Publications
- Carmona, Philippe ; Gandon, Sylvain
Winter is coming: Pathogen emergence in seasonal environments PLOS Computational Biology, July 6 2020.
- Carmona, Philippe; Pétrélis, Nicolas
Limit theorems for random walk excursion conditioned to enclose a typical area
Journal of The London Mathematical Society,
https://doi.org/10.1112/jlms.12283 (2019)
- Carmona, Philippe; Pétrélis, Nicolas
A shape theorem for the scaling limit of the IPDSAW at criticality
Ann. Appl. Probab.
Volume 29, Number 2 (2019), 875-930.
- Carmona, Philippe ; Nguyen, Gia Bao ; Pétrélis, Nicolas ; Torri, Niccolò
Interacting partially directed self-avoiding walk: a probabilistic perspective
J. Phys. A 51 (2018), no. 15, 153001, 23 pp.
- Carmona, Philippe ; Pétrélis, Nicolas
Interacting partially directed self avoiding walk: scaling limits
Electron. J. Probab. 21 (2016), Paper No. 49, 52 pp.
- Carmona, Philippe ; Nguyen, Gia Bao ; Pétrélis, Nicolas
Interacting partially directed self avoiding walk. From phase transition to the geometry of the collapsed phase.
Ann. Probab. 44 (2016), no. 5, 3234--3290.(doi:10.1214/15-AOP1046)
- Carmona, Philippe and Hu, Yueyun
The spread of a catalytic branching random walk Annales de l'Institut Henri Poincaré, Probabilités et Statistiques, Vol 50, No 2, 327-351 (2014).(http://dx.doi.org/10.1214/12-AIHP529)
- Nicolas Petrelis, Francesco Caravenna, and Philippe Carmona
The discrete-time parabolic Anderson model with heavy-tailed potential, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. Volume 48, Number 4 (2012), 1049-1080 (doi).
- Carmona, P.
Directed Polymers in random environment and last passage percolation
ESAIM Probability and Statistics Volume 14, pages 263-270 (2010)
- Camanes, Alain ; Carmona, Philippe The Critical Temperature of a Directed
Polymer in a Random Environment
Markov Processes Relat. Fields 15, pages 105-116 (2009)
- Carmona, P.
Existence and uniqueness of an invariant measure for a chain of oscillators in contact with two heat baths
Stochastic Processes and Their Applications Volume 117, Issue 8, August 2007, Pages 1076-1092 (2007)
- Carmona, P.; Hu, Yueyun
Strong disorder implies strong localization for directed polymers in a random environment
ALEA, Volume 2, pages 217--229 (2006)
- Philippe Carmona (Nantes) Francesco Guerra (Roma La Sapienza) Yueyun Hu (Paris VI) Olivier Mejane (Toulouse III)
Strong disorder for a certain class of directed polymers in a random environment.
Journal of Theoretical Probability, Volume 19, Number 1, pages 134-151, January (2006).
- Carmona, P.; Hu, Yueyun
Universality in Sherrington Kirkpatrick's spin glass model
Annales de l'Institut Henri Poincaré (B) Probability and StatisticsVolume 42, Issue 2, pages 215--222, March-April (2006)
Elsevier
- Carmona, P.; Petit, F.; Yor, M.
A trivariate law for certain processes related to perturbed
Brownian motions
Annales
de l'Institut Henri Poincaré Vol. 40, Issue 6, Pages 737-758 (2004).
Elsevier.
- Carmona, P.; Hu, Yueyun
Fluctuation exponents and large deviations for directed polymers
in a random environment
Stochastic
Processes And Their Applications 112 (2004), no. 2, 285--308
Elsevier
- Carmona, P.; Coutin, L.
Stochastic Integration with respect to fractional Brownian Motion
,
Annales
de l'Institut Henri Poincaré, PR 39, volume 1, pages
27--68, (2003)
- Carmona, P.; Hu, Yueyun
On the partition function of a directed polymer in a random
Gaussian environment ,
Probab
Theory Relat Fields 124 3, 431-457, (2002).
Springer
- Carmona, P.; Petit, F.; Yor, M.
Exponential functionals of Lévy processes ,
Lévy Processes Theory and Applications (S. Resnick O.
Barndorff-Nielse, T. Mikosch, ed.), pp. 41--55, (2001).
Birkhauser, ISBN 0-8176-4167-X.
- Carmona, P.; Coutin, L. ; Montseny G.
Approximation of Some Gaussian Processes ,
Statistical Inference for Stochastic Processes,3, pages
161--171 (2000).
Kluwer Academic Publishers.
- Carmona, P.; Coutin, L.
Intégrale stochastique pour le mouvement brownien
fractionnaire ,
Comptes
Rendus de l'Académie des Sciences Paris, tome 330,
Série I, pages 231--236 (2000).
- Carmona, P.; Petit, F.; Pitman, J. ; Yor, M.
On the laws of homogeneous functionals of the Brownian bridge
,
Studia Scientiarum Mathematicarum Hungarica, Vol. 35, pp.
445--455 (1999).
- Carmona, P.; Petit, F.; Yor, M.
An identity in law involving reflecting Brownian motion, derived
from generalized arc-sine laws for perturbed Brownian motions ,
Stochastic
Processes and their Applications, Vol. 79,issue 2, P. 323-333
(1999).
- Carmona, P.; Petit, F.; Yor, M.
Beta variables as times spent in $[0,\infty[$ by certain
perturbed Brownian motions.
Journal of the London Mathematical Society (2) Vol. 58
(1998), no. 1, pp. 239--256.
- Carmona, P.; Coutin, L.
Simultaneous approximation of a family of (stochastic)
differential equations.
Systèmes différentiels fractionnaires (Paris,
1998), 69--74, ESAIM Proc., 5
Soc. Math. Appl. Indust., Paris, 1998.
- Carmona, P.; Coutin, L.
Fractional Brownian Motion And The Markov Property
ECP
Vol 3 (1998) Paper 12
- Carmona, P.; Petit, F.; Yor, M.
Beta-gamma random variables and intertwining relations between
certain Markov processes ,
Revista
Matematica IberoAmericana, Vol. 14, n° 2,P. 311-367 (1998).
- Carmona, P.
:
The mean velocity of a Brownian Motion in a random Lévy
potential
The Annals of Probability, Vol. 25, No. 4, 1774-1788 (1997).
- Carmona, P.; Petit, F.; Yor, M.
On the distribution and asymptotic results for exponential
functionals
of Lévy processes ,
in "Exponential functionals and principal
values related to Brownian motion",Biblioteca de la Revista Matematica
IberoAmericana (1997)
ISSN 0207-2230.
- Carmona, P.; Petit, F.; Yor, M.
Sur les fonctionnelles exponentielles de certains processus de
Levy. (On the exponential functionals of certain Levy processes).
( French
)
Stochastics Stochastics Rep. 47, No.1-2, 71-101 (1994).
- Carmona, P.; Petit, F.; Yor, M.
Some extensions of the arc sine law as partial consequences of
the scaling property of Brownian motion.
Probab. Theory Relat. Fields 100, No.1, 1-29 (1994).