Recent Publications by Mario Wschebor
- Wschebor, Mario: Sur
le recouvement du cercle par des ensambles placés au
hasard. Israel Journal of Mathematics, Vol. XV, (1973),pp. 1-11.
- Wschebor, Mario: Sur
la loi du sup de certains processus Gaussiens
non-bornés. C. R. Acad. Sci. Paris Sér.
I Math. 331 (2000), no. 10, 823–826.
- Azaïs, Jean-Marc; Wschebor, Mario: On
the regularity of the distribution of the maximum of
one-parameter Gaussian processes. Probab. Theory Related
Fields 119 (2001), no. 1, 70–98.
- Azaïs, Jean-Marc; Bardet, Jean-Marc; Wschebor, Mario: On
the tails of the distribution of the maximum of a smooth
stationary Gaussian process. ESAIM Probab. Statist. 6
(2002), 177–184
- Perera, Gonzalo; Wschebor, Mario: Inference on the variance and smoothing of the
paths of diffusions. En l'honneur de J. Bretagnolle, D.
Dacunha-Castelle, I. Ibragimov. Ann. Inst. H.
Poincaré Probab. Statist. 38 (2002), no. 6, 1009–1022.
- Azaïs, Jean-Marc; Wschebor, Mario: The
distribution of the maximum of a Gaussian process: Rice
method revisited. In and out of equilibrium (Mambucaba,
2000), 321–348, Progr. Probab., 51, Birkhäuser Boston,
Boston, MA, (2002).
- Cuesta-Albertos, J. A.; Wschebor, M.: Some
remarks on the condition number of a real random square
matrix. J. Complexity 19 (2003), no. 4, 548–554,
- Cucker, Felipe; Wschebor, Mario: On
the expected condition number of linear programming
problems. Numer. Math. 94 (2003), no. 3, 419–478.
- Azaïs, Jean-Marc; Wschebor, Mario: Upper
and lower bounds for the tails of the distribution of the
condition number of a Gaussian matrix. SIAM J. Matrix
Anal. Appl. 26 (2004/05), no. 2, 426–440
- Cuesta-Albertos, J. A.; Wschebor, Mario: Condition
numbers and extrema of random fields. Seminar on
Stochastic Analysis, Random Fields and Applications IV, 69–82,
Progr. Probab., 58, Birkhäuser, Basel, 2004.
- Wschebor, Mario: Smoothed
analysis of κ(A). J. Complexity 20 (2004), no. 1, 97–107
- Wschebor, Mario: On
the Kostlan-Shub-Smale model for random polynomial systems.
Variance of the number of roots. J. Complexity 21
(2005), no. 6, 773–789.
- Azaïs, Jean-Marc; Wschebor, Mario: On
the roots of a random system of equations. The theorem on
Shub and Smale and some extensions. Found. Comput. Math.
5 (2005), no. 2, 125–144.
- Mordecki, Ernesto; Wschebor, Mario: Approximation of the
occupation measure of Lévy processes. C. R.
Math. Acad. Sci. Paris 340 (2005), no. 8, 605–610.
- Azaïs, Jean-Marc; Wschebor, Mario: On
the distribution of the maximum of a Gaussian field with d
parameters. Ann. Appl. Probab. 15 (2005), no. 1A,
254–278.
- Azaïs, Jean-Marc; Wschebor, Mario: Upper
and lower bounds for the tails of the distribution of the
condition number of a Gaussian matrix. SIAM J. Matrix
Anal. Appl. 26 (2004/05), no. 2, 426–440
- Mordecki, Ernesto; Wschebor, Mario: Smoothing
of paths and weak approximation of the occupation measure of
Lévy processes. Publ. Mat. Urug. 11 (2006),
23–40.
- Wschebor, Mario: Smoothing and
occupation measures of stochastic processes. Ann. Fac.
Sci. Toulouse Math. (6) 15 (2006), no. 1, 125–156
- Wschebor, Mario: Systems of random equations. A review of
some recent results. In and out of equilibrium. 2, 559–574,
Progr. Probab., 60, Birkhäuser, Basel, 2008,
- Cucker, Felipe; Krick, Teresa; Malajovich, Gregorio;
Wschebor, Mario: A
numerical algorithm for zero counting. I. Complexity and
accuracy. J. Complexity 24 (2008), no. 5-6, 582–605.
- Azaïs, Jean-Marc; Wschebor, Mario: A
general expression for the distribution of the maximum of a
Gaussian field and the approximation of the tail.
Stochastic Process. Appl. 118 (2008), no. 7, 1190–1218.
- Cucker, Felipe; Krick, Teresa; Malajovich, Gregorio;
Wschebor, Mario: A
numerical algorithm for zero counting. II. Distance to
ill-posedness and smoothed analysis. J. Fixed Point
Theory Appl. 6 (2009), no. 2, 285–294.
- Armentano, Diego; Wschebor, Mario: Random
systems of polynomial equations. The expected number of
roots under smooth analysis. Bernoulli 15 (2009), no. 1,
249–266.
- Azaïs, Jean-Marc; Wschebor, Mario: Level sets and extrema of random
processes and fields. John Wiley & Sons, Inc.,
Hoboken, NJ, 2009. xii+393 pp.
- Cohen, Serge; Wschebor, Mario: On tightness
and weak convergence in the approximation of the occupation
measure of fractional Brownian motion. J. Theoret.
Probab. 23 (2010), no. 4, 1204–1226.
- Azaïs, Jean-Marc; Wschebor, Mario: Erratum to: "A
general expression for the distribution of the maximum of a
Gaussian field and the approximation of the tail",
Stochastic Process. Appl. 120 (2010), no. 10, 2100–2101,
- Wschebor, Mario: A
review of some methods to estimate the tail of the
distribution of the maximum of a Gaussian field. Commun.
Stoch. Anal. 5 (2011), no. 1, 65–80,
- Azaïs, Jean-Marc; León, José R.;
Wschebor, Mario: Rice
formulae and Gaussian waves. Bernoulli 17 (2011), no. 1,
170–193,
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