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20052026
most citedInvariance principles for homogeneous sums: Universality of Gaussian Wiener chaos

114 citations · 979 across the 103 of their papers we have counts for

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116 papers

math.PR2026

Correlated initialization of deep residual networks

Felix Benning, Ivan Nourdin, Giovanni Peccati

We study the large-depth behavior of residual networks whose weights are correlated across layers at initialization. Our results confirm and extend a conjecture of Marion et al. [2…

math.PR2026

Functional Scaling Limits of Interpolated Correlated Random Walks in Hölder Topology

Felix Benning, Ivan Nourdin

We prove functional scaling limits for interpolated random walks whose increments are functions of a stationary Gaussian sequence. In this setting, the classical Dobrushin-Major-Ta…

math.PR2026

Malliavin calculus and densities for chaos-driven stochastic differential equations

Laurent Loosveldt, Yassine Nachit, Ivan Nourdin

We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\…

math.PR2026

Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function

Nikolai Leonenko, Leonardo Maini, Ivan Nourdin +1

We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in , including spatiotemporal settings, and establish Gaus…

math.PR2025

Malliavin smoothness of the Rosenblatt process

Laurent Loosveldt, Yassine Nachit, Ivan Nourdin +1

We investigate the smoothness of the densities of the finite-dimensional distributions of the Rosenblatt process. Within the Malliavin calculus framework, we prove that Rosenblatt…

math.PR2025

Optimal local central limit theorems on Wiener chaos

Masahisa Ebina, Ivan Nourdin, Giovanni Peccati

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal di…