Liste des Publications


63. B. Bercu, On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution, Journal of Statistical Physics, 189, Article 12, pp. 1-27, 2022.

62. B. Bercu and L. Laulin, How to estimate the memory of the elephant random walk, Communications in Statistics, Theory and Methods, pp. 1-22, 2022.

61.  B. Bercu and V. Vazquez, Further results on the minimal random walk, Journal of Physics A: Mathematical and Theoretical, 55, Paper number 415001, pp. 1-21, 2022.

60. B. Bercu, J. Bigot, S. Gadat, and E. Siviero, A stochastic Gauss–Newton algorithm for regularized semi-discrete optimal transport, Information and Inference : A Journal of IMA, pp. 1-58, 2022.

59. B. Bercu and F. Montégut, Asymptotic analysis of random walks on ice and graphite, J. Math. Phys., 62, 103303, 2021.

58. B. Bercu, M. Costa and S. Gadat, Stochastic approximation algorithms for superquantiles estimation, Electronic Journal of Probability, 26, article 84, pp. 1-29, 2021.

57. B. Bercu and J. Bigot, Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures, Annals of Statistics, 49, pp. 968-987, 2021.

56. B. Bercu and L. Laulin, On the center of mass of the elephant random walk, Stochastic Processes and their Applications, 133, pp. 111-128, 2021.

55. B. Bercu, A. Godichon and B. Portier, An efficient stochastic Newton algorithm for parameter estimation in logistic regressions, SIAM Journal on Control and Optimization, 58, pp. 348-367, 2020.

54. B. Bercu, M.-L. Chabanol and J.-J Ruch, Hypergeometric identities arising from the elephant random walk, Journal of Mathematical Analysis and Applications, 480, 123360, 2019.

53. B. Bercu and T. Touati, New insights on concentration inequalities for self-normalized martingales, Electronic Communications in Probability, 24, pp. 1-12, 2019.

52. B. Bercu and V. Vazquez, On the almost sure central limit theorem for ARX processes in adaptive tracking, International Journal of Adaptive Control and Signal Processing, 33, pp. 1901-1911, 2019.

51. B. Bercu and L. Laulin, On the multi-dimensional elephant random walk, Journal of Statistical Physics, 175, pp. 1146-1163, 2019.

50. B. Bercu, S. Capderou and G. Durrieu, Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality, Statistical Inference for Stochastic Processes, 22, pp. 17-40, 2019.

49. B. Bercu, S. Capderou and G. Durrieu, A nonparametric statistical procedure for the real-time detection of marine pollution, Journal of Applied Statistics, 46, pp. 119-140, 2019.

48.  B. Bercu, A martingale approach for the elephant random walk, Journal of Physics A: Mathematical and Theoretical, 51, Paper number 015201, pp. 1-16, 2018.

47.  E. Houdebine, D. J. Mullan, B. Bercu, F. Paletou and M. Gebran, The rotation activity correlations in K and M dwarfs. II. New constraints on the dynamo mechanisms in late-K and M dwarfs before and at the transition to complete convection, The Astrophysical Journal, 837-96, 51 pages, 2017.

46.  B. Bercu and A. Richou, Large deviations for the Ornstein-Uhlenbeck process without tears, Statistics and Probability Letters, 123, pp. 45-55, 2017.

45.  B. Bercu and A. Richou, Large deviations for the Ornstein-Uhlenbeck process with shift, Advances in Applied Probability, 47, pp. 880-901, 2015.

44.  B. Bercu, B. Portier and V. Vazquez, A Durbin-Watson serial correlation test for ARX processes via excited adaptive tracking, International Journal of Control, 88, pp. 2611-2618, 2015.

43.  B. Bercu and V. Blandin, A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes, Stochastic Processes and their Applications, 125, pp. 1218-1243, 2015.

