Michel Weber

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math.PR2025

A general decoupling inequality for finite Gaussian vectors

Michel Weber

We use Matrix Analysis to prove a general decoupling inequality for finite Gaussian vectors, in identifying a new region of the inherent $p$ exponent, for the validity of this one.

math.PR2025

Moderate deviations of suprema of Gaussian processes A cyclic approximation criterion

Michel Weber

We study moderate deviations of suprema of parametrized sequences of sample bounded Gaussian processes ${X_{x} (t), t \in T_{x}}$ , and first present recent sharp bounds in simple cas…

math.PR2023

Divisibility and primality in random walks

Michel J. G. Weber

In this paper we study the divisibility and primality properties of the Bernoulli random walk. We improve or extend some of our divisibility results to wide classes of iid or indep…

math.PR2023

A general correlation inequality for level sets of sums of independent random variables using the Bernoulli part with applications to the almost sure local limit theorem

Michel J. G. Weber

Let $X = {X_{j}, j \geq 1}$ be a sequence of independent, square integrable variables taking values in a common lattice $L (v_{0}, D) = {v_{k} = v_{0} + D k, k \in Z}$ . Let $…