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- Interdisciplinary Centre for Security, Reliability and TrustLU193 papers
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- Donostia International Physics CenterES66 papers
- Forschungszentrum JülichDE37 papers
- Polish Academy of SciencesPL36 papers
- University of CambridgeGB36 papers
- Luxembourg Centre for Systems BiomedicineLU34 papers
- Technische Universität BerlinDE34 papers
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6 papers · 2 filters
Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients
Jean-Marc Azaïs, Federico Dalmao, José León +2
Let be a random trigonometric polynomial of degree with iid coefficients and let denote the (random) number of its zeros lying in the compact interval $I\subset\…
Multidimensional limit theorems for homogeneous sums: a general transfer principle
Ivan Nourdin, Giovanni Peccati, Guillaume Poly +1
The aim of the present paper is to establish the multidimensional counterpart of the \textit{fourth moment criterion} for homogeneous sums in independent leptokurtic and mesokurtic…
Brownian motion and the distance to a submanifold
James Thompson
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the L…
New Berry-Esseen and Wasserstein bounds in the CLT for non-randomly centered random sums by probabilistic methods
Christian Döbler
We prove abstract bounds on the Wasserstein and Kolmogorov distances between non-randomly centered random sums of real i.i.d. random variables with a finite third moment and the st…
A proof of the Shepp-Olkin entropy concavity conjecture
Erwan Hillion, Oliver Johnson
We prove the Shepp--Olkin conjecture, which states that the entropy of the sum of independent Bernoulli random variables is concave in the parameters of the individual random varia…
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation
Ivan Nourdin, David Nualart, Rola Zintout
The purpose of this paper is to establish the multivariate normal convergence for the average of certain Volterra processes constructed from a fractional Brownian motion with Hurst…