Related papers: Convergence in total variation on Wiener chaos

Suppose that $X$ is a simple random walk on $\Z_n^d$ for $d \geq 3$ and, for each $t$, we let $\U(t)$ consist of those $x \in \Z_n^d$ which have not been visited by $X$ by time $t$. Let $\tcov$ be the expected amount of time that it takes…

We show new estimates for the total variation and Wasserstein distances in the framework of the Breuer-Major theorem. The results are based on the combination of Stein's method for normal approximations and Malliavin calculus together with…

This paper establishes an upper bound for the Kolmogorov distance between the maximum of a high-dimensional vector of smooth Wiener functionals and the maximum of a Gaussian random vector. As a special case, we show that the maximum of…

In two new papers (Bierme et al., 2013) and (Nourdin and Peccati, 2015), sharp general quantitative bounds \ are given to complement the well-known fourth moment theorem of Nualart and Peccati, by which a sequence in a fixed Wiener chaos…

We study the model of random permutations of $n$ objects with polynomially growing cycle weights, which was recently considered by Ercolani and Ueltschi, among others. Using saddle-point analysis, we prove that the total variation distance…

The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

We define a capacity C on abstract Wiener spaces and prove that, for any u with bounded variation, the total variation measure |Du| is absolutely continuous with respect to C: this enables us to extend the usual rules of calculus in many…

Fix $\nu>0$, denote by $G(\nu/2)$ a Gamma random variable with parameter $\nu/2$ and let $n\geq2$ be a fixed even integer. Consider a sequence $\{F_k\}_{k\geq1}$ of square integrable random variables belonging to the $n$th Wiener chaos of a…

This work analyzes the turbulent velocity distribution in proximity of the wall using the finite-scale Lyapunov theory just presented in previous works. This theory is here applied to the steady boundary layer under the hypothesis of…

An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…

Let {F_n} be a normalized sequence of random variables in some fixed Wiener chaos associated with a general Gaussian field, and assume that E[F_n^4] --> E[N^4]=3, where N is a standard Gaussian random variable. Our main result is the…

We prove the following extension of the Wiener--Wintner Theorem in Ergodic Theor and the Carleson Theorem on pointwise convergence of Fourier series: For all measure preserving flows $ (X,\mu , T_t)$ and $ f\in L^p (X,\mu)$, there is a set…

In \cite{n-p-noncentral}, Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourth cumulants. In this paper, we provide an optimal rate of…

This paper provides estimates for the convergence rate of the total variation distance in the framework of the Breuer-Major theorem, assuming some smoothness properties of the underlying function. The results are proved by applying new…

We study the Wiener-Hopf factorization for L\'evy processes $X_t$ with completely monotone jumps. Extending previous results of L.C.G. Rogers, we prove that the space-time Wiener-Hopf factors are complete Bernstein functions of both the…

Random hyperspherical harmonics are Gaussian Laplace eigenfunctions on the unit $d$-dimensional sphere ($d\ge 2$). We study the convergence in Total Variation distance for their nonlinear statistics in the high energy limit, i.e., for…

An application of Levy's continuity theorem and Hankel transform allow us to establish a law limit theorem for the sequence $V_n=f(U)\sin(n U)$, where $U$ is uniformly distributed in $(0,1)$ and $f$ a given function. Further, we investigate…

We consider ergodic series of the form $\sum_{n=0}^\infty a_n f(T^n x)$ where $f$ is an integrable function with zero mean value with respect to a $T$-invariant measure $\mu$. Under certain conditions on the dynamical system $T$, the…

Almost uniform version of noncommutative Wiener-Wintner ergodic theorem and its extension to Besicovitch weights are proved.