I. Nourdin

发表

Multivariate normal approximation using Stein's method and Malliavin calculus

Anthony R'eveillac, G. Peccati, I. Nourdin, 2008, 0804.1889.

Stein’s method, logarithmic Sobolev and transport inequalities

Ivan Nourdin, Giovanni Peccati, Michel Ledoux, 2014, Geometric and Functional Analysis.

Small Scale CLTs for the Nodal Length of Monochromatic Waves

G. Peccati, I. Nourdin, Gauthier Dierickx, 2020, Communications in Mathematical Physics.

Squared chaotic random variables: new moment inequalities with applications

G. Peccati, I. Nourdin, Dominique Malicet, 2015, 1503.02154.

Restricted hypercontractivity on the Poisson space

G. Peccati, I. Nourdin, Xiaochuan Yang, 2019, Proceedings of the American Mathematical Society.

Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos

Gesine Reinert, Ivan Nourdin, Giovanni Peccati, 2009, 0904.1153.

Central and non-central limit theorems for weighted power variations of fractional brownian motion

D. Nualart, I. Nourdin, C. Tudor, 2007, 0710.5639.

Non-integrable Stable Approximation by Stein’s Method

I. Nourdin, Xiaochuan Yang, Peng Chen, 2019, Journal of Theoretical Probability.

Normal Approximations with Malliavin Calculus: From Stein's Method to Universality

G. Peccati, I. Nourdin, 2012 .

Stein’s Method for Asymmetric ˛ -stable Distributions, with Application to the Stable CLT

I. Nourdin, Peng Chen, Lihu Xu, 2020 .

Stein’s method on Wiener chaos

G. Peccati, I. Nourdin, 2007, 0712.2940.

Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula

L. Goldstein, G. Peccati, I. Nourdin, 2014, 1411.6265.

On the absolute continuity of Lévy processes with drift

I. Nourdin, T. Simon, 2006, math/0606783.

Wigner chaos and the fourth moment

Ivan Nourdin, Giovanni Peccati, Roland Speicher, 2010, 1009.3949.

OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS

L. Mazliak, I. Nourdin, 2006, math/0606030.

Phase singularities in complex arithmetic random waves

G. Peccati, I. Nourdin, Maurizia Rossi, 2016, Electronic Journal of Probability.

Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance

G. Peccati, I. Nourdin, Xiaochuan Yang, 2020, Journal of Theoretical Probability.

Weak approximation of a fractional SDE

I. Nourdin, S. Tindel, X. Bardina, 2007, 0709.0805.

Berry-Esseen bounds in the Breuer-Major CLT and Gebelein’s inequality

G. Peccati, I. Nourdin, Xiaochuan Yang, 2018, Electronic Communications in Probability.

Classical and Free Fourth Moment Theorems: Universality and Thresholds

G. Peccati, I. Nourdin, Guillaume Poly, 2014, 1407.6216.

Fourth Moment Theorem and q-Brownian Chaos

Ivan Nourdin, Salim Noreddine, Aur'elien Deya, 2012, 1202.2545.

Poisson approximations on the free Wigner chaos

G. Peccati, I. Nourdin, 2011, 1103.3925.

Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields

I. Nourdin, Leonardo Maini, 2022, 2206.14458.

Asymptotic expansions at any time for scalar fractional SDEs with Hurst index H> 1/2

Sébastien Darses, I. Nourdin, 2007, math/0703794.

Approximation of Fractional Local Times: Zero Energy and Weak Derivatives

G. Peccati, I. Nourdin, Arturo Jaramillo, 2019, 1903.08683.

Correcting Newton–Côtes integrals by Lévy areas

I. Nourdin, T. Simon, 2006, math/0601544.

Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle

G. Peccati, I. Nourdin, Guillaume Poly, 2016 .

The Breuer–Major theorem in total variation: Improved rates under minimal regularity

D. Nualart, G. Peccati, I. Nourdin, 2019, Stochastic Processes and their Applications.

INTEGRALS AND THE RESULTING LIMIT LAWS

I. Nourdin, 2014 .

Convergence of random oscillatory integrals in the presence of long-range dependence and application to homogenization

I. Nourdin, Guangqu Zheng, Atef Lechiheb, 2016, Probability and Mathematical Statistics.

On the absolute continuity of Lévy processes with drift

I. Nourdin, T. Simon, 2006, math/0606783.

OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS

L. Mazliak, I. Nourdin, 2006, math/0606030.

Trees and asymptotic developments for fractional stochastic differential equations

Andreas Rossler, A. Neuenkirch, I. Nourdin, 2006, math/0611306.

