61 résultats  enregistrer la recherche


hal-01200589v1  Direction d'ouvrage, Proceedings
Anna AksamitLarbi AliliJacques AzémaEhsan AzmoodehDominique Bakry et al.  In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Catherine Donati-Martin; Antoine Lejay; Alain Rouault. France. 2137, Springer-Verlag, pp.619, 2015, Lecture Notes in Mathematics, 978-3-319-18584-2. <10.1007/978-3-319-18585-9>
...
hal-00920183v2  Pré-publication, Document de travail
Ivan NourdinGiovanni PeccatiYvik SwanIntegration by parts and representation of information functionals
Accepted for publication in the Proceedings of the 2014 IEEE International Symposium on Informati.. 2014
...
hal-00338132v1  Pré-publication, Document de travail
Giovanni PeccatiMurad TaqquMoments, cumulants and diagram formulae for non-linear functionals of random measures
Survey, preliminary draft. 104 pages. 30 Figures. 2008
hal-01314406v1  Ouvrage (y compris édition critique et traduction)
Ivan NourdinGiovanni PeccatiNormal approximations with Malliavin calculus
Cambridge University Press, 192, 2012, Cambridge Tracts in Mathematics, 9781107017771
...
hal-00272442v2  Article dans une revue
Ivan NourdinGiovanni PeccatiAnthony RéveillacMultivariate normal approximation using Stein's method and Malliavin calculus
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2010
...
hal-00654235v3  Pré-publication, Document de travail
Giovanni PeccatiThe Chen-Stein method for Poisson functionals
18 pages; some small typos, in particular in the proof of Theorem 5.1, have been corrected. 2012
...
hal-00453622v1  Pré-publication, Document de travail
Ivan NourdinGiovanni PeccatiUniversal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
40 pages. This is an expanded version of a paper formerly called "Universal Gaussian fluctuations.. 2010
...
hal-00174789v2  Pré-publication, Document de travail
Ivan NourdinGiovanni PeccatiNon-central convergence of multiple integrals
14 pages. To appear in The Annals of Probability. 2008
...
hal-00331332v3  Pré-publication, Document de travail
Ivan NourdinGiovanni PeccatiGesine ReinertStein's method and stochastic analysis of Rademacher functionals
35 pages + Appendix. New version: some inaccuracies in Sect. 6 corrected. 2009
...
hal-00083611v1  Pré-publication, Document de travail
Domenico MarinucciGiovanni PeccatiHigh-frequency asymptotics for subordinated isotropic fields on an Abelian compact group
Final version published in: Stochastic Processes and Their Applications, 118(4), 585-613 (2008). 2006
...
hal-00160871v1  Pré-publication, Document de travail
Giovanni PeccatiGaussian Approximations of Multiple Integrals
15 pages. 2007
...
hal-00107998v2  Pré-publication, Document de travail
Omar El-DakkakGiovanni PeccatiHoeffding decompositions and two-colour urn sequences
13 pages; some minor typographical improvements. 2006
...
hal-00832589v1  Article dans une revue
Ivan NourdinGiovanni PeccatiFrederi ViensComparison inequalities on Wiener space
Stochastic Processes and their Applications, Elsevier, 2014