LÉVÊQUE Olivier Ecole Polytechnique Fédérale de Lausanne (EPFL) Faculté Informatique et Communications (IC) Laboratoire de Théorie de l'Information (LTHI) Bâtiment INR, Station 14 1015 Lausannne, Switzerland   office: INR 132 voice: + 41 21 693 81 12 e-mail: olivier.leveque#epfl.ch url : http://ipg.epfl.ch/~leveque/ official EPFL webpage

Publications sorted by area (Google Scholar profile)

- Capacity scaling laws for ad hoc networks (bibtex file of references on the subject)

- Various topics in communications (multiple antennas, relay networks, interfence channel, optics)

- Stochastic partial differential equations

- Other fields

Conjectures and open questions

- limiting singular value distribution of random matrices with unequal weights

- joint eigenvalue distribution of correlated Wishart matrices

- a determinantal inequality

- a generalization of Cauchy's determinant identity

- joint distribution of subdeterminants of Wishart matrices

- convergence rate of a particular martingale

PhD students

- 2011 - :       Marc Desgroseilliers

- 2010 - :       Alla Merzakreeva

- 2005-2009: Ayfer Özgür

Teaching

2013-2014

- Information, calcul et communication (Fall, GC/SIE 1st year stusents)

- Advanced probability (Fall, SC/IN master students)

- Random walks (Spring, SC/IN master students)

- Applied probability and stochastic processes (Fall, MTE master students)
 

Former years

- Stochastic calculus I

- Stochastic calculus II

- Random matrices and communication systems
 

Lecture notes

- A short introduction to stochastic calculus and option pricing (in french)

- Stochastic calculus (part 1, part 2, in french)

- Markov chains

- Random matrices and communication systems (long version - handwritten, short version - typewritten)

***

Résumé

Bookmarks

Fun

Last updated: December 12^th, 2012.