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math.PR2018
Continuous Breuer-Major theorem: tightness and non-stationarity
Simon Campese, Ivan Nourdin, David Nualart
Let be a zero-mean Gaussian stationary process with covariance function satisfying . Let 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…