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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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8 papers · 2 filters
Stein's method and the multivariate CLT for traces of powers on the classical compact groups
Christian Döbler, Michael Stolz
Let be a random element of the unitary, special orthogonal, or unitary symplectic groups, distributed according to Haar measure. By a classical result of Diaconis and Shahsha…
On signature-based expressions of system reliability
Jean-Luc Marichal, Pierre Mathonet, Tamás Waldhauser
The concept of signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. This concept proved to be useful in the analysis of theoretical behaviors o…
Absolute continuity under flows generated by SDE with measurable drift coefficient
Dejun Luo
We consider the Itô SDE with non-degenerate diffusion coefficient and measurable drift coefficient. Under the condition that the gradient of the diffusion coefficient and the diver…
Wigner chaos and the fourth moment
Todd Kemp, Ivan Nourdin, Giovanni Peccati +1
We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if t…
The differentiation of hypoelliptic diffusion semigroups
Marc Arnaudon, Anton Thalmaier
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integr…
Extensions of system signatures to dependent lifetimes: Explicit expressions and interpretations
Jean-Luc Marichal, Pierre Mathonet
The concept of system signature was introduced by Samaniego for systems whose components have i.i.d. lifetimes. We consider its extension to the continuous dependent case and give…