Almost sure limit theorems on Wiener chaos: the non-central case

I. Nourdin, E. Azmoodeh, 2018, Electronic Communications in Probability.

Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields

I. Nourdin, Leonardo Maini, 2022, 2206.14458.

Freeness characterizations on free chaos spaces

I. Nourdin, S. Bourguin, 2017, Pacific Journal of Mathematics.

Fourth Moments and Products: Unified Estimates

G. Peccati, I. Nourdin, 2017 .

Convergence of Wigner integrals to the tetilla law

I. Nourdin, A. Deya, 2011, 1107.3538.

A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one

I. Nourdin, 2005, math/0511027.

An Itô-type formula for the fractional Brownian motion in Brownian time

I. Nourdin, Raghid Zeineddine, 2013, 1312.0818.

Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion

A. Neuenkirch, I. Nourdin, 2006, math/0601038.

Remarks on some linear fractional stochastic equations

I. Nourdin, C. Tudor, 2005, math/0511383.

Milstein's type schemes for fractional SDEs

Ivan Nourdin, Mihai Gradinaru, I. Nourdin, 2007, math/0702317.

Stein’s method, logarithmic Sobolev and transport inequalities

M. Ledoux, G. Peccati, I. Nourdin, 2015, Geometric and Functional Analysis.

Central and Non-central Limit Theorems in a Free Probability Setting

M. Taqqu, I. Nourdin, 2012, Journal of Theoretical Probability.

Classical and Free Fourth Moment Theorems: Universality and Thresholds

G. Peccati, I. Nourdin, Guillaume Poly, 2015, Journal of Theoretical Probability.

An invariance principle under the total variation distance

I. Nourdin, Guillaume Poly, 2013, 1310.4266.

Non-integrable Stable Approximation by Stein’s Method

I. Nourdin, Xiaochuan Yang, Peng Chen, 2021, Journal of Theoretical Probability.

Nodal Statistics of Planar Random Waves

G. Peccati, I. Nourdin, Maurizia Rossi, 2019, Communications in Mathematical Physics.

The functional Breuer–Major theorem

D. Nualart, I. Nourdin, 2019, Probability Theory and Related Fields.

A Stein deficit for the logarithmic Sobolev inequality

M. Ledoux, G. Peccati, I. Nourdin, 2017, Science China Mathematics.

Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

D. Nualart, I. Nourdin, Rola Zintout, 2015, Statistical Inference for Stochastic Processes.

Fourth Moment Theorem and q-Brownian Chaos

I. Nourdin, A. Deya, Salim Noreddine, 2012, Communications in Mathematical Physics.

Differentiating σ-fields for Gaussian and shifted Gaussian processes

Sébastien Darses, G. Peccati, I. Nourdin, 2009 .

Density Formula and Concentration Inequalities with Malliavin Calculus

I. Nourdin, F. Viens, 2009 .

Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion

I. Nourdin, J. Breton, 2008, 0804.2528.

Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion

P. Vallois, I. Nourdin, Valentin Garino, 2020, Electronic Journal of Probability.

A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4

I. Nourdin, 2008, 0806.2248.

Weighted power variations of fractional Brownian motion and application to approximating schemes

I. Nourdin, M. Grădinaru, 2007 .

Fe b 20 07 Convergence of weighted power variations of fractional Brownian motion

I. Nourdin, M. Grădinaru, 2007 .

Local times and sample path properties of the Rosenblatt process

E. Saksman, I. Nourdin, L. Viitasaari, 2020, Stochastic Processes and their Applications.

Dynamical properties and characterization of gradient drift diffusions

Sébastien Darses, I. Nourdin, 2006, math/0612413.

Asymptotic behavior of weighted quadratic and cubic variations of fractional Brownian motion

Ivan Nourdin, I. Nourdin, 2007, 0705.0570.

Multivariate stable approximation in Wasserstein distance by Stein's method

I. Nourdin, Xiaochuan Yang, Peng Chen, 2019, 1911.12917.

Selected Aspects of Fractional Brownian Motion

Ivan Nourdin, I. Nourdin, 2013 .

Stein’s Method for Asymmetric $$\alpha $$-stable Distributions, with Application to the Stable CLT

I. Nourdin, Peng Chen, Lihu Xu, 2018, Journal of Theoretical Probability.

Delay equations driven by rough paths

A. Neuenkirch, I. Nourdin, S. Tindel, 2007, 0711.2633.

Limit theorems for additive functionals of the fractional Brownian motion

Ivan Nourdin, Giovanni Peccati, David Nualart, 2021, The Annals of Probability.

Universal Gaussian fluctuations of non-Hermitian matrix ensembles

Ivan Nourdin, Giovanni Peccati, G. Peccati, 2009, 1002.1212.

