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相关论文: Almost sure central limit theorems via chaos expan…

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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…

概率论 · 数学 2008-05-10 Ivan Nourdin , Giovanni Peccati

We investigate an almost sure limit theorem (ASCLT) for sequences of random variables having the form of a ratio of two terms such that the numerator satisfies the ASCLT and the denominator is a positive term which converges almost surely…

概率论 · 数学 2012-09-04 Peggy Cénac , Khalifa Es-Sebaiy

We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energy setting, for the boundary lengths of their excursion sets.…

概率论 · 数学 2020-11-06 Radomyra Shevchenko , Anna Paola Todino

We show how to detect optimal Berry--Esseen bounds in the normal approximation of functionals of Gaussian fields. Our techniques are based on a combination of Malliavin calculus, Stein's method and the method of moments and cumulants, and…

概率论 · 数学 2009-12-09 Ivan Nourdin , Giovanni Peccati

We extend the Malliavin theory for $L^2$-functionals on product probability spaces that has recently been developed by Decreusefond and Halconruy (2019) and by Duerinckx (2021), by characterizing the domains and investigating the actions of…

概率论 · 数学 2024-03-25 Christian Döbler

We prove Central Limit Theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combine asymptotic analysis of higher order moments for Legendre polynomials…

数学物理 · 物理学 2015-06-11 Domenico Marinucci , Igor Wigman

In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems…

概率论 · 数学 2009-12-15 Bernard Bercu , Ivan Nourdin , Murad Taqqu

We establish asymptotically Gaussian fluctuations for functionals of a large class of spin models and strongly correlated random point fields, achieving near-optimal rates. For spin models, we demonstrate Gaussian asymptotics for the…

概率论 · 数学 2025-09-16 Tien-Cuong Dinh , Subhroshekhar Ghosh , Hoang-Son Tran , Manh-Hung Tran

We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Ess\'een bounds in Central Limit Theorems (CLTs) involving multiple Wiener-It\^o integrals with respect to a general…

概率论 · 数学 2008-08-01 Giovanni Peccati , Josep Lluís Solé , Murad S. Taqqu , Frederic Utzet

In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…

概率论 · 数学 2010-02-08 Ivan Nourdin , Giovanni Peccati

In this note, we prove the Almost Sure Central Limit Theorem (ASCLT) for the spatial integral of the solution of the hyperbolic Anderson model driven by the L\'evy colored noise introduced in Balan (2015). For this, we use the central limit…

概率论 · 数学 2026-03-04 Raluca M. Balan , Hanniel E. Kouamé , William D. Stephenson

Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas…

概率论 · 数学 2016-02-11 Daniel Hug , Günter Last , Matthias Schulte

We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…

概率论 · 数学 2019-05-09 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

In this PhD thesis, we apply a combination of Malliavin calculus and Stein's method in the framework of probability approximations. The specific problems we tackle with these methods are motivated by probabilistic models in cosmology (Part…

概率论 · 数学 2024-06-26 Giacomo Giorgio

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…

概率论 · 数学 2009-05-21 Ivan Nourdin , Giovanni Peccati , Gesine Reinert

Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…

数学物理 · 物理学 2021-03-17 Yu-Chen Cheng , Hong Qian

We combine Stein's method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of Gaussian fields. Our results generalize and refine the main…

概率论 · 数学 2008-11-19 Ivan Nourdin , Giovanni Peccati , Anthony Réveillac

In this work, we study the normal approximation and almost sure central limit theorems for some functionals of an independent sequence of Rademacher random variables. In particular, we provide a new chain rule that improves the one derived…

概率论 · 数学 2018-10-16 Guangqu Zheng

In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…

概率论 · 数学 2019-01-21 Ehsan Azmoodeh , Ivan Nourdin

In this paper, we study the random field solution to the stochastic nonlinear wave equation (SNLW) with constant initial conditions and multiplicative noise $\sigma(u)\dot{L}$, where the nonlinearity is encoded in a Lipschitz function…

概率论 · 数学 2026-04-15 Raluca M. Balan , Guangqu Zheng
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