par Paul Doukhan
My work is centred on dependence of stochastic processes. The asymptotic properties of weak or strong dependence are central in my research work. I am very involved in the problem of modeling times series with specific properties.
I introduced several nonlinear models exhibiting distributional long range dependence and the monograph  is a main reference for long range dependence.
For the weakly dependent case, my monograph  is among the most cited reference for mixing and a recent work (see the monograph ) proposes a real alternative to mixing to measure weak dependence.
Limit theorems in probability associated to such conditions are also studied. Problems linked with non-parametric estimation are direct applications of those questions.
Applications to statistics, finance or stochastics algorithms were already worked out but a lot remains to complete the consequences of my theoretical work.