English
Related papers

Related papers: Second-order properties and central limit theorems…

200 papers

Using analytic torsion associated to stable bundles, we introduce zeta functions for compact Riemann surfaces. To justify the well-definedness, we analyze the degenerations of analytic torsions at the boundaries of the moduli spaces, the…

Algebraic Geometry · Mathematics 2012-09-21 Lin Weng

Bessel processes $(X_{t,k})_{t\ge0}$ in $N$ dimensions are classified via associated root systems and multiplicity constants $k\ge0$. They describe interacting Calogero-Moser-Suther\-land particle systems with $N$ particles and are related…

Probability · Mathematics 2021-05-20 Sergio Andraus , Michael Voit

We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…

Probability · Mathematics 2012-06-26 Raphael Lachieze-Rey , Giovanni Peccati

In Weil (2001) formulas were proved for stationary Boolean models $Z$ in $\mathbb{R}^d$ with convex or polyconvex grains, which express the densities of mixed volumes of $Z$ in terms of related mean values of the underlying Poisson particle…

Probability · Mathematics 2017-12-25 Daniel Hug , Wolfgang Weil

In this paper we study the asymptotic behaviour via Gamma-convergence of some integral functionals which model some multi-dimensional structures and depend explicitly on the linearized strain tensor. The functionals are defined in…

Functional Analysis · Mathematics 2007-05-23 Nadia Ansini , Francois Bille Ebobisse

Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of…

Probability · Mathematics 2008-10-27 Giovanni Peccati , Murad S. Taqqu

Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications, such as linear inverse problems with convex constraints, and constrained statistical inference. It is a well-known fact that,…

Probability · Mathematics 2014-11-25 Larry Goldstein , Ivan Nourdin , Giovanni Peccati

Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bounding the Fortet-Mourier and…

Probability · Mathematics 2017-12-13 Richard Eden , Juan Víquez

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…

Probability · Mathematics 2017-11-06 Kai Krokowski , Anselm Reichenbachs , Christoph Thaele

Let $W_N(\beta) = \mathrm{E}_0\left[e^{ \sum_{n=1}^N \beta \omega(n,S_n) - N\beta^2/2}\right]$ be the partition function of a two-dimensional directed polymer in a random environment, where $\omega(i,x), i\in \mathbb{N}, x\in \mathbb{Z}^2$…

Probability · Mathematics 2023-05-11 Clément Cosco , Ofer Zeitouni

We introduce a universality theorem for functionals of measures on partitions which "behave like" the Ewens measure. Various limit theorems for the Ewens measure, most notably the Poisson-Dirichlet limit for the longest parts, the…

Probability · Mathematics 2012-04-25 James Y. Zhao

We establish inequalities for assessing the distance between the distribution of a (possibly multidimensional) functional of a Poisson random measure and that of a Gaussian element. Our bounds only involve add-one cost operators at the…

Probability · Mathematics 2020-10-27 Raphaël Lachièze-Rey , Giovanni Peccati , Xiaochuan Yang

We establish central limit theorems for natural volumes of random inscribed polytopes in projective Riemannian or Finsler geometries. In addition, normal approximation of dual volumes and the mean width of random polyhedral sets are…

Metric Geometry · Mathematics 2020-05-22 Florian Besau , Daniel Rosen , Christoph Thäle

We pursue the group theoretical method to study Isgur-Wise functions. We apply the general formalism, formerly applied to the baryon case j^P = 0^+ (for \Lambda_b -> \Lambda_c \ell \nu), to mesons with j^P = 1/2^-, i.e. $\overline{B} ->…

High Energy Physics - Phenomenology · Physics 2014-12-17 A. Le Yaouanc , L. Oliver , J. -C. Raynal

The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME). We study rates of convergence of the central limit theorem…

Probability · Mathematics 2026-03-06 Khalifa Es-Sebaiy , Yong Chen

Boltzmann's principle S=k ln W allows to extend equilibrium thermo-statistics to ``Small'' systems without invoking the thermodynamic limit. The clue is to base statistical probability on ensemble averaging and not on time averaging. It is…

Statistical Mechanics · Physics 2007-05-23 D. H. E. Gross

We consider a discrete stochastic process, indexed by lines through the unit disk in the plane, which models the observed photon counts in a medical X-ray tomography scan. We first prove a functional law of large numbers, showing that this…

Probability · Mathematics 2026-02-10 Tyler Gomez , Jason Swanson , Alexandru Tamasan

The purpose of this paper is to establish the convergence in law of the sequence of "midpoint" Riemann sums for a stochastic process of the form f'(W), where W is a Gaussian process whose covariance function satisfies some technical…

Probability · Mathematics 2013-07-26 Daniel Harnett , David Nualart

A completely Lorentz-invariant Bohmian model has been proposed recently for the case of a system of non-interacting spinless particles, obeying Klein-Gordon equations. It is based on a multi-temporal formalism and on the idea of treating…

Quantum Physics · Physics 2014-11-21 Sergio Hernandez-Zapata , Ernesto Hernandez-Zapata

The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…

Econometrics · Economics 2023-06-22 Stanislav Anatolyev , Anna Mikusheva
‹ Prev 1 3 4 5 6 7 10 Next ›