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Accueil du site > Annuaire > Emmanuel Rio

Emmanuel Rio

Professeur

Equipe : Probabilités et statistiques

Bâtiment Fermat, Bureau 2310
01 39 25 36 26
emmanuel.rio uvsq.fr

Curriculum Vitae

Personal Data.

Place of birth : Paris, France. Citizenship : France.

Fields of research : Probability Theory and Stochastic Processes

- Strong approximations and applications to linear estimators
- Weak dependence, strongly mixing and β-mixing processes
- Martingales, martingale approximation, projective criteria
- Empirical processes : independent or weakly dependent data
- Probability inequalities, concentration inequalities
- Normal approximation
- Probability metrics and functional inequalities
- Positively dependent sequences : inequalities and functional convergence

Degrees and awards obtained

1990 : Ph. D., University Paris 11, Orsay

1994 : Habilitation à diriger des recherches, University Paris 11, Orsay 

Professional experiences

1987-1990 : Assistant at the University Paris 11, Orsay.

1990-2000 : Researcher at CNRS (chargé de recherche), Orsay.

Since 2000 : Professor at the University of Versailles

Past Ph. D. Students

1. J. Dedecker, Ph. D. 1998, Professor at the University Paris 5.

2. T. Klein, Ph. D. 2003, MCF at the University Paul Sabatier, Toulouse.

List of Publications

Textbooks

1. Théorie asymptotique des processus aléatoires faiblement dépendants. Ed. J.M. Ghidaglia et X. Guyon. Mathématiques et Applications 31. Springer (2000).

2. with B. Bercu and B. Delyon. Concentration inequalities for sums and martingales. SpringerBriefs in Mathematics. Springer (2015).

Articles

34. Exponential inequalities for weighted sums of bounded random variables. Electron. Commun. Probab. 2015, Vol. 20, No 77, 1-10.

33. with F. Merlevède. Strong approximation for additive functionals of geometrically ergodic Markov chains. Electron. J. Probab. 2015, Vol. 20, No 14, 1-27.

32. with J. Dedecker and F. Merlevède. Strong approximation of the empirical distribution function for absolutely regular sequences in R^d. Electron. J. Probab. 2014, Vol. 19, No 9, 1-56.

31. with J. Dedecker and F. Merlevède. Strong approximation results for the empirical process of stationary sequences. Ann. Probab. 2013, Vol. 41, No 5, 3658-3696.

30. Extensions of the Hoeffding-Azuma inequalities. Electron. Commun. Probab. 2013, Vol. 18, No 54, 1–6.

29. On McDiarmid’s concentration inequality. Electron. Commun. Probab. 2013, Vol. 18, No 44, 1–11.

28. with F. Merlevède. Strong approximation of partial sums under dependence conditions with application to dynamical systems. Stochastic Processes and their Applications 2012, Vol. 122, 386-417.

27. with F. Merlevède and M. Peligrad. A Bernstein type inequality and moderate deviations for weakly dependent sequences. Prob. Th. Rel. Fields. 2011, Vol. 151, 435-474

26. with S. Louhichi. Functional convergence to Lévy motions for iterated random Lipschitz mappings. Electron. J. Probab. 2011, Vol. 16, 2452-2480.

25. with P. Del Moral. Concentration inequalities for mean field particle models. Ann. Appl. Probab. 2011, Vol. 21. No 3, 1017-1052.

24. Asymptotic constants for minimal distances in the central limit theorem. Electron. Commun. Probab. 2011, Vol. 16, 96-103.

23. Upper bounds for minimal distances in the central limit theorem. Ann. Inst. H. Poincaré Probab. Statist. 2009, Vol. 45, No 3, 802-817.

22. with J. Dedecker and F. Merlevède. Rates of convergence for minimal metrics in the central limit theorem under projective criteria. Electron. J. Probab. 2009, Vol. 14, 978-1011.

21. Moment inequalities for sums of dependent random variables under projective conditions. J. Theor. Probab. 2009, Vol. 22, No 1, 146-163.

20. with J. Dedecker. On Esseen’s mean central limit theorem for dependent sequences. Ann. Inst. H. Poincaré, Probab. Statist. 2008, Vol. 44, No 4, 693-726.

19. with T. Klein. Concentration around the mean for maxima of empirical processes. Ann. Probab. 2005, Vol. 33. No 3, 1060-1077.

