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8 papers · 2 filters
An invariance principle under the total variation distance
Ivan Nourdin, Guillaume Poly
Let be a sequence of i.i.d. random variables, with mean zero and variance one. Let . An old and celebrated result of Prohorov assert…
Factorial moments of point processes
Jean-Christophe Breton, Nicolas Privault
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the…
Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions
Pierre-Yves Madec
We study a class of ergodic BSDEs related to PDEs with Neumann boundary conditions. The randomness of the drift is given by a forward process under weakly dissipative assumptions w…
A numerical lower bound for the spectral radius of random walks on surface groups
Sebastien Gouezel
Estimating numerically the spectral radius of a random walk on a nonamenable graph is complicated, since the cardinality of balls grows exponentially fast with the radius. We propo…
Quantitative speeds of convergence for exposure to food contaminants
Florian Bouguet
In this paper we consider a class of piecewise-deterministic Markov processes (PDMPs) modeling the quantity of a given food contaminant in the body. On the one hand, the amount of…
Generalization of the Nualart-Peccati criterion
Ehsan Azmoodeh, Dominique Malicet, Guillaume Mijoule +1
The celebrated Nualart-Peccati criterion [Ann. Probab. 33 (2005) 177-193] ensures the convergence in distribution toward a standard Gaussian random variable of a given sequence…