour, France, and listen to extended lecture courses on new topics in Probability Theory. The goal of these notes, representing a course given by Terry Lyons in 2004, is to provide a straightforward and self supporting but minimalist account of the key results forming the foundation of the theory of rough paths. The proofs are similar to those in the existing literature, but have been refined with the benefit of hindsight. The theory of rough paths aims to create the appropriate mathematical framework for expressing the relationships between evolving systems, by extending classical calculus to the natural models for noisy evolving systems, which are often far from differentiable
Nouveau manuel de bionomie benthique de la Mer mediterranee by
JeanMarie Pérès(
Book
)
10 editions published in 1964 in French and English and held by 22 WorldCat member libraries worldwide
10 editions published in 1964 in French and English and held by 22 WorldCat member libraries worldwide
Tables of range and stopping power of chemical elements for charged particles of energy 0,05 to 500 MeV by
J. P Boujot(
Book
)
3 editions published in 1966 in English and held by 12 WorldCat member libraries worldwide
3 editions published in 1966 in English and held by 12 WorldCat member libraries worldwide
Méthodes de perturbation pour les équations différentielles stochastiques et le filtrage non linéaire by
Jean Picard(
Book
)
4 editions published in 1987 in French and held by 12 WorldCat member libraries worldwide
4 editions published in 1987 in French and held by 12 WorldCat member libraries worldwide
Efficiency of the extended Kalman filter for non linear systems with small noise by
Jean Picard(
Book
)
2 editions published in 1989 in English and held by 6 WorldCat member libraries worldwide
2 editions published in 1989 in English and held by 6 WorldCat member libraries worldwide
Nonlinear filtering of onedimensional diffusions in the case of a high signaltonoise ratio by
Jean Picard(
Book
)
3 editions published in 1985 in English and held by 4 WorldCat member libraries worldwide
3 editions published in 1985 in English and held by 4 WorldCat member libraries worldwide
Introduction au calcul des graphes de Feynman by
Jean Picard(
Book
)
2 editions published in 1983 in French and held by 4 WorldCat member libraries worldwide
2 editions published in 1983 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
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
Tables of range and stopping power of chemical elements for charged particles of energy 0.05 to 500 MeV by Claude Finley Williamson(
Book
)
1 edition published in 1966 in English and held by 1 WorldCat member library worldwide
1 edition published in 1966 in English and held by 1 WorldCat member library worldwide
Histoire de la France(
Book
)
1 edition published in 1963 in French and held by 1 WorldCat member library worldwide
1 edition published in 1963 in French 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
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
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
1 edition published in 2000 in Multiple languages 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 CartanHadamard. 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
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 CartanHadamard. 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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Related Identities
 Pitman, Jim Author
 Cerf, Raphaël Author
 Slade, G. (Gordon) Author
 Tavaré, Simon Author
 Catoni, Olivier Author
 Funaki, Tadahisa
 Dembo, Amir Author
 Zeitouni, Ofer Editor
 Massart, Pascal Author
 Doney, Ronald A. Author
Associated Subjects
Artificial intelligence Benthos Chemical elements Collisions (Nuclear physics) Combinatorial analysis Combinatorial optimization Combinatorial probabilities Computational learning theory Concentration functions Differential equations Differential equations, NonlinearAsymptotic theory Differential equations, Partial Distribution (Probability theory) Finance GeneticsMathematics Inequalities (Mathematics) Ising model Kalman filtering Lévy processes Mathematical models Mathematical optimization Mathematical physics Mathematical statistics Mathematical statisticsMethodology Mathematics Mediterranean Sea Numerical analysis Particle range (Nuclear physics) Particles (Nuclear physics) Percolation (Statistical physics) Perturbation (Mathematics) Phase transformations (Statistical physics) Population geneticsMathematical models Population geneticsStatistical methods Potential theory (Mathematics) Probabilities Random walks (Mathematics) Scaling laws (Statistical physics) Selfavoiding walks (Mathematics) Statistical physics Statistics Stochastic analysis Stochastic differential equations Stochastic processes Stochastic systems Stopping power (Nuclear physics) Wulff construction (Statistical physics)
Alternative Names
Picard, J.
Picard, J. 1959
Picard, J. (Jean), 1959
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