Related papers: Almost sure convergence on chaoses

We prove bounds on statistical distances between high-dimensional exchangeable mixture distributions (which we call \emph{permutation mixtures}) and their i.i.d. counterparts. Our results are based on a novel method for controlling $\chi^2$…

The recently introduced basis adaptation method for Homogeneous (Wiener) Chaos expansions is explored in a new context where the rotation/projection matrices are computed by discovering the active subspace where the random input exhibits…

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

We prove an almost sure central limit theorem on the Poisson space, which is perfectly tailored for stabilizing functionals emerging in stochastic geometry. As a consequence, we provide almost sure central limit theorems for $(i)$ the total…

In this note, we prove a multidimensional counterpart of the central limit theorem on the free Poisson chaos recently proved by Bourguin and Peccati (2014). A noteworthy property of convergence toward the semicircular distribution on the…

In this paper, we prove the equivalent conditions of complete moment convergence of the maximum for partial weighted sums of independent, identically distributed random variables under sublinear expectations space. As applications, the…

In this paper, we consider the Kac stochastic particle system associated to the spatially homogeneous Boltzmann equation for true hard potentials. We establish a rate of propagation of chaos of the particle system to the unique solution of…

While it is known that Hamiltonian systems may undergo a phenomenon of condensation akin to Bose-Einstein condensation, not all the manifestations of this phenomenon have been uncovered yet. In this work we present a novel form of…

We present an inverse method to construct large classes of chaotic invariant sets together with their exact statistics. The associated dynamical systems are characterized by a probability distribution and a two-form. While our emphasis is…

A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to…

We study almost minimizers for the thin obstacle problem with variable H\"older continuous coefficients and zero thin obstacle and establish their $C^{1,\beta}$ regularity on the either side of the thin space. Under an additional assumption…

We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

We prove an exact fourth moment bound for the normal approximation of random variables belonging to the Wiener chaos of a general Poisson random measure. Such a result -- that has been elusive for several years -- shows that the so-called…

Weakly chaotic or weakly interacting systems have a wide regime where the common random matrix theory modeling does not apply. As an example we consider cold atoms in a nearly integrable optical billiard with displaceable wall ("piston").…

We investigate three aspects of weak* convergence of the $n$-step distributions of random walks on finite volume homogeneous spaces $G/\Gamma$ of semisimple real Lie groups. First, we look into the obvious obstruction to the upgrade from…

We prove that if a rectangular matrix with uniformly small entries and approximately orthogonal rows is applied to the independent standardized random variables with uniformly bounded third moments, then the empirical CDF of the resulting…

We show that the Kac particle system converges, as the number of particles tends to infinity, to the solution of the homogeneous Boltzmann equation, in the regime of moderately soft potentials, $\gamma \in (-2,0)$ with the common notation.…

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…