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math.PR2026
From Hermite Chaos to an Attractive Log-Gas: Explicit High-Rank Limits of Iterated-Logarithm and Tail Constants
Elina Moldavskaya
Let be a standard Hermite process of order and Hurst index . For , let be the variance-normalized version of the weighted integral $\int_0^1 x…
math.PR2026
Constants in the Weighted Law of the Iterated Logarithm under Long-Range Dependence: Hermite Rank Two
Elina Moldavskaya
At Hermite rank two, the constant in the weighted law of the iterated logarithm under long-range dependence is represented as the largest eigenvalue of a suitably normalized positi…
math.PR2026
Malliavin Smoothness of Hermite Processes of Arbitrary Order and Their Wiener Integrals
Elina Moldavskaya
We establish Malliavin nondegeneracy for every weighted integral against a singular Hermite kernel, with all negative moments of the Malliavin derivative norm finite, uniformly ove…