Related papers: Asymptotic Cram\'er type decomposition for Wiener …
We study the joint distribution of the input sum and the output sum of a deterministic transducer. Here, the input of this finite-state machine is a uniformly distributed random sequence. We give a simple combinatorial characterization of…
The subject of this work is the multivariate generalization of the theory of multiple Wiener--It\^o integrals. In the scalar valued case this theory was described in paper\cite{11}. Our proofs apply the technique of this work, but in the…
The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…
Let $F_n = (F_{1,n}, ....,F_{d,n})$, $n\geq 1$, be a sequence of random vectors such that, for every $j=1,...,d$, the random variable $F_{j,n}$ belongs to a fixed Wiener chaos of a Gaussian field. We show that, as $n\to\infty$, the…
In Stein's method, the exchangeable pair approach is commonly used to estimate the approximation errors in normal approximation. In this paper, we establish a Cram\'er-type moderate deviation theorem of normal approximation for unbounded…
Cram\'{e}r-type large deviations for means of samples from a finite population are established under weak conditions. The results are comparable to results for the so-called self-normalized large deviation for independent random variables.…
We consider the semi-parametric estimation of a scale parameter of a one-dimensional Gaussian process with known smoothness. We suggest an estimator based on quadratic variations and on the moment method. We provide asymptotic…
We consider the problem of the construction of the asymptotically distribution free test by the observations of ergodic diffusion process. It is supposedd that under the basic hypothesis the trend coefficient depends on the finite…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing…
Werner and Wolf have proven in Phys. Rev. Lett. 86(16) (2001) a very elegant necessary and sufficient condition for a bosonic continuous variable bipartite Gaussian mixed quantum state to be separable. This condition is, however, difficult…
We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
This paper considers the asymptotic behaviour of volumes of excursion sets of subordinated Gaussian random fields with (possibly) infinite variance. Actually, we consider integral functionals of such fields and obtain their limiting…
Zeckendorf's theorem states that every positive integer can be uniquely decomposed as a sum of nonconsecutive Fibonacci numbers. The distribution of the number of summands converges to a Gaussian, and the individual measures on gaps between…
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, central limit theory, and clustered covariance matrix…
The detection of continuous gravitational-wave signals requires to account for the motion of the detector with respect to the solar system barycenter in the data analysis. In order to search efficiently for such signals by means of the fast…
We consider Gaussian random waves on hyperbolic spaces and establish variance asymptotics and central limit theorems for a large class of their integral functionals, both in the high-frequency and large domain limits. Our strategy of proof…
We prove a local limit theorem, i.e. a central limit theorem for densities, for a sequence of independent and identically distributed random variables taking values on an abstract Wiener space; the common law of those random variables is…
We calculate full asymptotic expansions of prime-independent multiplicative functions on additive arithmetic semigroups that satisfy a strong form of Knopfmacher's axioms. When applied to the semigroup of unlabeled graphs, our method yields…