Related papers: The self-normalized Donsker theorem revisited

Direct and inverse approximation theorems are proved in the Besicovitch-Stepanets spaces $B{\mathcal S}^{p}$ of almost periodic functions in terms of the best approximations of functions and their generalized moduli of smoothness.

This paper surveys recent developments in the sampling discretization of integral and uniform norms for functions in general finite-dimensional spaces. These results generalize the classical Marcinkiewicz-Zygmund inequalities for…

The Bochner-Godement theorem extends the classical Bochner and Bochner-Schoenberg theorems from the context of Euclidean spaces and spheres to general symmetric spaces. We show how it also includes recent results on products of symmetric…

This paper presents a new reformulated theorem for fields embedded on a sphere or a disk. We focus in particular on the associated sphere of a disk when closing its only one boundary. We call this the disk-sphere duality theorem for the…

A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…

We consider the question of how approximations satisfying Dirichlet's theorem spiral around vectors in $\mathbb{R}^d$. We give pointwise almost everywhere results (using only the Birkhoff ergodic theorem on the space of lattices). In…

We consider optimal approximation with respect to the mean square error of It\^o integrals and Skorohod integrals given an equidistant discretization of the Brownian motion. We obtain for suitable integrands optimal rates smaller than the…

Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold $M$ whose Brownian motion satisfies a certain recurrence property called $\ast$-recurrence. We study analogues of this discretization for tensor…

Let $L$ be the Dunkl Laplacian on the Euclidean space $\mathbb{R}^N$ associated with a normalized root system $R$ and a multiplicity function $k(\nu)\geq 0$, $\nu\in R$. We establish a Leibniz-type rule for the fractional powers of $L$ on…

The symmetric decreasing rearrangement of functions on $\mathbb{R}^n$ features in several seminal inequalities, such as the P\'olya-Szeg\H{o} inequality. The latter was shown by the authors to hold for all smoothing rearrangements, a class…

In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of…

We introduce a new notion of "regularity structure" that provides an algebraic framework allowing to describe functions and / or distributions via a kind of "jet" or local Taylor expansion around each point. The main novel idea is to…

We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…

We present an alternative proof of Sanov's theorem for Polish spaces in the weak topology that follows via discretization arguments. We combine the simpler version of Sanov's Theorem for discrete finite spaces and well chosen finite…

One of aims of this note is to capture the interest of the mathematical community to a novel transformation, which we shall call Brownian symmetrization. This transformation arises from the solution of the planar Skorokhod embedding…

The regular Dirichlet extension is the dual concept of regular Dirichlet subspace. The main purpose of this paper is to characterize all the regular Dirichlet extensions of one-dimensional Brownian motion and to explore their structures. It…

In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle…

We study asymptotic error distributions associated with standard approximation scheme for one-dimensional stochastic differential equations driven by fractional Brownian motions. This problem was studied by, for instance, Gradinaru-Nourdin…

We consider the parabolic Anderson problem with random potentials having inverse-square singularities around the points of a standard Poisson point process in $\mathbb{R}^d$, $d \geq 3$. The potentials we consider are obtained via…

In this paper we consider the Stratonovich reflected stochastic differential equation $dX_t=\sigma(X_t)\circ dW_t+b(X_t)dt+dL_t$ in a bounded domain $\O$ which satisfies conditions, introduced by Lions and Sznitman, which are specified…