Related papers: A Berry-Esseen theorem for Feynman-Kac and interac…
In this work we study the rate of convergence in the central limit theorem for the Euclidean norm of random orthogonal projections of vectors chosen at random from an $\ell_p^n$-ball which has been obtained in [Alonso-Guti\'errez, Prochno,…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
Berry Esseen type bounds to the normal, based on zero- and size-bias couplings, are derived using Stein's method. The zero biasing bounds are illustrated with an application to combinatorial central limit theorems where the random…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
Conjecture II.3.6 of Spohn in [Spohn '91] and Lecture 7 of Jensen-Yau in [Jensen-Yau '99] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the…
We study the random conductance model on the lattice $\mathbb{Z}^d$, i.e. we consider a linear, finite-difference, divergence-form operator with random coefficients and the associated random walk under random conductances. We allow the…
We examine the fluctuations of the empirical density measure for the colour version of the symmetric nearest neighbour zero range particle systems in dimension one. We show that the weak limit of these fluctuations is the solution of a…
The purpose of this paper is to estimate the limiting variance of asymptotically stationary Gaussian processes observed at high frequency, using the second moment estimator (SME). We study rates of convergence of the central limit theorem…
We study the inhomogeneous Curie-Weiss model with external field, where the inhomogeneity is introduced by adding a positive weight to every vertex and letting the interaction strength between two vertices be proportional to the product of…
We obtain a sharp estimate of the speed of convergence in the Boolean central limit theorem for measures of finite sixth moment. The main tool is a quantitative version of the Stieltjes-Perron inversion formula.
Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
We study the equilibrium fluctuations of an interacting particle system evolving on the discrete ring with $N\in\mathbb N$ points, denoted by $\mathbb T_N$, and with three species of particles that we name $A,B$ and $C$, but such that at…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
This work develops further a probabilist approach to the asymptotic behavior of growth-fragmentation semigroups via the Feynman-Kac formula, which was introduced in a joint article with A.R. Watson [4]. Here, it is first shown that the…
This paper establishes a non-uniform Berry--Esseen bound in normal approximation for exchangeable pairs using Stein's method via a concentration inequality approach. The main theorem extends and improves several results in the literature,…
We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…
We prove the Central Limit Theorem for the Euler-Poincar\'e characteristic of Berry's random wave model in a growing domain. We also show Gaussian fluctuations for a class of Berry's mixture models that correspond to a perturbation of the…
We present a new method of calculating the distribution function and fluctuations for a Bose-Einstein condensate (BEC) of N interacting atoms. The present formulation combines our previous master equation and canonical ensemble…
We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…