Laboratoire Paul Painlevé

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20022026

most citedEuclid. I. Overview of the Euclid mission

550 citations

Showing 2010 · math.PRShow all

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math.PR2010

Hermite variations of the fractional Brownian sheet

Anthony Reveillac, Michael Stauch, Ciprian A. Tudor

We prove central and non-central limit theorems for the Hermite variations of the anisotropic fractional Brownian sheet $W^{α, β}$ with Hurst parameter $(α, β) \in (0, 1)^{2}$ . When $…

math.PR2010

Asymptotic Cramér's theorem and analysis on Wiener space

Ciprian Tudor

We prove an asymptotic Cramér's theorem, that is, if the sequence $(X_{n} + Y_{n})_{n \geq 1}$ converges in law to the standard normal distribution and for every $n \geq 1$ the random…