相关论文: An Improved Second Order Poincar\'e Inequality for…
We establish new explicit bounds on the Gaussian approximation of Poisson functionals based on novel estimates of moments of Skorohod integrals. Combining these with the Malliavin-Stein method, we derive bounds in the Wasserstein and…
We prove a sharpened version of the Strichartz inequality for radial solutions of the Schr\"odinger equation in $\mathbb{R}^2\times \mathbb{R}$. We establish an improved upper bound for functions that nearly extremize the inequality, with a…
In this paper we propose a new approach to the central limit theorem (CLT), based on functions of bounded F\'echet variation for the continuously differentiable linear statistics of random matrix ensembles which relies on: a weaker form of…
We give a two-dimensional central limit theorem (CLT) for the second-order quadratic variation of the centered Gaussian processes on $[0,T]$. Though the approach we use is well known in the literature, the conditions under which the CLT…
Context: Two-point correlation functions are used throughout cosmology as a measure for the statistics of random fields. When used in Bayesian parameter estimation, their likelihood function is usually replaced by a Gaussian approximation.…
Second order approximate ancillaries have evolved as the primary ingredient for recent likelihood development in statistical inference. This uses quantile functions rather than the equivalent distribution functions, and the intrinsic…
We extend a Gaussian functional inequality to a countable product of Gaussian measures. This inequality improves on the classical Poincare inequality for Gaussian measures. As an application, we prove that First Passage Percolation has…
The classical Gaussian concentration inequality for Lipschitz functions is adapted to a setting where the classical assumptions (i.e. Lipschitz and Gaussian) are not met. The theory is more direct than much of the existing theory designed…
A variational method is discussed, extending the Gaussian effective potential to higher orders. The single variational parameter is replaced by trial unknown two-point functions, with infinite variational parameters to be optimized by the…
In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for…
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Malliavin divergences, due to Furlan and Gubinelli (2019), with…
In recent work [P. Grohs and M. Rathmair. Stable Gabor Phase Retrieval and Spectral Clustering. Communications on Pure and Applied Mathematics (2018)] and [P. Grohs and M. Rathmair. Stable Gabor phase retrieval for multivariate functions.…
Quantitative limit theorems for non-linear functionals on the Wiener space are considered. Given the possibly infinite sequence of kernels of the chaos decomposition of such a functional, an estimate for different probability distances…
We present a Korn-Poincar\'e-type inequality in a planar setting which is in the spirit of the Poincar\'e inequality in SBV due to De Giorgi, Carriero, Leaci. We show that for each function in SBD$^2$ one can find a modification which…
We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
We prove a new class of inequalities, yielding bounds for the normal approximation in the Wasserstein and the Kolmogorov distance of functionals of a general Poisson process (Poisson random measure). Our approach is based on an iteration of…
Recently, many researchers devoted their attention to study the extensions of the gamma and beta functions. In the present work, we focus on investigating some approximations for a class of Gauss hypergeometric functions by exploiting…
The main result of this paper supports a conjecture by C. P\'erez and E. Rela about a very recent result of theirs on self-improving theory. Also, we extend the conclusions of their theorem to the range $p<1$. As an application of our…
We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate discrete Malliavin operators. Although our approach does not…