References of "Electronic Journal of Probability"      in Complete repository Arts & humanities   Archaeology   Art & art history   Classical & oriental studies   History   Languages & linguistics   Literature   Performing arts   Philosophy & ethics   Religion & theology   Multidisciplinary, general & others Business & economic sciences   Accounting & auditing   Production, distribution & supply chain management   Finance   General management & organizational theory   Human resources management   Management information systems   Marketing   Strategy & innovation   Quantitative methods in economics & management   General economics & history of economic thought   International economics   Macroeconomics & monetary economics   Microeconomics   Economic systems & public economics   Social economics   Special economic topics (health, labor, transportation…)   Multidisciplinary, general & others Engineering, computing & technology   Aerospace & aeronautics engineering   Architecture   Chemical engineering   Civil engineering   Computer science   Electrical & electronics engineering   Energy   Geological, petroleum & mining engineering   Materials science & engineering   Mechanical engineering   Multidisciplinary, general & others Human health sciences   Alternative medicine   Anesthesia & intensive care   Cardiovascular & respiratory systems   Dentistry & oral medicine   Dermatology   Endocrinology, metabolism & nutrition   Forensic medicine   Gastroenterology & hepatology   General & internal medicine   Geriatrics   Hematology   Immunology & infectious disease   Laboratory medicine & medical technology   Neurology   Oncology   Ophthalmology   Orthopedics, rehabilitation & sports medicine   Otolaryngology   Pediatrics   Pharmacy, pharmacology & toxicology   Psychiatry   Public health, health care sciences & services   Radiology, nuclear medicine & imaging   Reproductive medicine (gynecology, andrology, obstetrics)   Rheumatology   Surgery   Urology & nephrology   Multidisciplinary, general & others Law, criminology & political science   Civil law   Criminal law & procedure   Criminology   Economic & commercial law   European & international law   Judicial law   Metalaw, Roman law, history of law & comparative law   Political science, public administration & international relations   Public law   Social law   Tax law   Multidisciplinary, general & others Life sciences   Agriculture & agronomy   Anatomy (cytology, histology, embryology...) & physiology   Animal production & animal husbandry   Aquatic sciences & oceanology   Biochemistry, biophysics & molecular biology   Biotechnology   Entomology & pest control   Environmental sciences & ecology   Food science   Genetics & genetic processes   Microbiology   Phytobiology (plant sciences, forestry, mycology...)   Veterinary medicine & animal health   Zoology   Multidisciplinary, general & others Physical, chemical, mathematical & earth Sciences   Chemistry   Earth sciences & physical geography   Mathematics   Physics   Space science, astronomy & astrophysics   Multidisciplinary, general & others Social & behavioral sciences, psychology   Animal psychology, ethology & psychobiology   Anthropology   Communication & mass media   Education & instruction   Human geography & demography   Library & information sciences   Neurosciences & behavior   Regional & inter-regional studies   Social work & social policy   Sociology & social sciences   Social, industrial & organizational psychology   Theoretical & cognitive psychology   Treatment & clinical psychology   Multidisciplinary, general & others     Showing results 1 to 20 of 32 1 2     Concentration bounds for geometric Poisson functionals: logarithmic Sobolev inequalities revisitedPeccati, Giovanni ; Bachmann, Saschain Electronic Journal of Probability (in press)Detailed reference viewed: 228 (16 UL) Gaussian approximation for sums of region-stabilizing scoresBhattacharjee, Chinmoy ; Molchanov, Ilyain Electronic Journal of Probability (2022), 27We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score ... [more ▼]We consider the Gaussian approximation for functionals of a Poisson process that are expressible as sums of region-stabilizing (determined by the points of the process within some specified regions) score functions and provide a bound on the rate of convergence in the Wasserstein and the Kolmogorov distances. While such results have previously been shown in Lachièze-Rey, Schulte and Yukich (2019), we extend the applicability by relaxing some conditions assumed there and provide further insight into the results. This is achieved by working with stabilization regions that may differ from balls of random radii commonly used in the literature concerning stabilizing functionals. We also allow for non-diffuse intensity measures and unbounded scores, which are useful in some applications. As our main application, we consider the Gaussian approximation of number of minimal points in a homogeneous Poisson process in $[0,1]^d$ with $d \geq 2$, and provide a presumably optimal rate of convergence. [less ▲]Detailed reference viewed: 49 (3 UL) Stein's method of exchangeable pairs in multivariate functional approximationsDöbler, Christian ; Kasprzak, Mikolaj in Electronic Journal of Probability (2021), 26Detailed reference viewed: 98 (10 UL) Power variations for fractional type infinitely divisible random fieldsBasse-O'Connor, Andreas; Pilipauskaite, Vytauté ; Podolskij, Mark in Electronic Journal of Probability (2021), 26Detailed reference viewed: 102 (2 UL) Radial processes for sub-Riemannian Brownian motions and applicationsBaudoin, Fabrice; Grong, Erlend; Kuwada, Kazumasa et alin Electronic Journal of Probability (2020), 25(paper no. 97), 1-17We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. Itô's formula is proved for the radial processes associated to Riemannian distances approximating ... [more ▼]We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. Itô's formula is proved for the radial processes associated to Riemannian distances approximating the Riemannian one. We deduce very general stochastic completeness criteria for the sub-Riemannian Brownian motion. In the context of