Nodal Statistics of Planar Random Waves

G. Peccati, I. Nourdin, Maurizia Rossi, 2017, Communications in Mathematical Physics.

PR ] 2 6 Ju l 2 01 1 Multidimensional semicircular limits on the free Wigner chaos by

R. Speicher, G. Peccati, I. Nourdin, 2011 .

Entropy and the fourth moment phenomenon pdf

Ivan Nourdin, Giovanni Peccati, Yvik Swan, 2013, ArXiv.

Quantitative

S. Favaro, G. Peccati, I. Nourdin, 2020, Psychology through Critical Auto-Ethnography.

The optimal fourth moment theorem

G. Peccati, I. Nourdin, 2013, 1305.1527.

Lectures on Gaussian Approximations with Malliavin Calculus

I. Nourdin, 2012, 1203.4147.

Second order Poincaré inequalities and CLTs on Wiener space

Gesine Reinert, Ivan Nourdin, Giovanni Peccati, 2008 .

Stochastic derivatives for fractional diffusions.

Sébastien Darses, I. Nourdin, 2006, math/0604315.

Stein's Method and Stochastic Analysis of Rademacher Functionals

G. Reinert, G. Peccati, I. Nourdin, 2008, 0810.2890.

Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields

G. Peccati, I. Nourdin, 2008, 0803.0458.

Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/4

Ivan Nourdin, Anthony R'eveillac, I. Nourdin, 2008, 0802.3307.

Noncentral convergence of multiple integrals

G. Peccati, I. Nourdin, 2007, 0709.3903.

Two properties of vectors of quadratic forms in Gaussian random variables

V. Bogachev, E. Kosov, I. Nourdin, 2013, 1305.5990.

Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices

Ivan Nourdin, Guangqu Zheng, I. Nourdin, 2018, Journal of Theoretical Probability.

Almost sure central limit theorems on the Wiener space

M. Taqqu, B. Bercu, I. Nourdin, 2009, 0912.2398.

Stein's method meets Malliavin calculus: a short survey with new estimates

G. Peccati, I. Nourdin, 2009, 0906.4419.

Continuous Breuer–Major theorem: Tightness and nonstationarity

D. Nualart, I. Nourdin, Simon Campese, 2018, 1807.09740.

Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

D. Nualart, I. Nourdin, Rola Zintout, 2015, Statistical Inference for Stochastic Processes.

Strong asymptotic independence on Wiener chaos

D. Nualart, G. Peccati, I. Nourdin, 2014, 1401.2247.

Asymptotic independence of multiple Wiener-It\^o integrals and the resulting limit laws

Ivan Nourdin, Jan Rosi'nski, I. Nourdin, 2011, 1112.5070.

On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion

I. Nourdin, T. Simon, 2006 .

Cross-variation of Young integral with respect to long-memory fractional Brownian motions

I. Nourdin, Rola Zintout, 2013 .

Asymptotic behaviour of the cross-variation of some integral long memory processes

I. Nourdin, Rola Zintout, 2013, 1311.2895.

Asymptotic expansions at any time for fractional scalar SDEs of Hurst index H>1/2

Sébastien Darses, I. Nourdin, 2007 .

Sojourn time dimensions of fractional Brownian motion

S. Seuret, G. Peccati, I. Nourdin, 2018, Bernoulli.

A Stein deficit for the logarithmic Sobolev inequality

Ivan Nourdin, Giovanni Peccati, Michel Ledoux, 2016, 1602.08235.

Concentration of the Intrinsic Volumes of a Convex Body pdf

Joel A. Tropp, Ivan Nourdin, Giovanni Peccati, 2018, Lecture Notes in Mathematics.

Absolute continuity and convergence of densities for random vectors on Wiener chaos

Ivan Nourdin, Guillaume Poly, David Nualart, 2012, 1207.5115.

Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales

Ivan Nourdin, Mihai Gradinaru, I. Nourdin, 2003 .

Approximation of fractional local times: Zero energy and derivatives

Ivan Nourdin, Giovanni Peccati, Arturo Jaramillo, 2019, The Annals of Applied Probability.

m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index

Francesco Russo, Ivan Nourdin, Pierre Vallois, 2005 .

Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields

I. Nourdin, L. Maini, 2022, 2206.14458.

Exchangeable Pairs on Wiener Chaos

I. Nourdin, Guangqu Zheng, 2017, Progress in Probability.

Weak symmetric integrals with respect to the fractional Brownian motion

D. Nualart, I. Nourdin, Giulia Binotto, 2016, The Annals of Probability.

Multivariate Gaussian approximations on Markov chaoses

G. Peccati, I. Nourdin, Guillaume Poly, 2015, 1510.02105.

Fisher Information and the Fourth Moment Theorem pdf

Ivan Nourdin, David Nualart, D. Nualart, 2013, ArXiv.

