Related papers: Multivariate central limit theorems for Rademacher…
We prove several discrete Gagliardo-Nirenberg-Sobolev and Poincar\'e-Sobolev inequalities for some approximations with arbitrary boundary values on finite volume meshes. The keypoint of our approach is to use the continuous embedding of the…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
We derive normal approximation bounds in the Kolmogorov distance for sums of discrete multiple integrals and $U$-statistics made of independent Bernoulli random variables. Such bounds are applied to normal approximation for the renormalized…
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
Using Stein's method and the Malliavin calculus of variations, we derive explicit estimates for the Gamma approximation of functionals of a Poisson measure. In particular, conditions are presented under which the distribution of a sequence…
We investigate the use of a certain class of functional inequalities known as weak Poincar\'e inequalities to bound convergence of Markov chains to equilibrium. We show that this enables the straightforward and transparent derivation of…
We establish a multivariate empirical process central limit theorem for stationary $\R^d$-valued stochastic processes $(X_i)_{i\geq 1}$ under very weak conditions concerning the dependence structure of the process. As an application we can…
This paper develops mixed-normal approximations for probabilities that vectors of multiple Skorohod integrals belong to random convex polytopes when the dimensions of the vectors possibly diverge to infinity. We apply the developed theory…
We prove a Poisson limit theorem in the total variation distance of functionals of a general Poisson point process using the Malliavin-Stein method. Our estimates only involve first and second order difference operators and are closely…
Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial structure. A prototypical example is the random geometric…
The L\'evy-Khintchine theorem is a classical result in Diophantine approximation that describes the asymptotic growth of the denominators of convergents in the continued fraction expansion of a typical real number. An effective version of…
We show for very general classes of measures on locally compact second countable groups that every Borel measurable quasimorphism is at bounded distance from a quasi-biharmonic one. This allows us to deduce non-degenerate central limit…
The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
Consider d uniformly random permutation matrices on n labels. Consider the sum of these matrices along with their transposes. The total can be interpreted as the adjacency matrix of a random regular graph of degree 2d on n vertices. We…
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…
General Central limit theorem deals with weak limits (in type) of sums of row-elements of array random variables. In some situations as in the invariance principle problem, the sums may include only parts of the row-elements. For strictly…
We aim at analyzing in terms of a.s. convergence and weak rate the performances of the Multilevel Monte Carlo estimator (MLMC) introduced in [Gil08] and of its weighted version, the Multilevel Richardson Romberg estimator (ML2R), introduced…
Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…
In this article we obtain new irrationality measures for values of functions which belong to a certain class of hypergeometric functions including shifted logarithmic functions, binomial functions and shifted exponential functions. We…