Related papers: Gaussian Limits for Subcritical Chaos

We prove a structural result for degree-$d$ polynomials. In particular, we show that any degree-$d$ polynomial, $p$ can be approximated by another polynomial, $p_0$, which can be decomposed as some function of polynomials $q_1,...,q_m$ with…

We prove propagation of chaos at explicit polynomial rates in Wasserstein distance W_2 for Kac's N-particle system associated with the spatially homogeneous Boltzmann equation for Maxwell molecules, with and without cutoff. Our approach is…

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper…

The moving average of the complex modulus of the analytic wavelet transform provides a robust time-scale representation for signals to small time shifts and deformation. In this work, we derive the Wiener chaos expansion of this…

We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…

We focus on the FeigenbaumCoulletTresser point of the dissipative one-dimensional z logistic map. We show that sums of iterates converge to q Gaussian distributions, which optimize the nonadditive entropic functional Sq under simple…

Dynamical chaos has recently been shown to exist in the Gaussian approximation in quantum mechanics and in the self-consistent mean field approach to studying the dynamics of quantum fields. In this study, we first show that any variational…

Quantum chaos is a major subject of interest in condensed matter theory, and has recently motivated new questions in the study of classical chaos. In particular, recent studies have uncovered interesting physics in the relationship between…

We derive an explicit formula for a restricted partition function P_n^m(s) with constraints making use of known expression for a restricted partition function W_m(s) without constraints

In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…

Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence of the sequence of fourth moments to the fourth moment of the…

We investigate the random variable defined by the volume of the zero set of a smooth Gaussian field, on a general Riemannian manifold possibly with boundary, a fundamental object in probability and geometry. We prove a new explicit formula…

We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…

We show that, for general convolution approximations to a large class of log-correlated fields, including the 2d Gaussian free field, the critical chaos measures with derivative normalisation converge to a limiting measure {\mu}'. This…

The transition from arbitrary to chaotic fluctuation properties in quantum systems is studied in a random matrix model. It is assumed that the Hamiltonian can be written as the sum of an arbitrary and a chaos producing part. The Gaussian…

An upper bound for the Wasserstein distance is provided in the general framework of the Wiener-Poisson space. Is obtained from this bound a second order Poincar\'e-type inequality which is useful in terms of computations. For completeness…

This paper is devoted to filtering, smoothing, and prediction of polynomial processes that are partially observed. These problems are known to allow for an explicit solution in the simpler case of linear Gaussian state space models. The key…

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 build solutions to Kac's particle system and show that their empirical measures converge to the solution of the space-homogeneous Boltzmann equation in the regime of very soft potentials. This proves propagation of chaos for the last…

Consider a logarithmically-correlated Gaussian field $X$ in $d$ dimensions. For all $\gamma \in (-\sqrt{2d},\sqrt{2d})$, we show that the derivatives $\frac{\partial^k}{\partial\gamma^k} :e^{\gamma X_\epsilon}:$ of the regularised Gaussian…