42.  B. Bercu and V. Blandin, Limit theorems for bifurcating integer-valued autoregressive processes, Statistical Inference for Stochastic Processes, 18, pp. 33-67, 2015.   

41.  B. Bercu,  T. M. N. Nguyen and J. Saracco, On the asymptotic behavior of the recursive Nadaraya-Watson estimator associated with the recursive SIR method, Statistics, 49, pp. 660-679, 2015.

40.  B. Bercu, F. Proia and N. Savy, On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes, Statistics and Probability Letters, 85, pp. 36-44, 2014.   

39.  B. Bercu, B. Portier and V. Vazquez, On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking, International Journal of Adaptive Control and Signal Processing, 28, pp. 1002-1023, 2014.

38.  B. Bercu and F. Proia, A sharp analysis on the asymptotic behavior of the Durbin-Watson statistic for the first-order autoregressive process, ESAIM PS, 17, pp. 500-530, 2013.

37.  B. Bercu, L. Coutin and N. Savy, Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process, Stochastic Processes and their Applications, 122, pp. 3393-3424, 2012.

36.  B. Bercu and P. Fraysse, A Robbins-Monro procedure for estimation in semiparametric regression models, Annals of Statistics, 40, pp. 666-693, 2012.

35.  B. Bercu, P. Del Moral and A. Doucet, Fluctuations of interacting Markov chain Monte Carlo methods, Stochastic Processes and their Applications, 122, pp. 1304-1331, 2012.

34.  B. Bercu, J. F. Bony and V. Bruneau, Large deviations for Gaussian stationary processes and semi-classical analysis, Séminaire de Probabilités 44, Lecture Notes in Mathematics 2046, pp. 409-428, 2012.

 33.  B. Bercu, T. M. N. Nguyen and J. Saracco, A new approach of recursive and non recursive SIR methods, Journal of the Korean Statistical Society, 41, pp. 17-36, 2012.

 32.  B. Bercu, L. Coutin and N. Savy, Sharp large deviations for the fractional Ornstein-Uhlenbeck process, SIAM Theory of Probability and its Applications, 55, pp. 575-610, 2011.

31.  B. Bercu, I. Nourdin and M. S. Taqqu, Almost sure limit theorems on the Wiener space Stochastic Processes and their Applications, 120, pp. 1607-1628, 2010.

30.  B. Bercu and V. Vazquez, A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking, Automatica, 46, pp. 1799-1805, 2010.

29.  B. Bercu and V. Vazquez, On the usefulness of persistent excitation in ARX adaptive tracking, International Journal of Control, 83, pp. 1145-1154, 2010.

28.  B. Bercu, B. de Saporta and A. Gégout-Petit, Asymptotical analysis for bifurcating autoregressive processes via a martingale approach, Electronic Journal of Probability, 14, pp. 2492-2526, 2009.

27. B. Bercu, P. Del Moral and A. Doucet, A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods, Electronic Journal of Probability, 14, pp. 2130-2155, 2009.

26.  B. Bercu, F. Dufour and G. Yin, Almost sure stabilization for feedback controls of regime-switching linear systems with a hidden Markov chain, IEEE Transactions on Automatic Control, 54, pp. 2114-2125, 2009.

25.  B. Bercu, P. Cenac and G. Fayolle, On the almost sure central limit theorem for vector martingales, convergence of moments and statistical applications, Journal of Applied Probability, 46, pp. 151-169, 2009.

24.  B. Bercu and B. Portier, Kernel density estimation and goodness-of-fit test in adaptive tracking, SIAM Journal on Control and Optimization, 47, pp. 2440-2457, 2008.

23.  B. Bercu and A. Touati, Exponential inequalities for self-normalized martingales with applications, Annals of Applied Probability, 18, pp. 1848-1869,  2008.

22.  B. Bercu and J. C. Fort, A moment approach for the almost sure central limit theorem for martingales, Studia Scientiarum Mathematicarum Hungaricca, 45, pp. 139-159, 2008.

