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We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on…

Probability · Mathematics 2022-09-20 Chinmoy Bhattacharjee , Ilya Molchanov

Consider the weakly asymmetric simple exclusion processes on the one-dimensional torus. We study the non-equilibrium fluctuation of a class of additive functionals, and show that its scaling limit is a Gaussian process. The proof is mainly…

Probability · Mathematics 2023-06-05 Luiz Renato Fontes , Tiecheng Xu

We study the one-dimensional stochastic heat equation with unbounded, nonlinear,Lipschitz coefficients with Dirichlet boundary conditions. Using Malliavin calculus, we construct a piecewise approximation of the solution u and establish…

Analysis of PDEs · Mathematics 2025-02-27 D. Farazakis , G. Karali , A. Stavrianidi

We construct surface measures in a Hilbert space endowed with a probability measure $\nu$. The theory fits for invariant measures of some stochastic partial differential equations such as Burgers and reaction--diffusion equations. Other…

Probability · Mathematics 2016-08-23 Giuseppe Da Prato , Alessandra Lunardi , Luciano Tubaro

In Gaussian approximation, we investigate the marginal electromagnetic fluctuation in models of charged relativistic bosonic superfluids in three and two spatial dimensions at zero temperature. The electromagnetism is modeled by the…

Other Condensed Matter · Physics 2023-10-13 Wei-Han Hsiao

In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several…

Probability · Mathematics 2020-06-26 A. N. Kumar , P. Vellaisamy , F. Viens

We construct a symplectic realization and a bi-hamiltonian formulation of a 3-dimensional system whose solution are the Jacobi elliptic functions. We generalize this system and the related Poisson brackets to higher dimensions. These more…

Mathematical Physics · Physics 2019-02-22 Pantelis A. Damianou

We compute explicit upper bounds on the distance between the law of a multivariate Gaussian distribution and the joint law of wavelets/needlets coefficients based on a homogeneous spherical Poisson field. In particular, we develop some…

Probability · Mathematics 2015-04-27 Claudio Durastanti , Domenico Marinucci , Giovanni Peccati

In the setting of the multidimensional Mellin analysis we introduce moduli of continuity and use them to define Besov-Mellin spaces. We prove that Besov-Mellin spaces are the interpolation spaces (in the sense of J.Peetre) between two…

Functional Analysis · Mathematics 2024-09-09 Isaac Z. Pesenson

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

Probability · Mathematics 2021-03-02 Matthias Schulte , J. E. Yukich

We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…

Probability · Mathematics 2023-09-19 Francesco Casini , Cristian Giardinà , Frank Redig

This paper is concerned with the approximation to invariant measures for Langevin dynamics of McKean--Vlasov type. Under dissipativity and Lipschitz conditions, we prove that the empirical measures of both the mean-field and…

Probability · Mathematics 2024-04-30 Wenjing Cao , Kai Du

We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

Probability · Mathematics 2016-09-13 Luisa Beghin , Claudio Macci

Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that…

Probability · Mathematics 2017-11-28 Bram Petri , Christoph Thaele

The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…

Probability · Mathematics 2015-03-17 Peter Eichelsbacher , Martin Raic , Tomasz Schreiber

In this work, we obtain the central limit theorem for fluctuations of Young diagrams around their limit shape in the bulk of the "spectrum" of partitions of a large integer n (under the Plancherel measure). More specifically, we show that,…

Probability · Mathematics 2007-05-23 L. V. Bogachev , Z. G. Su

We examine the weak-field approximation of locally Galilean invariant gravitational theories with general covariance in a $(4+1)$-dimensional Galilean framework. The additional degrees of freedom allow us to obtain Poisson, diffusion, and…

General Relativity and Quantum Cosmology · Physics 2009-10-27 R. R. Cuzinatto , P. J. Pompeia , M. de Montigny , F. C. Khanna

We show how to detect optimal Berry--Esseen bounds in the normal approximation of functionals of Gaussian fields. Our techniques are based on a combination of Malliavin calculus, Stein's method and the method of moments and cumulants, and…

Probability · Mathematics 2009-12-09 Ivan Nourdin , Giovanni Peccati

In this paper, we study two specific types of $d$-dimensional Poisson functionals: a double-sum type and a sum-log-sum type, both over pairs of Poisson points. On these functionals, we impose column-type dependence, i.e., local behavior in…

Probability · Mathematics 2025-12-24 Hanna Döring , Adélie Garin , Christian Hirsch , Nikolaj Nyvold Lundbye