Ivan Nourdin

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Entropy and the fourth moment phenomenon pdf

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

New Results - Stochastic analysis and applications

Antoine Lejay, Sylvain Maire, Ivan Nourdin, 2004 .

Integration by parts and representation of information functionals

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

On the Gaussian approximation of vector-valued multiple integrals

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

Concentration of the Intrinsic Volumes of a Convex Body pdf

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

Fisher Information and the Fourth Moment Theorem pdf

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

Computation of cumulants

Ivan Nourdin, Giovanni Peccati, 2012 .

Gaussian fluctuation for Gaussian Wishart matrices of overall correlation

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

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

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

Asymptotic Behavior of Large Gaussian Correlated Wishart Matrices

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

Limit theorems for additive functionals of the fractional Brownian motion

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

Approximation of fractional local times: Zero energy and derivatives

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

Invariance Principles for Homogeneous Sums: Universality of Gaussian Wiener Chaos

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

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

Ivan Nourdin, Samy Tindel, Mihai Gradinaru, 2005 .

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

Ivan Nourdin, 2005 .

A Stein deficit for the logarithmic Sobolev inequality

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

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

Ivan Nourdin, Andreas Neuenkirch, 2006 .

Weighted power variations of iterated Brownian motion

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

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

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

Selected Aspects of Fractional Brownian Motion

Ivan Nourdin, I. Nourdin, 2013 .

Cumulants on the Wiener Space

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

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 .

Wigner chaos and the fourth moment

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

Fourth Moment Theorem and q-Brownian Chaos

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

Second order Poincaré inequalities and CLTs on Wiener space

Gesine Reinert, Ivan Nourdin, Giovanni Peccati, 2008 .

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

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

Milstein's type schemes for fractional SDEs

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

Convergence in total variation on Wiener chaos

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

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.

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

Ivan Nourdin, I. Nourdin, 2007, 0705.0570.

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 .

Stein’s method, logarithmic Sobolev and transport inequalities

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

Universal Gaussian fluctuations of non-Hermitian matrix ensembles

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