114 citations · 979 across the 103 of their papers we have counts for
5 papers · 1 filter
On the Gaussian approximation of vector-valued multiple integrals
Salim Noreddine, Ivan Nourdin
By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals …
Wigner chaos and the fourth moment
Todd Kemp, Ivan Nourdin, Giovanni Peccati +1
We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if t…
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Ivan Nourdin, Anthony Réveillac, Jason Swanson
Let be a fractional Brownian motion with Hurst parameter . It is known that the symmetric Stratonovich-style Riemann sums for do not, in general, c…
Quantitative Breuer-Major Theorems
Ivan Nourdin, Giovanni Peccati, Mark Podolskij
We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, , where is a -dimensional Gaussian process…
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
Ivan Nourdin, Giovanni Peccati
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an origi…