Related papers: Asymptotic Cram\'er type decomposition for Wiener …

For uniform random permutations conditioned to have no long cycles, we prove that the total number of cycles satisfies a central limit theorem. Under additional assumptions on the asymptotic behavior of the set of allowed cycle lengths, we…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

It is well known that the ratio of two independent standard Gaussian random variables follows a Cauchy distribution. Any convex combination of independent standard Cauchy random variables also follows a Cauchy distribution. In a recent…

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…

We establish necessary and sufficient conditions for convergence (in the sense of finite dimensional distributions) of multiplicative measures on the set of partitions. We show that this convergence is equivalent to asymptotic independence…

Stein's method is applied to obtain a general Cramer-type moderate deviation result for dependent random variables whose dependence is defined in terms of a Stein identity. A corollary for zero-bias coupling is deduced. The result is also…

We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…

For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to show that for a class…

Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $S_n=\sum_{i=1}^n\xi_i $ and $[ S]_n=\sum_{i=1}^n \xi_i^2.$ We prove a Cram\'er type moderate deviation expansion for $\mathbf{P}(S_n/\sqrt{[ S]_n} \geq x)$…

We introduce new frames, called \textit{metaplectic Gabor frames}, as natural generalizations of Gabor frames in the framework of metaplectic Wigner distributions. Namely, we develop the theory of metaplectic atoms in a full-general setting…

We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables. The result is applied to get a similar theorem for smooth functions…

In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…

We propose a class of flexible non-parametric tests for the presence of dependence between components of a random vector based on weighted Cram\'{e}r-von Mises functionals of the empirical copula process. The weights act as a tuning…

The von Weizs\"{a}cker theorem states that every sequence of nonnegative random variables has a subsequence which is Ces\`{a}ro convergent to a nonnegative random variable which might be infinite. The goal of this note is to provide a…

This is the first of two papers where we address and partially confirm a conjecture of Deser and Schwimmer, originally postulated in high energy physics. The objects of study are scalar Riemannian quantities constructed out of the curvature…

This paper develops methods to study the distribution of Eulerian statistics defined by second-order recurrence relations. We define a random process to decompose the statistics over compositions of integers. It is shown that the numbers of…

We study a generalisation of the double-dimer model that encompasses several models of interest, including the monomer double-dimer model, spatial random permutations, the dimer model, and the spin $O(N)$ model, and which is also related to…

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support…

We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…