Related papers: The Fourth-Moment Theorem on Hilbert Spaces
We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…
We prove a quantitative Fourth Moment Theorem for Wigner integrals of any order with symmetric kernels, generalizing an earlier result from Kemp et al. (2012). The proof relies on free stochastic analysis and uses a new biproduct formula…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…
Learning from non-independent and non-identically distributed data poses a persistent challenge in statistical learning. In this study, we introduce data-dependent Bernstein inequalities tailored for vector-valued processes in Hilbert…
In this paper, we obtain a $p$-th moment bound for the suprema of a log-concave-tailed nonhomogeneous chaos process, which is optimal in some special cases. A crucial ingredient of the proof is a novel decoupling inequality, which may be of…
The moment problem in probability theory asks for criteria for when there exists a unique measure with a given tuple of moments. We study a variant of this problem for random objects in a category, where a moment is given by the average…
A criterion for proving a strong form of propagation of chaos on the path space, known as entropy chaos, for a general interacting diffusion system is proposed. Our analysis focuses on the class of conservative diffusions introduced by…
We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit solves a stochastic differential equation driven by either a…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
In this paper, we establish a multi-parameter version of Bellow and Losert's Wiener-Wintner type ergodic theorem for dynamical systems not necessarily being commutative. More precisely, we introduce a weight class $\mathcal{D}$, which is…
Convergence analysis of consensus algorithms is revisited in the light of the Hilbert distance. Tsitsiklis Lyapunov function is shown to be the Hilbert distance to consensus in log coordinates. Birkhoff theorem, which proves contraction of…
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic differential equations in the sense of McKean-Vlasov. We…
We attempt to construct the exact univariate probability distributions for 2 x 2 quantum systems that yield the (balanced) univariate Hilbert-Schmidt determinantal moments <(|rho| |rho^{PT}|)^n>, obtained by Slater and Dunkl (J. Phys. A,…
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…
In the Bayes paradigm and for a given loss function, we propose the construction of a new type of posterior distributions, that extends the classical Bayes one, for estimating the law of an $n$-sample. The loss functions we have in mind are…
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…
In the canonical approach to Lorentzian Quantum General Relativity in four spacetime dimensions an important step forward has been made by Ashtekar, Isham and Lewandowski some eight years ago through the introduction of an appropriate…
We introduce a notion of vague convergence for random marked metric measure spaces. Our main result shows that convergence of the moments of order $k \ge 1$ of a random marked metric measure space is sufficient to obtain its vague…