Ivan Nourdin

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Person:272935

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List of research outcomes





PublicationDate of PublicationType
Limit theorems for \(p\)-domain functionals of stationary Gaussian fields2024-10-16Paper
Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields2024-03-11Paper
Quantitative CLTs in Deep Neural Networks2023-07-12Paper
Limit theorems for additive functionals of the fractional Brownian motion2023-05-31Paper
Small scale CLTs for the nodal length of monochromatic waves2023-04-19Paper
Total variation bound for Hadwiger's functional using Stein's method2023-04-13Paper
Asymptotic behavior of large Gaussian correlated Wishart matrices2022-11-21Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion2022-10-13Paper
Multivariate normal approximation on the Wiener space: new bounds in the convex distance2022-09-29Paper
Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency2022-05-11Paper
Non-integrable stable approximation by Stein's method2022-05-04Paper
Gaussian fluctuation for Gaussian Wishart matrices of overall correlation2022-01-24Paper
Approximation of fractional local times: zero energy and derivatives2021-11-04Paper
Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT2021-07-26Paper
Limit theorems for integral functionals of Hermite-driven processes2021-07-09Paper
Concentration of the intrinsic volumes of a convex body2020-08-21Paper
Exchangeable pairs on Wiener chaos2020-06-21Paper
Restricted hypercontractivity on the Poisson space2020-06-11Paper
Continuous Breuer-Major theorem: tightness and nonstationarity2020-05-29Paper
Freeness characterizations on free chaos spaces2020-05-19Paper
Small Scale CLTs for the Nodal Length of Monochromatic Waves2020-05-13Paper
Local times and sample path properties of the Rosenblatt process2020-05-08Paper
Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion2020-05-06Paper
Sojourn time dimensions of fractional Brownian motion2020-04-27Paper
The functional Breuer-Major theorem2020-01-31Paper
Multivariate stable approximation in Wasserstein distance by Stein's method2019-11-28Paper
Statistical inference for Vasicek-type model driven by Hermite processes2019-09-19Paper
Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality2019-08-06Paper
Phase singularities in complex arithmetic random waves2019-08-06Paper
The Breuer-Major Theorem in total variation: improved rates under minimal regularity2019-07-09Paper
Nodal statistics of planar random waves2019-06-17Paper
Almost sure limit theorems on Wiener chaos: the non-central case2019-05-16Paper
Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization2019-04-24Paper
Berry-Esseen bounds in the Breuer-Major CLT and Gebelein's inequality2018-12-20Paper
Weak symmetric integrals with respect to the fractional Brownian motion2018-08-16Paper
A Stein deficit for the logarithmic Sobolev inequality2018-02-21Paper
Fourth moments and products: unified estimates2017-09-27Paper
Gaussian phase transitions and conic intrinsic volumes: steining the Steiner formula2017-05-03Paper
Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle2017-01-12Paper
Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables2017-01-11Paper
Multivariate Gaussian approximations on Markov chaoses2016-08-22Paper
Cross-variation of Young integral with respect to long-memory fractional Brownian motions2016-07-22Paper
Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation2016-06-29Paper
Fisher information and the fourth moment theorem2016-06-27Paper
Classical and free fourth moment theorems: universality and thresholds2016-06-27Paper
Quantitative stable limit theorems on the Wiener space2016-04-21Paper
Strong asymptotic independence on Wiener chaos2016-03-02Paper
Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients2015-12-17Paper
Squared chaotic random variables: new moment inequalities with applications2015-12-07Paper
Multidimensional limit theorems for homogeneous sums: a general transfer principle2015-06-25Paper
Two properties of vectors of quadratic forms in Gaussian random variables2015-06-15Paper
An invariance principle under the total variation distance2015-04-28Paper
The optimal fourth moment theorem2015-04-22Paper
Stein's method, logarithmic Sobolev and transport inequalities2015-04-02Paper
An Itô type formula for the fractional Brownian motion in Brownian time2015-02-03Paper
Central and non-central limit theorems in a free probability setting2014-09-26Paper
Erratum: ``Convergence in law in the second Wiener/Wigner chaos2014-09-22Paper
Entropy and the fourth moment phenomenon2014-07-25Paper
Invariance principles for homogeneous sums of free random variables2014-05-05Paper
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws2014-04-25Paper
Comparison inequalities on Wiener space2014-02-26Paper
Multi-dimensional Semicircular Limits on the Free Wigner Chaos2014-02-19Paper
