Related papers: The Fourth-Moment Theorem on Hilbert Spaces

Frequentist conditions for asymptotic suitability of Bayesian procedures focus on lower bounds for prior mass in Kullback-Leibler neighbourhoods of the data distribution. The goal of this paper is to investigate the flexibility in criteria…

We consider sequences of random variables living in a finite sum of Wiener chaoses. We find necessary and sufficient conditions for convergence in law to a target variable living in the sum of the first two Wiener chaoses. Our conditions…

For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een…

We have studied statistical properties of the values of the Wigner function W(x) of 1D quantum maps on compact 2D phase space of finite area V. For this purpose we have defined a Wigner function probability distribution P(w) = (1/V) int…

A theory for the characterization of the fourth moment of electromagnetic wave beams is presented in the case when the source is partially coherent. A Gaussian-Schell model is used for the partially coherent random source. The white-noise…

We study the recently introduced Busemann subgradient method due to Goodwin, Lewis, Nicolae and L\'opez-Acedo, extending it to minimize the mean of a stochastic function over general Hadamard spaces. We prove a strong convergence theorem…

We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…

We develop a synthesis of Turing's paradigm of computation and von Neumann's quantum logic to serve as a model for quantum computation with recursion, such that potentially non-terminating computation can take place, as in a quantum Turing…

In a variety of applications it is important to extract information from a probability measure $\mu$ on an infinite dimensional space. Examples include the Bayesian approach to inverse problems and possibly conditioned) continuous time…

In \cite{n-p-noncentral}, Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourth cumulants. In this paper, we provide an optimal rate of…

While the exact separability probability of 8/33 for two-qubit states under the Hilbert-Schmidt measure has been reported by Huong and Khoi [\href{https://doi.org/10.1088/1751-8121/ad8493}{J.Phys.A:Math.Theor.{\bf57}, 445304(2024)}],…

Let $X$ be a Bernoulli random variable with the success probability $p$. We are interested in tight bounds on $\mathbb{E}[f(X_1,X_2)]$, where $X_i=\mathbb{E}[X| \mathcal{F}_i]$ and $\mathcal{F}_i$ are some sigma-algebras. This problem is…

We prove the chain rule in the more general framework of the Wiener-Poisson space, allowing us to obtain the so-called Nourdin-Peccati bound. From this bound we obtain a second-order Poincare-type inequality that is useful in terms of…

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…

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

We consider the space of complete and separable metric spaces which are equipped with a probability measure. A notion of convergence is given based on the philosophy that a sequence of metric measure spaces converges if and only if all…

A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…

We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants…

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…