Browse ORBi

- What it is and what it isn't
- Green Road / Gold Road?
- Ready to Publish. Now What?
- How can I support the OA movement?
- Where can I learn more?

ORBi

Wavelet methods to study the pointwise regularity of the generalized Rosenblatt process Daw, Lara ; Loosveldt, Laurent in Electronic Journal of Probability (2022), 27 We identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion ... [more ▼] We identify three types of pointwise behaviour in the regularity of the (generalized) Rosenblatt process. This extends to a non Gaussian setting previous results known for the (fractional) Brownian motion. On this purpose, fine bounds on the increments of the Rosenblatt process are needed. Our analysis is essentially based on various wavelet methods. [less ▲] Detailed reference viewed: 70 (19 UL)Gaussian approximation for sums of region-stabilizing scores Bhattacharjee, Chinmoy ; in Electronic Journal of Probability (2022), 27 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 ... [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: 51 (4 UL)Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion ; Nourdin, Ivan ; in Electronic Journal of Probability (2022) Detailed reference viewed: 86 (3 UL)Stein's method of exchangeable pairs in multivariate functional approximations Döbler, Christian ; Kasprzak, Mikolaj in Electronic Journal of Probability (2021), 26 Detailed reference viewed: 98 (10 UL)Power variations for fractional type infinitely divisible random fields ; Pilipauskaite, Vytauté ; Podolskij, Mark in Electronic Journal of Probability (2021), 26 Detailed reference viewed: 105 (3 UL)Radial processes for sub-Riemannian Brownian motions and applications ; ; et al in Electronic Journal of Probability (2020), 25(paper no. 97), 1-17 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 ... [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: 206 (22 UL)Approximation of Hilbert-valued Gaussians on Dirichlet structures ; Campese, Simon in Electronic Journal of Probability (2020), 25 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 ... [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: 29 (0 UL)A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages ; ; Podolskij, Mark in Electronic Journal of Probability (2020), 25(31), 131 Detailed reference viewed: 112 (9 UL)Quantitative limit theorems for symmetric U-statistics using contractions Döbler, Christian ; Peccati, Giovanni in Electronic Journal of Probability (2019), 24 Detailed reference viewed: 111 (5 UL)Quantitative CLTs for symmetric U-statistics using contractions Döbler, Christian ; Peccati, Giovanni in Electronic Journal of Probability (2019), 24 Detailed reference viewed: 100 (3 UL)Phase singularities in complex arithmetic random waves ; Nourdin, Ivan ; Peccati, Giovanni et al in Electronic Journal of Probability (2019), 24(71), 1-45 Detailed reference viewed: 174 (14 UL)Evolution systems of measures and semigroup properties on evolving manifolds Cheng, Li Juan ; Thalmaier, Anton in Electronic Journal of Probability (2018), 23(20), 1-27 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 ... [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: 358 (69 UL)Recurrence and Transience of Frogs with Drift on Z^d Döbler, Christian ; ; et al in Electronic Journal of Probability (2018) Detailed reference viewed: 112 (5 UL)Fourth moment theorems on The Poisson space in any dimension Döbler, Christian ; Vidotto, Anna ; Zheng, Guangqu in Electronic Journal of Probability (2018) Detailed reference viewed: 203 (15 UL)Quantitative de Jong theorems in any dimension Döbler, Christian ; Peccati, Giovanni in Electronic Journal of Probability (2017), 22 Detailed reference viewed: 276 (26 UL)An iterative technique for bounding derivatives of solutions of Stein equations Döbler, Christian ; ; in Electronic Journal of Probability (2017), 22 Detailed reference viewed: 161 (13 UL)Concentration bounds for geometric Poisson functionals: logarithmic Sobolev inequalities revisited Peccati, Giovanni ; in Electronic Journal of Probability (2016), 6(44), Detailed reference viewed: 228 (16 UL)Stein's method of exchangeable pairs for the Beta distribution and generalizations Döbler, Christian in Electronic Journal of Probability (2015) Detailed reference viewed: 184 (11 UL)Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering ; Peccati, Giovanni in Electronic Journal of Probability (2014), 19(Paper 66), Detailed reference viewed: 109 (2 UL)W1,+-interpolation of probability measures on graphs Hillion, Erwan in Electronic Journal of Probability (2014), 19 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 ... [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) |
||