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- Interdisciplinary Centre for Security, Reliability and TrustLU193 papers
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- Donostia International Physics CenterES66 papers
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Showing 2009 · math.PRShow all
3 papers · 2 filters
math.PR2009★ 19 cited
Ergodicity and Gaussianity for Spherical Random Fields
Domenico Marinucci, Giovanni Peccati
We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular,…
math.PR2009★ 114 cited
Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos
Ivan Nourdin, Giovanni Peccati, Gesine Reinert
We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with uni…
math.PR2009
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion
Jean-Christophe Breton, Ivan Nourdin, Giovanni Peccati
In this short note, we show how to use concentration inequalities in order to build exact confidence intervals for the Hurst parameter associated with a one-dimensional fractional…