References of "Zheng, Guangqu 50009267"
     in
Bookmark and Share    
Full Text
See detailRecent developments around the Malliavin-Stein approach (Fourth moment phenomena via exchangeable pairs)
Zheng, Guangqu UL

Doctoral thesis (2018)

Part I is a survey, part II is a collection of papers.

Detailed reference viewed: 80 (16 UL)
Full Text
Peer Reviewed
See detailConvergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
Lechiheb, Atef; Nourdin, Ivan UL; Zheng, Guangqu UL et al

in Probability and Mathematical Statistics (2018), 38(2), 271-286

Detailed reference viewed: 203 (12 UL)
Full Text
Peer Reviewed
See detailFourth moment theorems on The Poisson space in any dimension
Döbler, Christian UL; Vidotto, Anna UL; Zheng, Guangqu UL

in Electronic Journal of Probability (2018)

Detailed reference viewed: 156 (14 UL)
Peer Reviewed
See detailAsymptotic behaviour of large Gaussian correlated Wishart matrices
Nourdin, Ivan UL; Zheng, Guangqu UL

E-print/Working paper (2018)

Detailed reference viewed: 13 (0 UL)
Full Text
Peer Reviewed
See detailNormal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals
Zheng, Guangqu UL

in Stochastic Processes & Their Applications (2017), 127(5), 1622-1636

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 ... [more ▼]

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 by Nourdin et al. (2010) and then we deduce the bound on Wasserstein distance for normal approximation using the (discrete) Malliavin–Stein approach. Besides, we are able to give the almost sure central limit theorem for a sequence of random variables inside a fixed Rademacher chaos using the Ibragimov–Lifshits criterion [less ▲]

Detailed reference viewed: 75 (5 UL)
Peer Reviewed
See detailExchangeable pairs on Wiener chaos
Nourdin, Ivan UL; Zheng, Guangqu UL

in High-Dimensional Probability VIII Proceedings (2017)

Detailed reference viewed: 75 (5 UL)
Full Text
Peer Reviewed
See detailA Peccati-Tudor type theorem for Rademacher chaoses
Zheng, Guangqu UL

E-print/Working paper (2017)

In this article, we prove that in the Rademacher setting, a random vector with chaotic components is close in distribution to a centred Gaussian vector, if both the maximal influence of the associated ... [more ▼]

In this article, we prove that in the Rademacher setting, a random vector with chaotic components is close in distribution to a centred Gaussian vector, if both the maximal influence of the associated kernel and the fourth cumulant of each component is small. In particular, we recover the univariate case recently established in D\"obler and Krokowski (2017). Our main strategy consists in a novel adaption of the exchangeable pairs couplings initiated in Nourdin and Zheng (2017), as well as its combination with estimates via chaos decomposition. [less ▲]

Detailed reference viewed: 57 (8 UL)
Full Text
Peer Reviewed
See detailConvergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization
Lechiheb, Atef; Nourdin, Ivan UL; Zheng, Guangqu UL et al

in Probability and Mathematical Statistics (2016)

Detailed reference viewed: 76 (6 UL)