109 citations
- Laboratoire de Probabilités et Modèles AléatoiresFR67 papers
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34 papers · 1 filter
Rates of convergence for minimal distances in the central limit theorem under projective criteria
Jérôme Dedecker, Florence Merlevède, Emmanuel Rio
In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martinga…
Stein's method on Wiener chaos
Ivan Nourdin, Giovanni Peccati
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a gene…
Cycles of random permutations with restricted cycle lengths
Florent Benaych-Georges
We prove some general results about the asymptotics of the distribution of the number of cycles of given length of a random permutation whose distribution is invariant under conjug…
Moderate deviations for stationary sequences of bounded random variables
Jérôme Dedecker, Florence Merlevède, Magda Peligrad +1
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of -mix…
Free Martingale polynomials for stationary Jacobi processes
Nizar Demni
We generalize a previous result concerning free martingale polynomials for the stationary free Jacobi process of parameters . Hopelessly, apart from the case $λ…
Delay equations driven by rough paths
Andreas Neuenkirch, Ivan Nourdin, Samy Tindel
In this article, we illustrate the flexibility of the algebraic integration formalism introduced by M. Gubinelli (2004), by establishing an existence and uniqueness result for dela…