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math.PR2024★ 2 cited
The multivariate fractional Ornstein-Uhlenbeck process
Ranieri Dugo, Giacomo Giorgio, Paolo Pigato
Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes…
math.PR2024
Limit theorems for Gaussian fields via Chaos Expansions and Applications
Giacomo Giorgio
In this PhD thesis, we apply a combination of Malliavin calculus and Stein's method in the framework of probability approximations. The specific problems we tackle with these metho…
math.PR2022★ 1 cited
Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics
Lucia Caramellino, Giacomo Giorgio, Maurizia Rossi
Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit -dimensional sphere (). We study the convergence in Total Variation distance for their no…