21.  B. Bercu and W. Bryc, Asymptotic results for empirical measures of weighted sums of independent random variables, Electronic Communications in Probability, 12, pp. 184-199, 2007.

20. B. Bercu, An exponential inequality for autoregressive processes in adaptive tracking, Journal of Systems Science and Complexity, 20, pp. 243-250, 2007.

19. B. Bercu and C. Prieur, Spectral properties of chaotic processes, Stochastics and Dynamics, 6, pp. 355-371, 2006.

18. B. Bercu, On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications, Stochastic Processes and their Applications, 111, pp. 157-173, 2004.

17.  B. Bercu, E. Gassiat and E. Rio, Concentration inequalities, large and moderate deviations for self-normalized empirical processes, Annals of Probability, 30, pp. 1576 -1604, 2002.

16.  B. Bercu and A. Rouault, Sharp large deviations for the Ornstein-Uhlenbeck process, SIAM Theory of Probability and its Applications, 46, pp. 1-19, 2002.

15.  B. Bercu and B. Portier, Adaptive control of parametric nonlinear autoregressive models via a new martingale approach, IEEE Transactions on Automatic Control, 47, pp. 1524-1528, 2002.

14.  B. Bercu and A. Touati, On Hartman’s law of iterated logarithm for explosive Gaussian autoregressive processes, Probability and Mathematical Statistics, 22, pp. 101-113, 2002.

13.  B. Bercu, F. Gamboa and M. Lavielle, Estimation of marginal and spectral modes, Journal of Nonparametric Statistics, 14, pp. 353-366, 2002.

12.  B. Bercu, On large deviations in the Gaussian autoregressive process: stable, unstable and explosive cases, Bernoulli, 7, pp. 299-316, 2001.

11.  B. Bercu, Weighted estimation and tracking for branching processes with immigration, IEEE Transactions on Automatic Control, 46, pp. 43-50, 2001.

10.  B. Bercu, F. Gamboa and M. Lavielle, Sharp large deviations for Gaussian quadratic forms with applications, ESAIM PS, 4, pp. 1-24, 2000.

09.  B. Bercu, Weighted estimation and tracking for Benaymé Galton Watson processes with adaptive control, Statistics and Probability Letters, 42, pp. 415- 421, 1999.

08.  B. Bercu, Central limit theorem and law of iterated logarithm for the least squares algorithms in adaptive tracking, SIAM Journal on Control and Optimization, 36, pp. 910-928, 1998.

07.  B. Bercu, F. Gamboa and A. Rouault, Large deviations for quadratic forms of stationary  Gaussian processes, Stochastic Processes and their Applications, 71, pp. 75-90, 1997.

06.  B. Bercu, F. Gamboa and A. Rouault, Grandes déviations pour des formes quadratiques de processus gaussiens stationnaires, Note au C.R.A.S. Paris, T. 322, Série I, pp. 695-698, 1996.

05.  B. Bercu, Weighted estimation and tracking for ARMAX models, SIAM Journal on Control and Optimization, 33, pp. 89-106, 1995.

04.  B. Bercu, Théorème de limite centrale et loi du logarithme itéré pour les algorithmes des moindres carrés en poursuite adaptative, Note au C.R.A.S. Paris, T. 320, Série I, pp. 493-496, 1995.

03.  B. Bercu et M. Duflo, Moindres carrés pondérés et poursuite, Annales de l’Institut Henri Poincaré, 28, pp. 403-430, 1992.

02.  B. Bercu, Estimation pondérée et poursuite pour les modèles ARMAX, Note au C.R.A.S. Paris, T. 314, Série I, pp. 403-406, 1992.

01.  B. Bercu, Sur l’estimateur des moindres carrés généralisés d’un  modèle ARMAX, Application à l’identification des modèles ARMA. Annales de l’Institut Henri Poincaré, 27,  pp. 425-443, 1991.