5 citations · 6 across the 5 of their papers we have counts for
4 papers · 1 filter
Non-central limit of densities of some functionals of Gaussian processes
Solesne Bourguin, Thanh Dang, Yaozhong Hu
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our w…
Moderate deviation principle for multiscale systems driven by fractional Brownian motion
Solesne Bourguin, Thanh Dang, Konstantinos Spiliopoulos
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical systems where the slow motion is governed by small fractional Brownian motion (fBm…
Functional Gaussian approximations on Hilbert-Poisson spaces
Solesne Bourguin, Simon Campese, Thanh Dang
We develop a functional Stein-Malliavin method in a non-diffusive Poissonian setting, thus obtaining a) quantitative central limit theorems for approximation of arbitrary non-degen…
High dimensional regimes of non-stationary Gaussian correlated Wishart matrices
Solesne Bourguin, Thanh Dang
We study the high-dimensional asymptotic regimes of correlated Wishart matrices , where is a Gaussian random matrix with c…