papers
Publications (6)
cond-mat.stat-mech2016
Extreme-Value Statistics of Fractional Brownian Motion Bridges
Mathieu Delorme, Kay Jörg Wiese
cond-mat.stat-mech2017
Generalized arcsine laws for fractional Brownian motion
Tridib Sadhu, Mathieu Delorme, Kay Jörg Wiese
cond-mat.stat-mech2016
Perturbative Expansion for the Maximum of Fractional Brownian Motion
Mathieu Delorme, Kay Jörg Wiese
cond-mat.stat-mech2015
The Maximum of a Fractional Brownian Motion: Analytic Results from Perturbation Theory
Mathieu Delorme, Kay Joerg Wiese
cond-mat.stat-mech2016
Pickands' constant at first order in an expansion around Brownian motion
Mathieu Delorme, Alberto Rosso, Kay Jörg Wiese
cond-mat.dis-nn2016
Distribution of joint local and total size and of extension for avalanches in the Brownian force model
Mathieu Delorme, Pierre Le Doussal, Kay Jörg Wiese