Related papers: Empirical limit theorems for Wiener chaos
We investigate the nonparametric, composite hypothesis testing problem for arbitrary unknown distributions in the asymptotic regime where both the sample size and the number of hypotheses grow exponentially large. Such asymptotic analysis…
Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…
If multiway cluster-robust standard errors are used routinely in applied economics, surprisingly few theoretical results justify this practice. This paper aims to fill this gap. We first prove, under nearly the same conditions as with…
We derive the invariant measure on the manifold of multimode quantum Gaussian states, induced by the Haar measure on the group of Gaussian unitary transformations. To this end, by introducing a bipartition of the system in two disjoint…
In this paper, we extend the generalized Wiener-Wintner Theorem built by Host and Kra to the multilinear case under the hypothesis of pointwise convergence of multilinear ergodic averages. In particular, we have the following result: Let…
This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…
We construct and study properties of an infinite dimensional analog of Kahane's theory of Gaussian multiplicative chaos \cite{K85}. Namely, if $H_T(\omega)$ is a random field defined w.r.t. space-time white noise $\dot B$ and integrated…
We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…
We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…
We investigate Keisler measures in arbitrary theories. Our initial focus is on Borel definability. We show that when working over countable parameter sets in countable theories, Borel definable measures are closed under Morley products and…
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an underlying weakly dependent process. The length of these blocks…
Two different "wave chaotic" systems, involving complex eigenvalues or resonances, can be analyzed using common semiclassical methods. In particular, one obtains fractal Weyl upper bounds for the density of resonances/eigenvalues near the…
This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…
Recently, several strong limit theorems for the oscillation moduli of the empirical process have been given in the iid-case. We show that, with very slight differences, those strong results are also obtained for some representation of the…
Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…
Guided by a geometric understanding developed in earlier works of Wang and Young, we carry out some numerical studies of shear-induced chaos. The settings considered include periodic kicking of limit cycles, random kicks at Poisson times,…
The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…
We review results concerning the critical behavior of spin systems at equilibrium. We consider the Ising and the general O($N$)-symmetric universality classes, including the $N\to 0$ limit that describes the critical behavior of…