Related papers: Quantitative de Jong theorems in any dimension
We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…
We study pointwise convergence of the fractional Schr\"odinger means along sequences $t_n$ which converge to zero. Our main result is that bounds on the maximal function $\sup_{n} |e^{it_n(-\Delta)^{\alpha/2}} f| $ can be deduced from those…
Let $Q$ be a transition probability on a measurable space $E$, let $(X\_n)\_n$ be a Markov chain associated to $Q$, and let $\xi$ be a real-valued measurable function on $E$, and $S\_n = \sum\_{k=1}^{n} \xi(X\_k)$. Under functional…
We establish central limit theorems for a large class of supercritical branching Markov processes in infinite dimension with spatially dependent and non-necessarily local branching mechanisms. This result relies on a fourth moment…
In this paper, we prove the Fourth Moment Theorem for sequences of (noncommutative) random variables given as sums of two stochastic integrals in two different parity orders of chaos, both in the free Wigner chaos setting and a $q$-Gaussian…
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…
Let $\Cal S$ be an abelian finitely generated semigroup of endomorphisms of a probability space $(\Omega, {\Cal A}, \mu)$, with $(T_1, ..., T_d)$ a system of generators in ${\Cal S}$. Given an increasing sequence of domains $(D_n) \subset…
We show that there exists $c>0$ such that any subset of $\{1, \dots, N\}$ of density at least $(\log\log{N})^{-c}$ contains a nontrivial progression of the form $x,x+y,x+y^2$. This is the first quantitatively effective version of the…
In this paper, we study fluctuations of conditionally centered statistics of the form $$N^{-1/2}\sum_{i=1}^N c_i(g(\sigma_i)-\mathbb{E}_N[g(\sigma_i)|\sigma_j,j\neq i])$$ where $(\sigma_1,\ldots ,\sigma_N)$ are sampled from a dependent…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
In these notes, we obtain new stability estimates for centered non-degenerate selfdecomposable probability measures on $\mathbb{R}^d$ with finite second moment and for non-degenerate symmetric $\alpha$-stable probability measures on…
Customers arrive at rate N times alpha on a network of N single server infinite buffer queues, choose L queues uniformly, join the shortest one, and are served there in turn at rate beta. We let N go to infinity.We prove a functional…
The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…
This work focuses on the temporal average of the backward Euler--Maruyama (BEM) method, which is used to approximate the ergodic limit of stochastic ordinary differential equations with super-linearly growing drift coefficients. We give the…
We prove weak laws of large numbers and central limit theorems of Lindeberg type for empirical centres of mass (empirical Fr\'echet means) of independent non-identically distributed random variables taking values in Riemannian manifolds. In…
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
Fr\'echet means of samples from a probability measure $\mu$ on any smoothly stratified metric space M with curvature bounded above are shown to satisfy a central limit theorem (CLT). The methods and results proceed by introducing and…
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…
A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…
We introduce a class of Boltzmann equations on the real line, which constitute extensions of the classical Kac caricature. The collisional gain operators are defined by smoothing transformations with quite general properties. By…