@article{Angeletti2010-LinMF, title={Linearization effect in multifractal analysis: Insights from Random Energy Model analysis}, author={Angeletti, F. and Mézard, M. and Bertin, E. and Abry, P.}, journal={Physica D}, volume={240}, pages={1245-1253}, year={2011}, doi={10.1016/j.physd.2011.04.016}, arxiv={1012.3688}, } @article{Angeletti2012-CritM, title={Critical moment definition and estimation,for finite size observation of log-exponential-power law random variables}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={Signal Processing}, volume={92}, pages={2848-2865}, year={2012}, doi={10.1016/j.sigpro.2012.05.007}, arxiv={1103.5033}, } @inproceedings{Angeletti2012-ICASSP, title={Matrix Products for the Synthesis of Stationary Time Series with a priori Prescribed Joint Distributions}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={ICASSP conference}, pages={3897-3900}, year={2012}, booktitle={Proceeding of the IEEE Int. Conf. on Acoust. Speech and Sig. Proc. (ICASSP)}, doi={10.1109/ICASSP.2012.6288769}, arxiv={1204.3047}, } @article{Angeletti2012-RPow, title={Renormalization flow for extreme value statistics of random variables raised to a varying power}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={J. Phys. A}, volume={45}, pages={115004}, year={2012}, doi={10.1088/1751-8113/45/11/115004}, arxiv={1112.2965}, } @article{Angeletti2013-MatSum-Letter, title={Statistics of sums of correlated variables described by a matrix product ansatz}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={European Physics Letters}, volume={104}, number={5}, pages={50009}, year={2013}, doi={10.1209/0295-5075/104/50009}, arxiv={1304.5406}, } @article{Angeletti2013-PiMat, title={Random vector and time series definition and synthesis from matrix product representations: From Statistical Physics to Hidden Markov Models}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={IEEE Transactions on Signal Processing}, volume={61}, pages={5389-5400}, year={2013}, doi={10.1109/TSP.2013.2278510}, arxiv={1203.4500}, } @article{Angeletti2013-REM, title={On the existence of a glass transition in a Random Energy Model}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={J. Phys. A}, volume={46}, number={31}, pages={315002}, year={2013}, doi={10.1088/1751-8113/46/31/315002}, arxiv={1303.5555}, } @article{Angeletti2014-MatLD, title={Large deviations for correlated random variables described by a matrix product ansatz}, author={Angeletti, F. and Touchette, H. and Bertin, E. and Abry, P.}, journal={JSTAT}, volume={2014}, number={2}, pages={2003}, year={2014}, doi={10.1088/1742-5468/2014/02/P02003}, arxiv={1310.6952}, } @article{Angeletti2014-MatSum-Long, title={General limit distributions for sums of random variables with a matrix product representation}, author={Angeletti, F. and Bertin, E. and Abry, P.}, journal={Journal of Statistical Physics}, volume={157}, number={6}, pages={1255-1283}, year={2014}, doi={10.1007/s10955-014-1111-y}, arxiv={1406.5016}, } @article{Angeletti2016-Driven, title={Diffusions conditioned on occupation measures}, author={Angeletti, F. and Touchette, H.}, journal={J. Math. Phys.}, volume={57}, pages={23303}, year={2016}, doi={10.1063/1.4941384}, arxiv={1510.04893}, } @article{Rohwer2015-EstLD, title={Convergence of large deviation estimators}, author={Rowher, C. and Angeletti, F. and Touchette, H.}, journal={Phys. Rev. E}, volume={92}, pages={52104}, year={2015}, arxiv={1409.8531}, }