LABORATORY J.A. DIEUDONNE UMR CNRS-UNS N°6621

Roland Diel

Assistant Professor in laboratoire Dieudonné, University of Nice-Sophia Antipolis.

Webpage of Probability and Statistics seminar.

Address : Laboratoire J.A.Dieudonné UMR CNRS-UNS N°6621 Université de Nice Sophia-Antipolis Parc Valrose 06108 NICE Cedex 2

Phone Number : +33(0)4 92 07 62 39 Mail : diel [at] unice [dot] fr

Processes and random walks in random media, Random graphs, Branching processes, statistical depth.

List of publications:

• S. Armaut, R. Diel, T. Laloë, On Some Multivariate Risk Measurement for High Risks, J Stat Theory Pract 20, 75, 2026.
• A. Devulder, R. Diel, X. Zeng, Some recent advances in random walks and random environments, ESAIM: ProcS, Volume 74, 2023, Journées MAS - Random Modelization and Physics, 38 - 50.
• S. Armaut, R. Diel, T. Laloe, Depth level set estimation and associated risk measures, Electron. J. Stat.16, 2022, no.2, 6584-6630.
• R. Diel, D. Mitsche, On the largest component of subcritical random hyperbolic graphs, Electron. Commun. Probab. 26: 1-14, 2021
• R. Diel, S. Le Corff et M. Lerasle, Learning the distribution of latent variables in paired comparison models, Bernoulli 26 (4) 2670 - 2698, 2020
• P. Andreoletti, R. Diel The heavy range of randomly biased walks on trees , Stochastic Processes and their Applications (2020), 130: 2, pp. 962-999.
• R. Diel et M. Lerasle, Non parametric estimation for random walks in random environment, Stochastic Processes and their Applications (2018) 128: 1, pp. 132-155.
• R. Chetrite, R. Diel et M. Lerasle, The number of potential winners in Bradley-Terry model in random environment, Ann. Appl. Probab. 27 (2017), no. 3, 1372–1394.
• F. Delarue, R. Diel, Rough paths and 1D SDE with a time dependent distributional drift. Application to polymers., Probab. Theory Relat. Fields (2016) 165: 1.
• P. Andreoletti, R. Diel, DNA unzipping via stopped birth and death processes with random probability transition, Appl Math Res Express, 2012, Vol. 2012,pp. 184-208
• R. Diel, Almost sure asymptotics for the local time of a diffusion in Brownian environment, Stochastic Processes and their Applications, 2011, Vol. 121, Issue 10, pp. 2303-2330
• R. Diel, G. Voisin, Local time of a diffusion in a stable Levy environment, Stochastics, 2011, Vol. 83, Issue 2, pp. 127-152.
• P. Andreoletti, R. Diel, Limit law of the local time for Brox's diffusion, Journal of Theoretical Probability, 2011, Vol. 24, Number 3, pp. 634-656.

Preprints:

• S. Armaut, R. Diel, T. Laloe, A Functional Depth Based on Functional Principal Component Analysis.

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