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- Interdisciplinary Centre for Security, Reliability and TrustLU193 papers
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13 papers · 2 filters
Joint signature of two or more systems with applications to multistate systems made up of two-state components
Jean-Luc Marichal, Pierre Mathonet, Jorge Navarro +1
The structure signature of a system made up of components having continuous and i.i.d. lifetimes was defined in the eighties by Samaniego as the -tuple whose -th coordina…
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari
We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the mixed Brownian--fractional Brownian model. In the semimartingale case, that is,…
Stein's method of exchangeable pairs for the Beta distribution and generalizations
Christian Döbler
We propose a new version of Stein's method of exchangeable pairs, which, given a suitable exchangeable pair of real-valued random variables, suggests the approximation of…
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly
We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared ran…
Weak Poincaré Inequality for Convolution Probability Measures
Li-Juan Cheng, Shao-Qin Zhang
By using Lyapunov conditions, weak Poincaré inequalities are established for some probability measures on a manifold . These results are further applied to the convolution o…
A general approach to small deviation via concentration of measures
Ehsan Azmoodeh, Lauri Viitasaari
We provide a general approach to obtain upper bounds for small deviations in different norms, namely the supremum and - Hölder norms. The larg…