Sasakian foliations and H-type groups, one can push the analysis further, and taking advantage of the recently proved sub-Laplacian comparison theorems one can compare the radial processes for the sub-Riemannian distance to one-dimensional model diffusions. As a geometric application, we prove Cheng's type estimates for the Dirichlet eigenvalues of the sub-Riemannian metric balls, a result which seems to be new even in the Heisenberg group. [less ▲]Detailed reference viewed: 200 (22 UL) Approximation of Hilbert-valued Gaussians on Dirichlet structuresBourguin, Solesne; Campese, Simon in Electronic Journal of Probability (2020), 25We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular ... [more ▼]We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to the usual (non-quantitative) finite dimensional distribution convergence and tightness argument for proving functional convergence of stochastic processes. We also derive four moments bounds for Hilbert-valued random variables with possibly infinite chaos expansion, which include, as special cases, all finite-dimensional four moments results for Gaussian approximation in a diffusive context proved earlier by various authors. Our main ingredient is a combination of an infinite-dimensional version of Stein’s method as developed by Shih and the so-called Gamma calculus. As an application, rates of convergence for the functional Breuer-Major theorem are established. [less ▲]Detailed reference viewed: 28 (0 UL) A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averagesBasse-O'Connor, Andreas; Thäle, Christoph; Podolskij, Mark in Electronic Journal of Probability (2020), 25(31), 131Detailed reference viewed: 108 (7 UL) Quantitative limit theorems for symmetric U-statistics using contractionsDöbler, Christian ; Peccati, Giovanni in Electronic Journal of Probability (2019), 24Detailed reference viewed: 111 (5 UL) Quantitative CLTs for symmetric U-statistics using contractionsDöbler, Christian ; Peccati, Giovanni in Electronic Journal of Probability (2019)Detailed reference viewed: 99 (3 UL) Phase singularities in complex arithmetic random wavesDalmao, Federico; Nourdin, Ivan ; Peccati, Giovanni et alin Electronic Journal of Probability (2019), 24(71), 1-45Detailed reference viewed: 170 (13 UL) Evolution systems of measures and semigroup properties on evolving manifoldsCheng, Li Juan ; Thalmaier, Anton in Electronic Journal of Probability (2018), 23(20), 1-27An evolving Riemannian manifold (M,g_t)_{t\in I} consists of a smooth d-dimensional manifold M, equipped with a geometric flow g_t of complete Riemannian metrics, parametrized by I=(-\infty,T). Given an ... [more ▼]An evolving Riemannian manifold (M,g_t)_{t\in I} consists of a smooth d-dimensional manifold M, equipped with a geometric flow g_t of complete Riemannian metrics, parametrized by I=(-\infty,T). Given an additional C^{1,1} family of vector fields (Z_t)_{t\in I} on M. We study the family of operators L_t=\Delta_t +Z_t where \Delta_t denotes the Laplacian with respect to the metric g_t. We first give sufficient conditions, in terms of space-time Lyapunov functions, for non-explosion of the diffusion generated by L_t, and for existence of evolution systems of probability measures associated to it. Coupling methods are used to establish uniqueness of the evolution systems under suitable curvature conditions. Adopting such a unique system of probability measures as reference measures, we characterize supercontractivity, hypercontractivity and ultraboundedness of the corresponding time-inhomogeneous semigroup. To this end, gradient estimates and a family of (super-)logarithmic Sobolev inequalities are established. [less ▲]Detailed reference viewed: 357 (69 UL) Fourth moment theorems on The Poisson space in any dimensionDöbler, Christian ; Vidotto, Anna ; Zheng, Guangqu in Electronic Journal of Probability (2018)Detailed reference viewed: 202 (15 UL) Recurrence and Transience of Frogs with Drift on Z^dDöbler, Christian ; Gantert, Nina; Höfelsauer, Thomas et alin Electronic Journal of Probability (2018)Detailed reference viewed: 112 (5 UL) An iterative technique for bounding derivatives of solutions of Stein equationsDöbler, Christian ; Gaunt, Robert E.; Vollmer, Sebastian J.in Electronic Journal of Probability (2017), 22Detailed reference viewed: 160 (13 UL) Quantitative de Jong theorems in any dimensionDöbler, Christian ; Peccati, Giovanni in Electronic Journal of Probability (2017), 22Detailed reference viewed: 275 (26 UL) Stein's method of exchangeable pairs for the Beta distribution and generalizationsDöbler, Christian in Electronic Journal of Probability (2015)Detailed reference viewed: 183 (11 UL) An Itô's type formula for the fractional Brownian motion in Brownian timeNourdin, Ivan ; Zeineddine, Raghidin Electronic Journal of Probability (2014), 19(99), 1-15Detailed reference viewed: 109 (2 UL) W1,+-interpolation of probability measures on graphsHillion, Erwan in Electronic Journal of Probability (2014), 19We generalize an equation introduced by Benamou and Brenier and characterizing Wasserstein Wp-geodesics for p > 1, from the continuous setting of probability distributions on a Riemannian manifold to the ... [more ▼]We generalize an equation introduced by Benamou and Brenier and characterizing Wasserstein Wp-geodesics for p > 1, from the continuous setting of probability distributions on a Riemannian manifold to the discrete setting of probability distributions on a general graph. Given an initial and a nal distributions (f_0(x)), (f_1(x)), we prove the existence of a curve (f_t(x)) satisfying this Benamou-Brenier equation. We also show that such a curve can be described as a mixture of binomial distributions with respect to a coupling that is solution of a certain optimization problem. [less ▲]Detailed reference viewed: 131 (4 UL) Stochastic flows on metric graphsHajri, Hatem ; Raimond, Olivierin Electronic Journal of Probability (2014)Detailed reference viewed: 151 (22 UL) Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clusteringBorguin, Solesne; Peccati, Giovanni in Electronic Journal of Probability (2014), 19(Paper 66), Detailed reference viewed: 109 (2 UL) 1 2