114 citations · 979 across the 103 of their papers we have counts for
8 papers · 1 filter
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality
Ivan Nourdin, Giovanni Peccati, Xiaochuan Yang
We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function satisfying minimal re…
Concentration of the Intrinsic Volumes of a Convex Body
Martin Lotz, Michael B. McCoy, Ivan Nourdin +2
The intrinsic volumes are measures of the content of a convex body. This paper uses probabilistic and information-theoretic methods to study the sequence of intrinsic volumes of a…
Stein's method for asymmetric -stable distributions, with application to the stable CLT
Peng Chen, Ivan Nourdin, Lihu Xu
This paper is concerned with the Stein's method associated with a (possibly) asymmetric -stable distribution , in dimension one. More precisely, its goal is twofold. In the f…
Sojourn time dimensions of fractional Brownian motion
Ivan Nourdin, Giovanni Peccati, Stéphane Seuret
We describe the size of the sets of sojourn times associated with a fractional Brownian motion in terms of various large scale dimensions.
The functional Breuer-Major theorem
Ivan Nourdin, David Nualart
Let be zero-mean stationary Gaussian sequence of random variables with covariance function satisfying . Let b…
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…