Simon Campese

collaborators

3 papers

math.PR2019

Approximation of Hilbert-valued Gaussians on Dirichlet structures

Solesne Bourguin, Simon Campese

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert…

math.PR2018

Continuous Breuer-Major theorem: tightness and non-stationarity

Simon Campese, Ivan Nourdin, David Nualart

Let $Y = (Y (t))_{t \geq 0}$ be a zero-mean Gaussian stationary process with covariance function $ρ : R \to R$ satisfying $ρ (0) = 1$ . Let $f : R \to R$ be a sq…

math.PR2018

Four moments theorems on Markov chaos

Solesne Bourguin, Simon Campese, Nikolai Leonenko +1

We obtain quantitative Four Moments Theorems establishing convergence of the laws of elements of a Markov chaos to a Pearson distribution, where the only assumption we make on the…