2.3k citations
- Interdisciplinary Centre for Security, Reliability and TrustLU193 papers
- Centre National de la Recherche ScientifiqueFR133 papers
- Luxembourg Institute of Science and TechnologyLU105 papers
- 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
- University of OttawaCA34 papers
- Université de LorraineFR31 papers
- University of LiègeBE30 papers
7 papers · 2 filters
Malliavin-Stein Method: a Survey of Recent Developments
Ehsan Azmoodeh, Giovanni Peccati, Xiaochuan Yang
Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based o…
The functional Breuer-Major theorem
Ivan Nourdin, David Nualart
Let be zero-mean stationary Gaussian sequence of random variables with covariance function satisfying . Let b…
Fourth moment theorems on the Poisson space: analytic statements via product formulae
Christian Döbler, Giovanni Peccati
We prove necessary and sufficient conditions for the asymptotic normality of multiple integrals with respect to a Poisson measure on a general measure space, expressed both in term…
Asymptotic behavior of large Gaussian correlated Wishart matrices
Ivan Nourdin, Guangqu Zheng
We consider high-dimensional Wishart matrices , associated with a rectangular random matrix of size whos…
Multiple sets exponential concentration and higher order eigenvalues
Nathaël Gozlan, Ronan Herry
On a generic metric measured space, we introduce a notion of improved concentration of measure that takes into account the parallel enlargement of k distinct sets. We show that the…
Contributions to the asymptotic study of Hermite driven processes
Thi Thanh Diu Tran
This thesis consists of two parts. Part I is an introduction to Hermite processes, Hermite random fields, Fisher information and to the papers constituting the thesis. More precise…