40 citations · 292 across the 28 of their papers we have counts for
28 papers · 1 filter
maximal inequalities for Gaussian subordination with applications to Breuer--Major--Donsker principles
Dionysis Milesis, Guangqu Zheng
In this paper, we establish an maximal inequality for partial sums of Gaussian-subordinated random variables. More precisely, let belong to $L^2(γ…
Gamma approximation and Poisson--Gaussian invariance principle on Poisson chaos
Dionysis Milesis, Guangqu Zheng
We study centered Gamma approximation and a same-kernel Poisson--Gaussian invariance principle on fixed Poisson chaoses. For Gamma approximation, a martingale-core argument extends…
Coalescence and fluctuations of O'Connell$\unicode{x2013}$Yor polymers via the free-energy correlation profile
Firas Rassoul-Agha, Xiao Shen, Ruixuan Zhang +1
We establish an identity relating the spatial derivative of a two-point free-energy correlation to two fundamental geometric quantities: the annealed probability that two independe…
Four-moment criteria for Poisson convergence on Poisson and Rademacher chaoses
Guangqu Zheng
In this paper, we establish Poisson limit theorems on Poisson and Rademacher chaoses. Our principal result is a total-variation bound, valid in both settings, for an integer-valued…
A Kolmogorov fourth-moment bound on Poisson chaos via a martingale core
Guangqu Zheng
For any finite family of Poisson multiple integrals and any finite , we construct a common increasing filtration generated by finitely many exact Poisson counts such that t…
Breuer-Major-Donsker invariance principle
Paul Mansanarez, Guillaume Poly, Guangqu Zheng
We prove a Breuer-Major-type Donsker's invariance principle for stationary Gaussian sequences under the natural \emph{finite-variance assumption} on the test function. This result,…
Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
Raluca M. Balan, Guangqu Zheng
In this paper, we study one-dimensional hyperbolic Anderson models (HAM) driven by space-time pure-jump Lévy white noise in a finite-variance setting. Motivated by recent active re…
Stein's method, Gaussian processes and Palm measures, with applications to queueing
A. D. Barbour, Nathan Ross, Guangqu Zheng
We develop a general approach to Stein's method for approximating a random process in the path space by a real continuous Gaussian process. We then use the approa…
Quantitative central limit theorems for the parabolic Anderson model driven by colored noises
David Nualart, Panqiu Xia, Guangqu Zheng
In this paper, we study the spatial averages of the solution to the parabolic Anderson model driven by a space-time Gaussian homogeneous noise that is colored in time and space. We…
A simplified second-order Gaussian Poincaré inequality in discrete setting with applications
Peter Eichelsbacher, Benedikt Rednoß, Christoph Thäle +1
In this paper, a simplified second-order Gaussian Poincaré inequality for normal approximation of functionals over infinitely many Rademacher random variables is derived. It is bas…
Stein's method, smoothing and functional approximation
A. D. Barbour, Nathan Ross, Guangqu Zheng
Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals of a càdlàg random process of interest…
The hyperbolic Anderson model: Moment estimates of the Malliavin derivatives and applications
Raluca M. Balan, David Nualart, Lluís Quer-Sardanyons +1
In this article, we study the hyperbolic Anderson model driven by a space-time \emph{colored} Gaussian homogeneous noise with spatial dimension . Under mild assumptions, we…
Spatial averages for the Parabolic Anderson model driven by rough noise
David Nualart, Xiaoming Song, Guangqu Zheng
In this paper, we study spatial averages for the parabolic Anderson model in the Skorohod sense driven by rough Gaussian noise, which is colored in space and time. We include the c…
Spatial ergodicity of stochastic wave equations in dimensions 1,2 and 3
David Nualart, Guangqu Zheng
In this note, we study a large class of stochastic wave equations with spatial dimension less than or equal to . Via a soft application of Malliavin calculus, we establish that…
Central limit theorems for stochastic wave equations in dimensions one and two
David Nualart, Guangqu Zheng
Fix , we consider a -dimensional stochastic wave equation driven by a Gaussian noise, which is temporally white and colored in space such that the spatial correlati…
Averaging 2d stochastic wave equation
Raul Bolaños Guerrero, David Nualart, Guangqu Zheng
We consider a 2D stochastic wave equation driven by a Gaussian noise, which is temporally white and spatially colored described by the Riesz kernel. Our first main result is the fu…
Averaging Gaussian functionals
David Nualart, Guangqu Zheng
This paper consists of two parts. In the first part, we focus on the average of a functional over shifted Gaussian homogeneous noise and as the averaging domain covers the whole sp…
Oscillatory Breuer-Major theorem with application to the random corrector problem
David Nualart, Guangqu Zheng
In this paper, we present an oscillatory version of the celebrated Breuer-Major theorem that is motivated by the random corrector problem. As an application, we are able to prove n…
Gaussian fluctuations for the stochastic heat equation with colored noise
Jingyu Huang, David Nualart, Lauri Viitasaari +1
In this paper, we present a quantitative central limit theorem for the d-dimensional stochastic heat equation driven by a Gaussian multiplicative noise, which is white in time and…
A Central Limit Theorem for the stochastic wave equation with fractional noise
Francisco Delgado-Vences, David Nualart, Guangqu Zheng
We study the one-dimensional stochastic wave equation driven by a Gaussian multiplicative noise which is white in time and has the covariance of a fractional Brownian motion with H…
Almost sure convergence on chaoses
Guillaume Poly, Guangqu Zheng
We present several new phenomena about almost sure convergence on homogeneous chaoses that include Gaussian Wiener chaos and homogeneous sums in independent random variables. Concr…
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…
The Probability of Intransitivity in Dice and Close Elections
Jan Hązła, Elchanan Mossel, Nathan Ross +1
We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for -sided dice with pairwise ordering induced by the probab…
A Peccati-Tudor type theorem for Rademacher chaoses
Guangqu Zheng
In this article, we prove that in the Rademacher setting, a random vector with chaotic components is close in distribution to a centred Gaussian vector, if both the maximal influen…