Absolute continuity and convergence of densities for random vectors on Wiener chaos2014-01-17Paper
Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants2013-12-04Paper
Convergence of Wigner integrals to the tetilla law2013-12-04Paper
Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs2013-12-03Paper
Lectures on Gaussian Approximations with Malliavin Calculus2013-11-28Paper
Poisson approximations on the free Wigner chaos2013-08-22Paper
Parameter estimation for \(\alpha\)-fractional bridges2013-07-30Paper
Fourth moment theorem and \(q\)-Brownian chaos2013-07-26Paper
Exact confidence intervals for the Hurst parameter of a fractional Brownian motion2013-05-27Paper
Entropy and the fourth moment phenomenon2013-04-04Paper
Convergence in total variation on Wiener chaos2013-01-24Paper
Convergence in law in the second Wiener/Wigner chaos2012-10-23Paper
Selected aspects of fractional Brownian motion.2012-10-05Paper
Wigner chaos and the fourth moment2012-08-17Paper
Yet another proof of the Nualart-Peccati criterion2012-06-22Paper
Normal approximations with Malliavin calculus. From Stein's method to universality2012-06-15Paper
The weak stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/62011-09-09Paper
Stein's method and stochastic analysis of Rademacher functionals2011-09-09Paper
Quantitative Breuer-Major theorems2011-06-15Paper
On the Gaussian approximation of vector-valued multiple integrals2011-05-23Paper
Central and non-central limit theorems for weighted power variations of fractional Brownian motion2011-03-10Paper
Limit theorems for nonlinear functionals of Volterra processes via white noise analysis2011-02-28Paper
Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos2010-09-29Paper
Stein's method meets Malliavin calculus: a short survey with new estimates2010-09-02Paper
Almost sure central limit theorems on the Wiener space2010-08-18Paper
Milstein's type schemes for fractional SDEs2010-07-21Paper
Multivariate normal approximation using Stein's method and Malliavin calculus2010-06-07Paper
Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case \(H=1/4\)2010-05-17Paper
Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields2010-05-17Paper
Cumulants on the Wiener space2010-05-17Paper
Central limit theorems for multiple Skorokhod integrals2010-04-23Paper
Weak approximation of a fractional SDE2010-01-15Paper
Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion2009-11-20Paper
Weighted power variations of iterated Brownian motion2009-11-20Paper
Density formula and concentration inequalities with Malliavin calculus2009-11-20Paper
Delay equations driven by rough paths2009-11-20Paper
Stein's method on Wiener chaos2009-09-02Paper
Trees and asymptotic expansions for fractional stochastic differential equations2009-08-24Paper
Noncentral convergence of multiple integrals2009-08-21Paper
Universal Gaussian fluctuations of non-Hermitian matrix ensembles2009-08-04Paper
Second order Poincaré inequalities and CLTs on Wiener space2009-07-10Paper
A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/42009-05-12Paper
A multiple stochastic integral criterion for almost sure limit theorems2009-04-14Paper
Differentiating σ-fields for Gaussian and shifted Gaussian processes2009-03-03Paper
Asymptotic expansions at any time for scalar fractional SDEs with Hurst index \(H>1/2\)2009-03-02Paper
Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion2009-01-27Paper
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one2008-09-25Paper
OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS2008-08-26Paper
Density estimates and concentration inequalities with Malliavin calculus2008-08-14Paper
Stochastic volatility: approximation and goodness-of-fit test2008-04-03Paper
Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion2008-02-18Paper
Correcting Newton-Côtes integrals by Lévy areas2008-02-06Paper
Dynamical properties and characterization of gradient drift diffusions2007-11-19Paper
Stochastic derivatives for fractional diffusions2007-10-17Paper
Trees and asymptotic developments for fractional stochastic differential equations2006-11-10Paper
Some linear fractional stochastic equations2006-09-04Paper
On the absolute continuity of Lévy processes with drift2006-08-03Paper
On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion2006-06-16Paper
Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case2005-11-22Paper
\(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index2005-08-05Paper
Approximation schemes associated to a differential equation governed by a Hölderian function; the case of fractional Brownian motion.2005-06-13Paper
Approximation at first and second order of {\(m\)}-order integrals of the fractional {B}rownian motion and of certain semimartingales2005-03-08Paper
Limit theorems for $p$-domain functionals of stationary Gaussian fieldsN/APaper

Research outcomes over time

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