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We present an improved version of the second order Gaussian Poincar\'e inequality, firstly introduced in Chatterjee (2009) and Nourdin, Peccati and Reinert (2009). These novel estimates are used in order to bound distributional distances…

Probability · Mathematics 2019-02-05 Anna Vidotto

In this paper we use a Malliavin-Stein type method to investigate Poisson and normal approximations for the measurable functions of infinitely many independent random variables. We combine Stein's method with the difference operators in…

Probability · Mathematics 2018-08-13 Nguyen Tien Dung

We prove a central limit theorem for the components of the eigenvectors corresponding to the $d$ largest eigenvalues of the normalized Laplacian matrix of a finite dimensional random dot product graph. As a corollary, we show that for…

Machine Learning · Statistics 2016-07-29 Minh Tang , Carey E. Priebe

The Rotar central limit theorem is a remarkable theorem in the non-classical version since it does not use the condition of asymptotic infinitesimality for the independent individual summands, unlike the theorems named Lindeberg's and…

Probability · Mathematics 2023-09-26 Tran Loc Hung

We establish explicit bounds on the convex distance between the distribution of a vector of smooth functionals of a Gaussian field, and that of a normal vector with a positive definite covariance matrix. Our bounds are commensurate to the…

Probability · Mathematics 2021-02-26 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

A seminal open question of Pisier and Mendel--Naor asks whether every degree-regular graph which satisfies the classical discrete Poincar\'e inequality for scalar functions, also satisfies an analogous inequality for functions taking values…

Metric Geometry · Mathematics 2025-05-30 Dylan J. Altschuler , Pandelis Dodos , Konstantin Tikhomirov , Konstantinos Tyros

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

Probability · Mathematics 2010-02-08 Ivan Nourdin , Giovanni Peccati

We develop a linear theory of discrete complex analysis on general quad-graphs, continuing and extending previous work of Duffin, Mercat, Kenyon, Chelkak and Smirnov on discrete complex analysis on rhombic quad-graphs. Our approach based on…

Complex Variables · Mathematics 2017-03-14 Alexander I. Bobenko , Felix Günther

We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…

Probability · Mathematics 2016-12-26 Ben Berckmoes , Geert Molenberghs

We study multiscale integrator numerical schemes for a class of stiff stochastic differential equations (SDEs). We consider multiscale SDEs with potentially multiple attractors that behave as diffusions on graphs as the stiffness parameter…

Numerical Analysis · Mathematics 2018-10-10 Jianfeng Lu , Konstantinos Spiliopoulos

We show how to use the Malliavin calculus to obtain density estimates of the law of general centered random variables. In particular, under a non-degeneracy condition, we prove and use a new formula for the density of a random variable…

Probability · Mathematics 2008-08-18 Ivan Nourdin , Frederi G. Viens

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

Probability · Mathematics 2026-01-13 Masahisa Ebina , Ivan Nourdin , Giovanni Peccati

We prove a Quantitative Functional Central Limit Theorem for one-hidden-layer neural networks with generic activation function. The rates of convergence that we establish depend heavily on the smoothness of the activation function, and they…

Probability · Mathematics 2023-07-06 Valentina Cammarota , Domenico Marinucci , Michele Salvi , Stefano Vigogna

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

In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we study strict subsets, i.e. sets whose variational capacity with respect to a larger reference set is finite, in the case $p=1$.…

Metric Geometry · Mathematics 2019-03-12 Panu Lahti

We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…

Differential Geometry · Mathematics 2021-07-01 Jaelin Kim

Let E be a separable (or the dual of a separable) symmetric function space, let M be a semifinite von Neumann algebra and let E(M) be the associated noncommutative function space. Let $(\epsilon_k)_k$ be a Rademacher sequence, on some…

Operator Algebras · Mathematics 2008-04-01 Christian Le Merdy , Fedor Sukochev

We provide a sufficient characterization for subsets $\mathcal{A}$ of the polynomial ring $\mathbb{F}_q[t]$ for which partial sums of Steinhaus random multiplicative functions approach a complex standard normal distribution. This extends…

Number Theory · Mathematics 2025-12-09 Declan Hoban , Jibran Iqbal Shah , Nadya-Catherine Ismail , William Verreault , Asif Zaman

Intermittent maps of Pomeau-Manneville type are well-studied in one-dimension, and also in higher dimensions if the map happens to be Markov. In general, the nonconformality of multidimensional intermittent maps represents a challenge that…

Dynamical Systems · Mathematics 2021-07-28 Peyman Eslami , Ian Melbourne , Sandro Vaienti

We define the minimum covariance determinant functionals for multivariate location and scatter through trimming functions and establish their existence at any multivariate distribution. We provide a precise characterization including a…

Statistics Theory · Mathematics 2012-05-10 Eric A. Cator , Hendrik P. Lopuhaä
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