114 citations · 979 across the 103 of their papers we have counts for
8 papers · 1 filter
Almost sure central limit theorems on the Wiener space
Bernard Bercu, Ivan Nourdin, Murad Taqqu
In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussi…
Cumulants on the Wiener Space
Ivan Nourdin, Giovanni Peccati
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions f…
Universal Gaussian fluctuations of non-Hermitian matrix ensembles
Ivan Nourdin, Giovanni Peccati
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some a…
Stein's method meets Malliavin calculus: a short survey with new estimates
Ivan Nourdin, Giovanni Peccati
We provide an overview of some recent techniques involving the Malliavin calculus of variations and the so-called ``Stein's method'' for the Gaussian approximations of probability…
A multiple stochastic integral criterion for almost sure limit theorems
Bernard Bercu, Ivan Nourdin, Murad S. Taqqu
In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our r…
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
Sébastien Darses, Ivan Nourdin, David Nualart
By means of white noise analysis, we prove some limit theorems for nonlinear functionals of a given Volterra process. In particular, our results apply to fractional Brownian motion…