Related papers: Second-order properties and central limit theorems…
Poisson processes in the space of $k$-dimensional totally geodesic subspaces ($k$-flats) in a $d$-dimensional standard space of constant curvature $\kappa\in\{-1,0,1\}$ are studied, whose distributions are invariant under the isometries of…
We adapt Stein's method to obtain Berry--Esseen type error bounds in the multivariate central limit theorem for non-stationary processes generated by time-dependent compositions of uniformly expanding dynamical systems. In a particular case…
We establish a general criterion for the positivity of the variance of a chaotic component of local functionals of stationary vector-valued Gaussian fields. This criterion is formulated in terms of the spectral properties of the covariance…
We develop a deterministic large-time mechanism yielding Ces{\`a}ro asymptotic observability inequalities from moving localized observations for conservative evolutions. On each observation interval, exact convexification on a compact…
In this paper, quantitative central limit theorems for $U$-statistics on the $q$-dimensional torus defined in the framework of the two-sample problem for Poisson processes are derived. In particular, the $U$-statistics are built over tight…
We consider Gaussian Laplace eigenfunctions on the two-dimensional flat torus (arithmetic random waves), and provide explicit Berry-Esseen bounds in the 1-Wasserstein distance for the normal and non-normal high-energy approximation of the…
The goal of this paper is to analyse the asymptotic behavior of the cycle process and the total number of cycles of weighted and generalized weighted random permutations which are relevant models in physics and which extend the Ewens…
In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…
The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…
In this paper, we establish explicit quantitative Berry-Esseen bounds in the hyper-rectangle distance $d_R$, the convex distance $d_{\mathscr{C}}$ and the $1$-Wasserstein distance $d_W$ for high-dimensional, non-linear functionals of…
Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ($H < \frac{1}{2})$ and…
We prove limit theorems for functionals of a Poisson point process using the Malliavin calculus on the Poisson space. The target distribution is conditionally either a Gaussian vector or a Poisson random variable. The convergence is stable…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…
The convex hull generated by the restriction to the unit ball of a stationary Poisson point process in the $d$-dimensional Euclidean space is considered. By establishing sharp bounds on cumulants, exponential estimates for large deviation…
We derive a central limit theorem for the number of vertices of convex polytopes induced by stationary Poisson hyperplane processes in $\mathbb{R}^d$. This result generalizes an earlier one proved by Paroux [Adv. in Appl. Probab. 30 (1998)…
We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Mat\'ern case, this class allows a continuous parameterization of…
This paper provides refined versions of some known functional central limit theorems for conditional Poisson sampling which are more suitable for applications. The theorems presented in this paper are generalizations of some results that…
The purpose of this work is to build a framework that allows for an in-depth study of various generalisations to inhomogeneous space of models of Borodin-Ferrari, Dieker-Warren, Nordenstam, Warren-Windridge of interacting particles in…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…