Quantitative stable limit theorems on the Wiener space

D. Nualart, G. Peccati, I. Nourdin, 2013, 1305.3899.

Convergence in total variation on Wiener chaos

Ivan Nourdin, Guillaume Poly, I. Nourdin, 2012, 1205.2682.

Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants

G. Peccati, I. Nourdin, A. Bonami, 2011, 1109.1546.

Parameter estimation for alpha-fractional bridges

I. Nourdin, Khalifa Es-Sebaiy, 2011, 1101.5790.

On the Gaussian approximation of vector-valued multiple integrals

Ivan Nourdin, Salim Noreddine, I. Nourdin, 2010, J. Multivar. Anal..

The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6

Jason Swanson, Anthony R'eveillac, I. Nourdin, 2010, 1006.4238.

Central Limit Theorems for Multiple Skorokhod Integrals

D. Nualart, I. Nourdin, 2010 .

Cumulants on the Wiener Space

Ivan Nourdin, Giovanni Peccati, G. Peccati, 2009, 0910.1996.

Universal Gaussian fluctuations of non-Hermitian matrix ensembles

G. Peccati, I. Nourdin, 2009, 0908.0391.

Exact confidence intervals for the Hurst parameter of a fractional Brownian motion

G. Peccati, I. Nourdin, J. Breton, 2009, 0901.4456.

Stein's Method and Stochastic Analysis of Rademacher Functionals

G. Reinert, G. Peccati, I. Nourdin, 2008, 0810.2890.

Weighted power variations of iterated Brownian motion

Ivan Nourdin, Giovanni Peccati, G. Peccati, 2007, 0711.0858.

Differentiating sigma-fields for Gaussian and shifted Gaussian processes

Sébastien Darses, G. Peccati, I. Nourdin, 2007, math/0701910.

Some linear fractional stochastic equations

I. Nourdin, C. Tudor, 2006 .

Parameter Estimation for α-Fractional Bridges

I. Nourdin, Khalifa Es-Sebaiy, 2013 .

PR ] 1 6 Se p 20 11 Parameter estimation for α-fractional bridges

I. Nourdin, Khalifa Es-Sebaiy, 2011 .

Stochastic volatility: approximation and goodness-of-fit test

I. Nourdin, M. Gradinaru, 2008 .

Limit theorems for nonlinear functionals of Volterra processes via white noise analysis

D. Nualart, Sébastien Darses, I. Nourdin, 2009, 0904.1401.

Integration by parts and representation of information functionals

Ivan Nourdin, Giovanni Peccati, Yvik Swan, 2013, 2014 IEEE International Symposium on Information Theory.

Comparison inequalities on Wiener space

G. Peccati, I. Nourdin, F. Viens, 2013, 1306.2430.

Universal Gaussian Fluctuations of Non-hermitian Matrix Ensembles: from Weak Convergence to Almost Sure Clts

G. Peccati, I. Nourdin, 2010 .

Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency

Ivan Nourdin, Soukaina Douissi, Khalifa Es-Sebaiy, 2021, 2102.04810.

PR ] 2 0 D ec 2 01 3 Fisher Information and the Fourth Moment Theorem

D. Nualart, I. Nourdin, 2022 .

Ito's- and Tanaka's-type formulae for the stochastic heat equation: The linear case

Ivan Nourdin, Samy Tindel, Mihai Gradinaru, 2005 .

Multidimensional limit theorems for homogeneous sums: a general transfer principle

G. Peccati, I. Nourdin, Guillaume Poly, 2015, 1506.07829.

Convergence in law in the second Wiener/Wigner chaos

I. Nourdin, Guillaume Poly, 2012, 1205.2684.

Invariance principles for homogeneous sums of free random variables

I. Nourdin, A. Deya, 2012, 1201.1753.

Multi-dimensional Semicircular Limits on the Free Wigner Chaos

R. Speicher, G. Peccati, I. Nourdin, 2011, 1107.5135.

Yet another proof of the Nualart-Peccati criterion

I. Nourdin, 2011, 1107.3252.

Ju l 2 01 1 Multidimensional semicircular limits on the free Wigner chaos by

R. Speicher, G. Peccati, I. Nourdin, 2018 .

Density estimates and concentration inequalities with Malliavin calculus

I. Nourdin, F. Viens, 2008, 0808.2088.

Gaussian fluctuation for Gaussian Wishart matrices of overall correlation

Ivan Nourdin, Fei Pu, I. Nourdin, 2021, Statistics & Probability Letters.