18. with Q. Liu and A. Rouault. Limit theorems for multiplicative processes. J. Theor. Probab. 2003, Vol. 16, No 4, 971-1014.

17. with B. Bercu and E. Gassiat. Concentration inequalities, large and moderate deviations for self-normalized empirical processes. Ann. Probab. 2002, Vol. 30. No 4, 1576-1604.

16. Une inégalité de Bennett pour les maxima de processus empiriques. Ann. Institut H. Poincaré, Probab. Statist. 2002, Vol. 38, No 6, 1053-1057.

15. Inégalités de concentration pour les processus empiriques de classes de parties. Prob. Th. Rel. Fields, 2001, Vol. 119, 163-175.

14. Lois fortes des grands nombres presque sûres pour les sommes de Riesz-Raikov. Prob. Th. Rel. Fields, 2000, Vol. 118, 342-348.

13. With J. Dedecker.On the functional central limit theorem for stationary processes. Ann. Inst. H. Poincaré, Probab. Statist. 2000, Vol. 36, No 1, 1-34.

12. Processus empiriques absolument réguliers et entropie universelle. Prob. Th. Rel. Fields, 1998, Vol. 111, 585-608.

11. Strong approximation for set-indexed partial-sum processes, via KMT constructions III. ESAIM Probab. Statist. 1997, Vol. 1, 319-338.

10. Sur le théorème de Berry-Esseen pour les suites faiblement dépendantes. Prob. Th. Rel. Fields 1996, Vol. 104, No 2, 255-282.

9. About the Lindeberg method for strongly mixing sequences. ESAIM Probab. Statist. 1995, Vol. 1, 35-61.

8. The functional law of the iterated logarithm for stationary strongly mixing sequences. Ann. Probab. 1995, Vol. 23. No 3, 1188-1203.

7. A maximal inequality and dependent Marcinkiewicz-Zygmund strong laws. Ann. Probab. 1995, Vol. 23, No 2, 918-937 .

6. with P. Doukhan and P. Massart. Invariance principles for absolutely regular empirical processes. Ann. Inst. H. Poincaré Probab. Statist. 1995, Vol. 31. No 2, 393-427.

5. with P. Doukhan and P. Massart. The functional central limit theorem for strongly mixing processes. Ann. Inst. H. Poincaré Probab. Statist. 1994, Vol. 30. No 1, 63-82.

4. Covariance inequalities for strongly mixing processes. Ann. Inst. H. Poincaré Probab. Statist. 1993, Vol 29, No 4, 587-597.

3. Local invariance principles and their application to density estimation. Prob. Th. Rel. Fields. 1994, Vol. 98, No 1, 21-45.

2. Strong approximation for set-indexed partial-sum processes, via KMT constructions II. Ann. Probab. 1993, Vol. 21, No 3, 1706-1727.

1. Strong approximation for set-indexed partial-sum processes, via KMT constructions I. Ann. Probab. 1993, Vol. 21, No 2, 759-790.

Conference proceedings

1. With F. Merlevède et M. Peligrad. Bernstein inequality and moderate deviations under strong mixing conditions. 273-292. High dimensional probability V. The Luminy Volume. IMS collections, Vol. 5. 2009.

Notes aux Comptes rendus Acad. Sci. Paris, Série I

8. Sur la fonction de taux dans les inégalités de Talagrand pour les processus empiriques. 2012. T. 350, 303-305.

7. with S. Louhichi. Convergence du processus de sommes partielles vers un processus de Lévy pour les suites associées. 2011. T. 349, 89-91.

6. Inégalités exponentielles pour les processus empiriques. 2000. T. 330, 597-600.

5. Inégalités de Hoeffding pour les fonctions lipschitziennes de suites dépendantes. 2000. T. 330, 905-908.

4. Distances minimales et distances idéales. 1998. T. 326, 1127-1130.

3. Vitesse de convergence dans le principe d’invariance faible pour la fonction de répartition empirique multivariée. 1996. T. 322, 169-172.

2. Vitesses de convergence dans la loi forte pour des suites dépendantes. 1995, T. 320, 469-474.

1. Inégalités de moments pour les suites stationnaires et fortement mélangeantes. 1994, T. 318, 355-360.

Online courses

1. HAL : cel-00702524. Inégalités exponentielles et inégalités de concentration (22 pages). 2012.

2. HAL : cel-00867106. Inequalities and limit theorems for weakly dependent sequences (170 pages). 2013.