A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the results are derived coincide with those of the celebrated fourth moment theorem of Nualart and Peccati. The proofs rely on sharp estimates for cumulants. As applications, explosive integrals of a Brownian sheet, a discretized version of the quadratic variation of a fractional Brownian motion and the sample bispectrum of a spherical Gaussian random field are considered
International audienceLet $(Z_{n})$ be a supercritical branching process in a random environment $\x...
We obtain quantitative four moments theorems establishing convergence of the laws of elements of a M...
In this paper, we give a product formula of Hermite polynomials and a relation between real Wiener- ...
In two new papers [2] and [8], sharp general quantitative bounds are given to complement the well-kn...
This dissertation provides new insights into central limit theorems for multiple stochastic integral...
AbstractSufficient conditions for a rank-dependent moderate deviations principle (MDP) for degenerat...
. Sufficient conditions for a rank-dependent moderate deviations principle (MDP) for degenerate U-pr...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
International audienceThe aim of the present paper is to establish the multidimensional counterpart ...
AbstractLet (Zn) be a supercritical branching process in a random environment ξ, and W be the limit ...
10 pagesWe prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors,...
This dissertation provides a detailed analysis of the behavior of suprema and moduli of continuity f...
AbstractA Moderate Deviation Principle is established for random processes arising as small random p...
40 pagesInternational audienceWe prove that a normalized sequence of multiple Wigner integrals (in a...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
International audienceLet $(Z_{n})$ be a supercritical branching process in a random environment $\x...
We obtain quantitative four moments theorems establishing convergence of the laws of elements of a M...
In this paper, we give a product formula of Hermite polynomials and a relation between real Wiener- ...
In two new papers [2] and [8], sharp general quantitative bounds are given to complement the well-kn...
This dissertation provides new insights into central limit theorems for multiple stochastic integral...
AbstractSufficient conditions for a rank-dependent moderate deviations principle (MDP) for degenerat...
. Sufficient conditions for a rank-dependent moderate deviations principle (MDP) for degenerate U-pr...
International audienceWe investigate the problem of finding necessary and sufficient conditions for ...
International audienceThe aim of the present paper is to establish the multidimensional counterpart ...
AbstractLet (Zn) be a supercritical branching process in a random environment ξ, and W be the limit ...
10 pagesWe prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors,...
This dissertation provides a detailed analysis of the behavior of suprema and moduli of continuity f...
AbstractA Moderate Deviation Principle is established for random processes arising as small random p...
40 pagesInternational audienceWe prove that a normalized sequence of multiple Wigner integrals (in a...
In this dissertation we present several applications of Malliavin calculus, both to the statistical ...
International audienceLet $(Z_{n})$ be a supercritical branching process in a random environment $\x...
We obtain quantitative four moments theorems establishing convergence of the laws of elements of a M...
In this paper, we give a product formula of Hermite polynomials and a relation between real Wiener- ...